# EDGAR Filing Document

**Accession Number:** 0000763852
**File Stem:** 0002071691-25-002473
**Filing Date:** 2025-10
**Character Count:** 2810340
**Document Hash:** b7a31a2891f234ddeea905d49877c1cd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-002473.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0002071691-25-002473

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMORGAN TRUST II
- **CENTRAL INDEX KEY:** 0000763852

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04236

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20000721

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP
- **DATE OF NAME CHANGE:** 19931105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HELMSMAN FUND
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### JPMorgan U.S. Government Money Market Fund (Series ID: S000003909)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000010940 | Institutional Class | IJGXX           |
| C000010941 | Capital             | OGVXX           |
| C000010942 | Morgan              | MJGXX           |
| C000010943 | Premier             | OGSXX           |
| C000010944 | Reserve             | RJGXX           |
| C000010945 | Agency              | OGAXX           |
| C000010946 | Service             | SJGXX           |
| C000078417 | Investor            | JGMXX           |
| C000115393 | IM                  | MGMXX           |
| C000212348 | Academy             | JGAXX           |
| C000225258 | Empower             | EJGXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000763852

### General Information

**Report for (YYYY-MM-DD):** 2025-09-30

**Registrant Full Name:** JPMORGAN TRUST II

**CIK Number of Registrant:** 0000763852

**LEI of Registrant:** 549300IMXLYKELY96B40

**Name of Series:** JPMorgan U.S. Government Money Market Fund

**LEI of Series:** 549300NQ5E5B7ZV4T516

**EDGAR Series Identifier:** S000003909

**Total number of share classes in the series:** 11

**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            | J.P. Morgan Investment Management Inc.                     | 801-21011         |
| Independent Public Accountant | PricewaterhouseCoopers, LLP<br>City: New York<br>State: NY |  |
| Administrator                 | J.P. Morgan Investment Management Inc.                     |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000027048                         | 084-00448         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-95973

- **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:** 51 days

- **WAL:** 113 days

- **Total Value of Portfolio Securities:** $305511235238.12

- **Amortized Cost of Portfolio Securities:** $305435998365.05

- **Cash:** $10389414188.81

- **Total Other Assets:** $855252777.64

- **Total Liabilities:** $5573579791.56

- **Net Assets of Series:** $311107085539.94

- **Number of Shares Outstanding (Series):** 311171012872.3200

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $204293222340.47          | $251801747228.35           | 63.7700%                  | 78.5900%                   |
| 2025-09-03 | $200029856036.64          | $250238427981.03           | 62.7400%                  | 78.4900%                   |
| 2025-09-04 | $204751821615.78          | $251160440616.69           | 64.2400%                  | 78.8000%                   |
| 2025-09-05 | $195951145950.75          | $250034125313.65           | 61.9300%                  | 79.0200%                   |
| 2025-09-08 | $200935229440.82          | $250852721473.11           | 63.5400%                  | 79.3200%                   |
| 2025-09-09 | $199478413094.60          | $249595975461.20           | 62.9400%                  | 78.7500%                   |
| 2025-09-10 | $201130645200.42          | $254048277901.32           | 62.6000%                  | 79.0700%                   |
| 2025-09-11 | $201484883761.60          | $248452586796.85           | 63.8200%                  | 78.7000%                   |
| 2025-09-12 | $199792092558.28          | $245834865927.85           | 63.8200%                  | 78.5200%                   |
| 2025-09-15 | $206091171113.01          | $246434155485.53           | 65.7000%                  | 78.5600%                   |
| 2025-09-16 | $207910499444.12          | $243153554150.94           | 66.9800%                  | 78.3400%                   |
| 2025-09-17 | $212524627007.77          | $246517752048.88           | 67.9700%                  | 78.8400%                   |
| 2025-09-18 | $203360354021.39          | $249778549396.88           | 64.7400%                  | 79.5200%                   |
| 2025-09-19 | $206357729682.36          | $251200995392.14           | 65.0500%                  | 79.1800%                   |
| 2025-09-22 | $213376230251.40          | $254969706964.13           | 66.4700%                  | 79.4200%                   |
| 2025-09-23 | $210810022665.73          | $251203569712.77           | 66.4700%                  | 79.2000%                   |
| 2025-09-24 | $213648105112.63          | $249641722494.01           | 67.6800%                  | 79.0800%                   |
| 2025-09-25 | $214165244702.71          | $251558932418.40           | 67.4300%                  | 79.2100%                   |
| 2025-09-26 | $214101085743.67          | $251494807960.36           | 67.8500%                  | 79.7000%                   |
| 2025-09-29 | $216098680654.62          | $255147506374.23           | 67.7300%                  | 79.9700%                   |
| 2025-09-30 | $210438955031.22          | $253437815251.81           | 66.4500%                  | 80.0300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.3400%             |
| 2025-09-03 | 4.3400%             |
| 2025-09-04 | 4.3400%             |
| 2025-09-05 | 4.3400%             |
| 2025-09-08 | 4.3300%             |
| 2025-09-09 | 4.3300%             |
| 2025-09-10 | 4.3300%             |
| 2025-09-11 | 4.3300%             |
| 2025-09-12 | 4.3300%             |
| 2025-09-15 | 4.3200%             |
| 2025-09-16 | 4.3200%             |
| 2025-09-17 | 4.3200%             |
| 2025-09-18 | 4.3100%             |
| 2025-09-19 | 4.3000%             |
| 2025-09-22 | 4.2400%             |
| 2025-09-23 | 4.2200%             |
| 2025-09-24 | 4.2100%             |
| 2025-09-25 | 4.2000%             |
| 2025-09-26 | 4.2000%             |
| 2025-09-29 | 4.2000%             |
| 2025-09-30 | 4.2000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 0.9999                      |
|  |  |
| 2025-09-03 | 1.0000                      |
|  |  |
| 2025-09-04 | 1.0000                      |
|  |  |
| 2025-09-05 | 1.0002                      |
|  |  |
| 2025-09-08 | 1.0001                      |
|  |  |
| 2025-09-09 | 1.0001                      |
|  |  |
| 2025-09-10 | 1.0001                      |
|  |  |
| 2025-09-11 | 1.0001                      |
|  |  |
| 2025-09-12 | 1.0001                      |
|  |  |
| 2025-09-15 | 1.0001                      |
|  |  |
| 2025-09-16 | 1.0001                      |
|  |  |
| 2025-09-17 | 1.0001                      |
|  |  |
| 2025-09-18 | 1.0001                      |
|  |  |
| 2025-09-19 | 1.0002                      |
|  |  |
| 2025-09-22 | 1.0001                      |
|  |  |
| 2025-09-23 | 1.0001                      |
|  |  |
| 2025-09-24 | 1.0000                      |
|  |  |
| 2025-09-25 | 1.0000                      |
|  |  |
| 2025-09-26 | 1.0001                      |
|  |  |
| 2025-09-29 | 1.0000                      |
|  |  |
| 2025-09-30 | 1.0000                      |
|  |  |

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

### Class: Service

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $99011220.21

- **Number of Shares Outstanding:** 99031565.3700

- **Expense Reimbursement/Waiver:** 171.56

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0001          |
|  |  |
| 2025-09-09 | 1.0001          |
|  |  |
| 2025-09-10 | 1.0001          |
|  |  |
| 2025-09-11 | 1.0001          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0001          |
|  |  |
| 2025-09-16 | 1.0001          |
|  |  |
| 2025-09-17 | 1.0001          |
|  |  |
| 2025-09-18 | 1.0001          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0001          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $517189.18                | $187143.94              |
| 2025-09-03 | $444921.48                | $467085.03              |
| 2025-09-04 | $291404.52                | $333281.39              |
| 2025-09-05 | $20910.70                 | $362556.02              |
| 2025-09-08 | $97106.02                 | $25096.06               |
| 2025-09-09 | $20583.98                 | $58419.45               |
| 2025-09-10 | $106802.53                | $156199.79              |
| 2025-09-11 | $67621.65                 | $5438.18                |
| 2025-09-12 | $30929.44                 | $1087212.27             |
| 2025-09-15 | $88374.69                 | $32321.30               |
| 2025-09-16 | $93965.53                 | $488940.15              |
| 2025-09-17 | $35858.31                 | $222138.90              |
| 2025-09-18 | $20262.76                 | $694471.14              |
| 2025-09-19 | $32882.64                 | $13588.79               |
| 2025-09-22 | $121854.73                | $29959.05               |
| 2025-09-23 | $19105.60                 | $2529.01                |
| 2025-09-24 | $21140.95                 | $24621.10               |
| 2025-09-25 | $6302.66                  | $60094.58               |
| 2025-09-26 | $107985.33                | $194421.25              |
| 2025-09-29 | $157408.60                | $13620.96               |
| 2025-09-30 | $77311.39                 | $57767.01               |

**Total Gross Subscriptions (Month):** $2379922.69

**Total Gross Redemptions (Month):** $4516905.37

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.3300%           |
| 2025-09-03 | 3.3300%           |
| 2025-09-04 | 3.3200%           |
| 2025-09-05 | 3.3200%           |
| 2025-09-08 | 3.3200%           |
| 2025-09-09 | 3.3200%           |
| 2025-09-10 | 3.3200%           |
| 2025-09-11 | 3.3200%           |
| 2025-09-12 | 3.3100%           |
| 2025-09-15 | 3.3100%           |
| 2025-09-16 | 3.3100%           |
| 2025-09-17 | 3.3100%           |
| 2025-09-18 | 3.3000%           |
| 2025-09-19 | 3.2800%           |
| 2025-09-22 | 3.2300%           |
| 2025-09-23 | 3.2100%           |
| 2025-09-24 | 3.1900%           |
| 2025-09-25 | 3.1900%           |
| 2025-09-26 | 3.1900%           |
| 2025-09-29 | 3.1900%           |
| 2025-09-30 | 3.1900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor                                     |  | 78.4700%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.1500%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.3800%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $19376675215.75

- **Number of Shares Outstanding:** 19380656799.9800

- **Expense Reimbursement/Waiver:** 30804.39

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0001          |
|  |  |
| 2025-09-09 | 1.0001          |
|  |  |
| 2025-09-10 | 1.0001          |
|  |  |
| 2025-09-11 | 1.0001          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0001          |
|  |  |
| 2025-09-16 | 1.0001          |
|  |  |
| 2025-09-17 | 1.0001          |
|  |  |
| 2025-09-18 | 1.0001          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0001          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $797920580.84             | $895631073.95           |
| 2025-09-03 | $695661491.69             | $667669167.28           |
| 2025-09-04 | $884579008.10             | $674397183.85           |
| 2025-09-05 | $877204973.44             | $627746161.71           |
| 2025-09-08 | $861997670.77             | $871415090.47           |
| 2025-09-09 | $663670405.85             | $995840783.65           |
| 2025-09-10 | $762664710.06             | $733149734.55           |
| 2025-09-11 | $715263714.09             | $859375080.44           |
| 2025-09-12 | $611706787.06             | $829965603.19           |
| 2025-09-15 | $731194576.41             | $780134222.39           |
| 2025-09-16 | $651189396.24             | $573772310.05           |
| 2025-09-17 | $757951573.02             | $594604188.91           |
| 2025-09-18 | $781048403.24             | $678069646.09           |
| 2025-09-19 | $697191381.95             | $580599200.97           |
| 2025-09-22 | $895633698.44             | $703215564.75           |
| 2025-09-23 | $737459539.73             | $872496475.51           |
| 2025-09-24 | $672682615.53             | $580323067.50           |
| 2025-09-25 | $715308905.60             | $822165477.26           |
| 2025-09-26 | $777465189.90             | $875871199.91           |
| 2025-09-29 | $2258715306.70            | $933898879.12           |
| 2025-09-30 | $1740936634.36            | $1574816974.53          |

**Total Gross Subscriptions (Month):** $18287446563.02

**Total Gross Redemptions (Month):** $16725157086.08

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.9300%           |
| 2025-09-03 | 3.9300%           |
| 2025-09-04 | 3.9200%           |
| 2025-09-05 | 3.9200%           |
| 2025-09-08 | 3.9200%           |
| 2025-09-09 | 3.9200%           |
| 2025-09-10 | 3.9200%           |
| 2025-09-11 | 3.9200%           |
| 2025-09-12 | 3.9200%           |
| 2025-09-15 | 3.9100%           |
| 2025-09-16 | 3.9100%           |
| 2025-09-17 | 3.9100%           |
| 2025-09-18 | 3.9000%           |
| 2025-09-19 | 3.8800%           |
| 2025-09-22 | 3.8300%           |
| 2025-09-23 | 3.8100%           |
| 2025-09-24 | 3.7900%           |
| 2025-09-25 | 3.7900%           |
| 2025-09-26 | 3.7900%           |
| 2025-09-29 | 3.7900%           |
| 2025-09-30 | 3.7900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.7600%          | 0.0000%              |
| Broker-dealer                                       |  | 8.8500%          | 0.0000%              |
| Broker-dealer                                       |  | 45.3500%         | 0.0000%              |
| Broker-dealer                                       |  | 6.4000%          | 0.0000%              |
| Broker-dealer                                       |  | 24.7900%         | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $3768289258.89

- **Number of Shares Outstanding:** 3769063579.5400

- **Expense Reimbursement/Waiver:** 6403.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0001          |
|  |  |
| 2025-09-09 | 1.0001          |
|  |  |
| 2025-09-10 | 1.0001          |
|  |  |
| 2025-09-11 | 1.0001          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0001          |
|  |  |
| 2025-09-16 | 1.0001          |
|  |  |
| 2025-09-17 | 1.0001          |
|  |  |
| 2025-09-18 | 1.0001          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0001          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $70643279.33              | $0.00                   |
| 2025-09-03 | $0.00                     | $8896996.75             |
| 2025-09-04 | $9733081.18               | $0.00                   |
| 2025-09-05 | $73880964.45              | $17594.34               |
| 2025-09-08 | $19628.38                 | $101054154.73           |
| 2025-09-09 | $1250092.49               | $0.00                   |
| 2025-09-10 | $6044.28                  | $11793193.21            |
| 2025-09-11 | $45391048.02              | $14187.21               |
| 2025-09-12 | $1205.81                  | $37688753.11            |
| 2025-09-15 | $6119505.28               | $3732.96                |
| 2025-09-16 | $16261116.40              | $4180.84                |
| 2025-09-17 | $941.80                   | $24380617.96            |
| 2025-09-18 | $71248657.03              | $7561.77                |
| 2025-09-19 | $4543.53                  | $2892146.79             |
| 2025-09-22 | $13172465.59              | $0.00                   |
| 2025-09-23 | $5354.83                  | $26324577.04            |
| 2025-09-24 | $28913.42                 | $15824859.39            |
| 2025-09-25 | $4405.81                  | $8100238.22             |
| 2025-09-26 | $4907.34                  | $30213513.13            |
| 2025-09-29 | $0.06                     | $1415232.14             |
| 2025-09-30 | $64812434.57              | $13761.53               |

**Total Gross Subscriptions (Month):** $372588589.60

**Total Gross Redemptions (Month):** $268645301.12

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.8800%           |
| 2025-09-03 | 3.8800%           |
| 2025-09-04 | 3.8700%           |
| 2025-09-05 | 3.8700%           |
| 2025-09-08 | 3.8700%           |
| 2025-09-09 | 3.8700%           |
| 2025-09-10 | 3.8700%           |
| 2025-09-11 | 3.8700%           |
| 2025-09-12 | 3.8700%           |
| 2025-09-15 | 3.8600%           |
| 2025-09-16 | 3.8600%           |
| 2025-09-17 | 3.8600%           |
| 2025-09-18 | 3.8500%           |
| 2025-09-19 | 3.8300%           |
| 2025-09-22 | 3.7800%           |
| 2025-09-23 | 3.7600%           |
| 2025-09-24 | 3.7400%           |
| 2025-09-25 | 3.7400%           |
| 2025-09-26 | 3.7400%           |
| 2025-09-29 | 3.7400%           |
| 2025-09-30 | 3.7400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9800%         | 0.0000%              |

### Class: IM

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $13722029700.08

- **Number of Shares Outstanding:** 13724849348.9800

- **Expense Reimbursement/Waiver:** 21020.16

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0001          |
|  |  |
| 2025-09-09 | 1.0001          |
|  |  |
| 2025-09-10 | 1.0001          |
|  |  |
| 2025-09-11 | 1.0001          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0001          |
|  |  |
| 2025-09-16 | 1.0001          |
|  |  |
| 2025-09-17 | 1.0001          |
|  |  |
| 2025-09-18 | 1.0001          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0001          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $1077793055.13            | $255743513.76           |
| 2025-09-03 | $276552328.49             | $363837244.15           |
| 2025-09-04 | $169814546.90             | $669441948.64           |
| 2025-09-05 | $277657439.01             | $662519725.93           |
| 2025-09-08 | $282507331.61             | $86263925.01            |
| 2025-09-09 | $400016585.45             | $379665009.34           |
| 2025-09-10 | $436088455.85             | $156743064.07           |
| 2025-09-11 | $310678819.40             | $368992176.78           |
| 2025-09-12 | $384215059.52             | $217043157.25           |
| 2025-09-15 | $99851943.40              | $989142450.25           |
| 2025-09-16 | $733154857.82             | $115876630.23           |
| 2025-09-17 | $746750652.28             | $50929060.78            |
| 2025-09-18 | $117018306.70             | $290209986.43           |
| 2025-09-19 | $100293626.00             | $159357187.22           |
| 2025-09-22 | $260927230.84             | $181242321.79           |
| 2025-09-23 | $231147183.30             | $327122759.69           |
| 2025-09-24 | $1449128527.09            | $403010954.40           |
| 2025-09-25 | $362771325.25             | $264137675.98           |
| 2025-09-26 | $112841030.93             | $889603208.20           |
| 2025-09-29 | $790725733.19             | $90027947.71            |
| 2025-09-30 | $442483729.82             | $101546972.87           |

**Total Gross Subscriptions (Month):** $9062417767.98

**Total Gross Redemptions (Month):** $7022456920.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.2300%           |
| 2025-09-03 | 4.2300%           |
| 2025-09-04 | 4.2200%           |
| 2025-09-05 | 4.2200%           |
| 2025-09-08 | 4.2200%           |
| 2025-09-09 | 4.2200%           |
| 2025-09-10 | 4.2200%           |
| 2025-09-11 | 4.2200%           |
| 2025-09-12 | 4.2200%           |
| 2025-09-15 | 4.2100%           |
| 2025-09-16 | 4.2100%           |
| 2025-09-17 | 4.2100%           |
| 2025-09-18 | 4.2000%           |
| 2025-09-19 | 4.1800%           |
| 2025-09-22 | 4.1300%           |
| 2025-09-23 | 4.1100%           |
| 2025-09-24 | 4.1000%           |
| 2025-09-25 | 4.0900%           |
| 2025-09-26 | 4.0900%           |
| 2025-09-29 | 4.0900%           |
| 2025-09-30 | 4.0900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 10.6000%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.5600%          | 0.0000%              |
| Non-financial corporation                           |  | 25.8500%         | 0.0000%              |
| Depository institution or other banking institution |  | 35.9000%         | 0.0000%              |
| Non-financial corporation                           |  | 17.7300%         | 0.0000%              |

### Class: Agency

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $15232615487.41

- **Number of Shares Outstanding:** 15235745536.9000

- **Expense Reimbursement/Waiver:** 90088.43

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0001          |
|  |  |
| 2025-09-09 | 1.0001          |
|  |  |
| 2025-09-10 | 1.0001          |
|  |  |
| 2025-09-11 | 1.0001          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0001          |
|  |  |
| 2025-09-16 | 1.0001          |
|  |  |
| 2025-09-17 | 1.0001          |
|  |  |
| 2025-09-18 | 1.0001          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0001          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $7686972272.72            | $8050141027.83          |
| 2025-09-03 | $8210649464.32            | $7702993067.99          |
| 2025-09-04 | $8619524652.86            | $8247617219.24          |
| 2025-09-05 | $8621862773.25            | $8568091337.96          |
| 2025-09-08 | $8766551903.84            | $8721078364.78          |
| 2025-09-09 | $8677773607.93            | $8778677925.92          |
| 2025-09-10 | $7915574077.08            | $8759765238.06          |
| 2025-09-11 | $7463081022.03            | $8021536730.36          |
| 2025-09-12 | $7374077533.88            | $7470429460.63          |
| 2025-09-15 | $7527076977.83            | $7211785604.40          |
| 2025-09-16 | $7293602446.83            | $7506124085.89          |
| 2025-09-17 | $7778219759.87            | $7313065559.01          |
| 2025-09-18 | $7728679356.31            | $7689131605.82          |
| 2025-09-19 | $7636406416.74            | $7792432712.40          |
| 2025-09-22 | $7511087202.22            | $7678719857.12          |
| 2025-09-23 | $7655868008.39            | $7517912151.62          |
| 2025-09-24 | $7737826144.99            | $7658212801.82          |
| 2025-09-25 | $7659151687.41            | $7903412731.76          |
| 2025-09-26 | $7535414781.41            | $7737202001.43          |
| 2025-09-29 | $7319327802.62            | $7452663708.45          |
| 2025-09-30 | $7254987031.02            | $7666995067.37          |

**Total Gross Subscriptions (Month):** $163973714923.55

**Total Gross Redemptions (Month):** $165447988259.86

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.0800%           |
| 2025-09-03 | 4.0800%           |
| 2025-09-04 | 4.0800%           |
| 2025-09-05 | 4.0800%           |
| 2025-09-08 | 4.0800%           |
| 2025-09-09 | 4.0700%           |
| 2025-09-10 | 4.0700%           |
| 2025-09-11 | 4.0700%           |
| 2025-09-12 | 4.0700%           |
| 2025-09-15 | 4.0700%           |
| 2025-09-16 | 4.0700%           |
| 2025-09-17 | 4.0600%           |
| 2025-09-18 | 4.0500%           |
| 2025-09-19 | 4.0400%           |
| 2025-09-22 | 3.9800%           |
| 2025-09-23 | 3.9600%           |
| 2025-09-24 | 3.9500%           |
| 2025-09-25 | 3.9400%           |
| 2025-09-26 | 3.9400%           |
| 2025-09-29 | 3.9400%           |
| 2025-09-30 | 3.9400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 5.3300%          | 0.0000%              |
| Depository institution or other banking institution |  | 27.0300%         | 0.0000%              |
| Broker-dealer                                       |  | 8.2100%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.3100%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.3100%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.8400%          | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $187630401676.74

- **Number of Shares Outstanding:** 187668956603.9400

- **Expense Reimbursement/Waiver:** 325221.41

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0001          |
|  |  |
| 2025-09-09 | 1.0001          |
|  |  |
| 2025-09-10 | 1.0001          |
|  |  |
| 2025-09-11 | 1.0001          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0001          |
|  |  |
| 2025-09-16 | 1.0001          |
|  |  |
| 2025-09-17 | 1.0001          |
|  |  |
| 2025-09-18 | 1.0001          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0001          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $13815542269.72           | $6744013824.77          |
| 2025-09-03 | $6981618523.70            | $9138293578.27          |
| 2025-09-04 | $10336739149.47           | $7383319931.57          |
| 2025-09-05 | $7534045491.00            | $6976727052.50          |
| 2025-09-08 | $6282820127.39            | $6543269418.87          |
| 2025-09-09 | $6355728139.91            | $5252309629.29          |
| 2025-09-10 | $7981527599.23            | $6566448912.61          |
| 2025-09-11 | $6857035887.48            | $7776878803.89          |
| 2025-09-12 | $6706564159.44            | $9617248680.95          |
| 2025-09-15 | $7827064522.28            | $7757120964.96          |
| 2025-09-16 | $7553229993.18            | $7623922103.81          |
| 2025-09-17 | $6416883531.60            | $9215662951.09          |
| 2025-09-18 | $7788416136.69            | $5736489362.64          |
| 2025-09-19 | $8048996818.95            | $6623106641.64          |
| 2025-09-22 | $10212684921.82           | $6774933469.85          |
| 2025-09-23 | $7661624545.41            | $6746643265.26          |
| 2025-09-24 | $6680637078.44            | $10227406064.09         |
| 2025-09-25 | $7410179362.90            | $7412079265.73          |
| 2025-09-26 | $7569805478.17            | $8498135522.84          |
| 2025-09-29 | $8316090620.84            | $10760611921.80         |
| 2025-09-30 | $11679092520.45           | $11620864871.45         |

**Total Gross Subscriptions (Month):** $170016326878.07

**Total Gross Redemptions (Month):** $164995486237.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1800%           |
| 2025-09-03 | 4.1800%           |
| 2025-09-04 | 4.1700%           |
| 2025-09-05 | 4.1700%           |
| 2025-09-08 | 4.1700%           |
| 2025-09-09 | 4.1700%           |
| 2025-09-10 | 4.1700%           |
| 2025-09-11 | 4.1700%           |
| 2025-09-12 | 4.1600%           |
| 2025-09-15 | 4.1600%           |
| 2025-09-16 | 4.1600%           |
| 2025-09-17 | 4.1600%           |
| 2025-09-18 | 4.1500%           |
| 2025-09-19 | 4.1300%           |
| 2025-09-22 | 4.0800%           |
| 2025-09-23 | 4.0600%           |
| 2025-09-24 | 4.0400%           |
| 2025-09-25 | 4.0400%           |
| 2025-09-26 | 4.0400%           |
| 2025-09-29 | 4.0400%           |
| 2025-09-30 | 4.0400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 7.7500%          | 0.0000%              |
| Depository institution or other banking institution |  | 12.4000%         | 0.0000%              |
| Depository institution or other banking institution |  | 12.2000%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.0100%          | 0.0000%              |

### Class: Morgan

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $14809142253.72

- **Number of Shares Outstanding:** 14812185286.0700

- **Expense Reimbursement/Waiver:** 25645.13

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0001          |
|  |  |
| 2025-09-09 | 1.0001          |
|  |  |
| 2025-09-10 | 1.0001          |
|  |  |
| 2025-09-11 | 1.0001          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0001          |
|  |  |
| 2025-09-16 | 1.0001          |
|  |  |
| 2025-09-17 | 1.0001          |
|  |  |
| 2025-09-18 | 1.0001          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0001          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $11444655179.15           | $11508223408.30         |
| 2025-09-03 | $11475806995.54           | $11452682071.05         |
| 2025-09-04 | $11314924424.51           | $11445209013.13         |
| 2025-09-05 | $11342726288.14           | $11303838546.38         |
| 2025-09-08 | $11302847965.22           | $11343751158.26         |
| 2025-09-09 | $11304507146.52           | $11302531899.19         |
| 2025-09-10 | $11590071696.37           | $11328513033.66         |
| 2025-09-11 | $11590740512.03           | $11593647620.31         |
| 2025-09-12 | $11494522696.44           | $11672250023.47         |
| 2025-09-15 | $11287807865.64           | $11511509517.87         |
| 2025-09-16 | $11135027016.52           | $11284438761.21         |
| 2025-09-17 | $11229558792.93           | $11121191764.76         |
| 2025-09-18 | $11314843766.31           | $11229593487.94         |
| 2025-09-19 | $11231708858.96           | $11313585225.50         |
| 2025-09-22 | $11270713690.38           | $11223494856.02         |
| 2025-09-23 | $11191708400.02           | $11308545914.42         |
| 2025-09-24 | $11210378390.08           | $11197045853.04         |
| 2025-09-25 | $11248379533.12           | $11214523844.01         |
| 2025-09-26 | $11305469387.11           | $11258410441.75         |
| 2025-09-29 | $11242481455.27           | $11313299975.64         |
| 2025-09-30 | $11312673383.50           | $11272243228.34         |

**Total Gross Subscriptions (Month):** $237841553443.76

**Total Gross Redemptions (Month):** $238198529644.25

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.7800%           |
| 2025-09-03 | 3.7800%           |
| 2025-09-04 | 3.7700%           |
| 2025-09-05 | 3.7700%           |
| 2025-09-08 | 3.7700%           |
| 2025-09-09 | 3.7700%           |
| 2025-09-10 | 3.7700%           |
| 2025-09-11 | 3.7700%           |
| 2025-09-12 | 3.7600%           |
| 2025-09-15 | 3.7600%           |
| 2025-09-16 | 3.7600%           |
| 2025-09-17 | 3.7600%           |
| 2025-09-18 | 3.7500%           |
| 2025-09-19 | 3.7300%           |
| 2025-09-22 | 3.6800%           |
| 2025-09-23 | 3.6600%           |
| 2025-09-24 | 3.6400%           |
| 2025-09-25 | 3.6400%           |
| 2025-09-26 | 3.6400%           |
| 2025-09-29 | 3.6400%           |
| 2025-09-30 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 20.9200%         | 0.0000%              |
| Broker-dealer                                       |  | 16.9900%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.1000%          | 0.0000%              |
| Depository institution or other banking institution |  | 10.2300%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.1400%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.1900%          | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $34188694.47

- **Number of Shares Outstanding:** 34195719.6800

- **Expense Reimbursement/Waiver:** 59.32

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0001          |
|  |  |
| 2025-09-09 | 1.0001          |
|  |  |
| 2025-09-10 | 1.0001          |
|  |  |
| 2025-09-11 | 1.0001          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0001          |
|  |  |
| 2025-09-16 | 1.0001          |
|  |  |
| 2025-09-17 | 1.0001          |
|  |  |
| 2025-09-18 | 1.0001          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0001          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $141540.25                | $128028.46              |
| 2025-09-03 | $5123.59                  | $452008.03              |
| 2025-09-04 | $18092.99                 | $122.36                 |
| 2025-09-05 | $3656.88                  | $1695.67                |
| 2025-09-08 | $95785.98                 | $5230.18                |
| 2025-09-09 | $28648.66                 | $20314.59               |
| 2025-09-10 | $28326.19                 | $67578.15               |
| 2025-09-11 | $5204.52                  | $662.71                 |
| 2025-09-12 | $29762.18                 | $250.24                 |
| 2025-09-15 | $7425.68                  | $2144.44                |
| 2025-09-16 | $6891.33                  | $4955.33                |
| 2025-09-17 | $6967.55                  | $102187.14              |
| 2025-09-18 | $1676.65                  | $32450.78               |
| 2025-09-19 | $1257753.01               | $50352.47               |
| 2025-09-22 | $31487.59                 | $960.35                 |
| 2025-09-23 | $2321.36                  | $646.31                 |
| 2025-09-24 | $44910.29                 | $1413234.35             |
| 2025-09-25 | $4064.92                  | $26196.11               |
| 2025-09-26 | $4721.99                  | $1317.65                |
| 2025-09-29 | $6589.18                  | $184.05                 |
| 2025-09-30 | $5803.49                  | $19445.92               |

**Total Gross Subscriptions (Month):** $1736754.28

**Total Gross Redemptions (Month):** $2329965.29

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.6800%           |
| 2025-09-03 | 3.6800%           |
| 2025-09-04 | 3.6700%           |
| 2025-09-05 | 3.6700%           |
| 2025-09-08 | 3.6700%           |
| 2025-09-09 | 3.6700%           |
| 2025-09-10 | 3.6700%           |
| 2025-09-11 | 3.6700%           |
| 2025-09-12 | 3.6700%           |
| 2025-09-15 | 3.6600%           |
| 2025-09-16 | 3.6600%           |
| 2025-09-17 | 3.6600%           |
| 2025-09-18 | 3.6500%           |
| 2025-09-19 | 3.6300%           |
| 2025-09-22 | 3.5800%           |
| 2025-09-23 | 3.5600%           |
| 2025-09-24 | 3.5500%           |
| 2025-09-25 | 3.5400%           |
| 2025-09-26 | 3.5400%           |
| 2025-09-29 | 3.5400%           |
| 2025-09-30 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.2800%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.6500%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.1100%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.5000%          | 0.0000%              |
| Retail investor                                     |  | 17.3800%         | 0.0000%              |
| Depository institution or other banking institution |  | 11.4700%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $43276882654.04

- **Number of Shares Outstanding:** 43285775334.0400

- **Expense Reimbursement/Waiver:** 237164.09

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0001          |
|  |  |
| 2025-09-09 | 1.0001          |
|  |  |
| 2025-09-10 | 1.0001          |
|  |  |
| 2025-09-11 | 1.0001          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0001          |
|  |  |
| 2025-09-16 | 1.0001          |
|  |  |
| 2025-09-17 | 1.0001          |
|  |  |
| 2025-09-18 | 1.0001          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0001          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $2611055971.05            | $2521127946.94          |
| 2025-09-03 | $1875206431.28            | $2145748009.38          |
| 2025-09-04 | $2269913883.09            | $1846738054.37          |
| 2025-09-05 | $2316981231.01            | $3185077901.80          |
| 2025-09-08 | $1762572422.03            | $2140900507.39          |
| 2025-09-09 | $1692599758.84            | $2186387644.52          |
| 2025-09-10 | $2127376307.81            | $1996042665.90          |
| 2025-09-11 | $1761417448.30            | $1963951459.61          |
| 2025-09-12 | $2881474329.65            | $1979617140.86          |
| 2025-09-15 | $1906630210.47            | $2395606882.73          |
| 2025-09-16 | $2065206003.74            | $2423573955.03          |
| 2025-09-17 | $1638357658.98            | $1930127761.06          |
| 2025-09-18 | $2097257745.17            | $1977092685.93          |
| 2025-09-19 | $2153048969.69            | $1977975036.61          |
| 2025-09-22 | $1722120615.60            | $2125046441.93          |
| 2025-09-23 | $1505199387.47            | $2093217458.66          |
| 2025-09-24 | $1383910965.65            | $1716559086.58          |
| 2025-09-25 | $3564182998.40            | $1954948680.26          |
| 2025-09-26 | $3212168724.50            | $1828321641.88          |
| 2025-09-29 | $3012818851.66            | $2398597650.27          |
| 2025-09-30 | $3781919095.86            | $4394528760.72          |

**Total Gross Subscriptions (Month):** $47341419010.25

**Total Gross Redemptions (Month):** $47181187372.43

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1300%           |
| 2025-09-03 | 4.1300%           |
| 2025-09-04 | 4.1300%           |
| 2025-09-05 | 4.1300%           |
| 2025-09-08 | 4.1300%           |
| 2025-09-09 | 4.1200%           |
| 2025-09-10 | 4.1200%           |
| 2025-09-11 | 4.1200%           |
| 2025-09-12 | 4.1200%           |
| 2025-09-15 | 4.1200%           |
| 2025-09-16 | 4.1200%           |
| 2025-09-17 | 4.1100%           |
| 2025-09-18 | 4.1000%           |
| 2025-09-19 | 4.0900%           |
| 2025-09-22 | 4.0300%           |
| 2025-09-23 | 4.0100%           |
| 2025-09-24 | 4.0000%           |
| 2025-09-25 | 3.9900%           |
| 2025-09-26 | 3.9900%           |
| 2025-09-29 | 3.9900%           |
| 2025-09-30 | 3.9900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 15.0700%         | 0.0000%              |
| Depository institution or other banking institution |  | 22.4000%         | 0.0000%              |
| Broker-dealer                                       |  | 13.3100%         | 0.0000%              |

### Class: Academy

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $3481225330.45

- **Number of Shares Outstanding:** 3481940664.4400

- **Expense Reimbursement/Waiver:** 7068.25

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0001          |
|  |  |
| 2025-09-09 | 1.0001          |
|  |  |
| 2025-09-10 | 1.0001          |
|  |  |
| 2025-09-11 | 1.0001          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0001          |
|  |  |
| 2025-09-16 | 1.0001          |
|  |  |
| 2025-09-17 | 1.0001          |
|  |  |
| 2025-09-18 | 1.0001          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0001          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $228560595.83             | $615015301.81           |
| 2025-09-03 | $615853680.10             | $181355799.53           |
| 2025-09-04 | $254813966.35             | $112262099.79           |
| 2025-09-05 | $5125929.27               | $507557351.47           |
| 2025-09-08 | $64464000.16              | $545852.10              |
| 2025-09-09 | $12725387.54              | $141899200.00           |
| 2025-09-10 | $141422020.17             | $2654500.73             |
| 2025-09-11 | $49757749.36              | $200598702.00           |
| 2025-09-12 | $572426487.72             | $575845648.39           |
| 2025-09-15 | $475236731.18             | $233918350.26           |
| 2025-09-16 | $61951849.23              | $291329043.00           |
| 2025-09-17 | $92039134.49              | $105627897.04           |
| 2025-09-18 | $786653825.87             | $123013125.59           |
| 2025-09-19 | $37346596.49              | $12990644.77            |
| 2025-09-22 | $272670787.82             | $255894474.01           |
| 2025-09-23 | $256186745.35             | $609921400.00           |
| 2025-09-24 | $147942150.77             | $497492470.53           |
| 2025-09-25 | $82692832.46              | $362466429.42           |
| 2025-09-26 | $206989726.66             | $278195938.41           |
| 2025-09-29 | $200288991.02             | $101218235.18           |
| 2025-09-30 | $62037454.91              | $303709508.89           |

**Total Gross Subscriptions (Month):** $4627186642.75

**Total Gross Redemptions (Month):** $5513511972.92

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1800%           |
| 2025-09-03 | 4.1800%           |
| 2025-09-04 | 4.1700%           |
| 2025-09-05 | 4.1700%           |
| 2025-09-08 | 4.1700%           |
| 2025-09-09 | 4.1700%           |
| 2025-09-10 | 4.1700%           |
| 2025-09-11 | 4.1700%           |
| 2025-09-12 | 4.1700%           |
| 2025-09-15 | 4.1600%           |
| 2025-09-16 | 4.1600%           |
| 2025-09-17 | 4.1600%           |
| 2025-09-18 | 4.1500%           |
| 2025-09-19 | 4.1300%           |
| 2025-09-22 | 4.0800%           |
| 2025-09-23 | 4.0600%           |
| 2025-09-24 | 4.0400%           |
| 2025-09-25 | 4.0400%           |
| 2025-09-26 | 4.0400%           |
| 2025-09-29 | 4.0400%           |
| 2025-09-30 | 4.0400%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                                                   |  | 9.6100%          | 0.0000%              |
| Non-financial corporation                                                   |  | 9.8000%          | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 6.3100%          | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 31.8700%         | 0.0000%              |

### Class: Empower

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $9676624048.18

- **Number of Shares Outstanding:** 9678612433.3800

- **Expense Reimbursement/Waiver:** 16367.01

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 1.0000          |
|  |  |
| 2025-09-04 | 1.0000          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0001          |
|  |  |
| 2025-09-09 | 1.0001          |
|  |  |
| 2025-09-10 | 1.0001          |
|  |  |
| 2025-09-11 | 1.0001          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0001          |
|  |  |
| 2025-09-16 | 1.0001          |
|  |  |
| 2025-09-17 | 1.0001          |
|  |  |
| 2025-09-18 | 1.0001          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0001          |
|  |  |
| 2025-09-24 | 1.0000          |
|  |  |
| 2025-09-25 | 1.0000          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0000          |
|  |  |
| 2025-09-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $562251701.38             | $753445092.88           |
| 2025-09-03 | $425749264.09             | $335677465.24           |
| 2025-09-04 | $413006143.45             | $379255216.58           |
| 2025-09-05 | $437049205.71             | $621461385.70           |
| 2025-09-08 | $325759659.05             | $330511843.26           |
| 2025-09-09 | $353063625.64             | $296741578.14           |
| 2025-09-10 | $406130182.00             | $318314998.31           |
| 2025-09-11 | $419526414.86             | $405475439.28           |
| 2025-09-12 | $264743792.15             | $549601120.48           |
| 2025-09-15 | $391926631.07             | $354264530.45           |
| 2025-09-16 | $355574721.95             | $354821410.15           |
| 2025-09-17 | $313676488.30             | $263514615.98           |
| 2025-09-18 | $395822671.54             | $461578968.72           |
| 2025-09-19 | $548101330.11             | $431947502.37           |
| 2025-09-22 | $331673603.41             | $429050263.65           |
| 2025-09-23 | $393071948.00             | $284896623.55           |
| 2025-09-24 | $312122085.74             | $444122296.86           |
| 2025-09-25 | $338712362.02             | $326034921.98           |
| 2025-09-26 | $451128145.00             | $301685484.52           |
| 2025-09-29 | $374680181.37             | $687211708.37           |
| 2025-09-30 | $752942504.40             | $339809507.63           |

**Total Gross Subscriptions (Month):** $8566712661.24

**Total Gross Redemptions (Month):** $8669421974.10

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1800%           |
| 2025-09-03 | 4.1800%           |
| 2025-09-04 | 4.1700%           |
| 2025-09-05 | 4.1700%           |
| 2025-09-08 | 4.1700%           |
| 2025-09-09 | 4.1700%           |
| 2025-09-10 | 4.1700%           |
| 2025-09-11 | 4.1700%           |
| 2025-09-12 | 4.1700%           |
| 2025-09-15 | 4.1600%           |
| 2025-09-16 | 4.1600%           |
| 2025-09-17 | 4.1600%           |
| 2025-09-18 | 4.1500%           |
| 2025-09-19 | 4.1300%           |
| 2025-09-22 | 4.0800%           |
| 2025-09-23 | 4.0600%           |
| 2025-09-24 | 4.0400%           |
| 2025-09-25 | 4.0400%           |
| 2025-09-26 | 4.0400%           |
| 2025-09-29 | 4.0400%           |
| 2025-09-30 | 4.0400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 7.1100%          | 0.0000%              |
| Non-financial corporation                           |  | 5.1200%          | 0.0000%              |
| Non-financial corporation                           |  | 6.2700%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.6400%          | 0.0000%              |
| Non-financial corporation                           |  | 6.6600%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YK6, C.4 - ISIN: US3130B6YK64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249996225.00
- **C.18.a - Value (excl. sponsor support):** $249996225.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1123922185.31
- **C.18.a - Value (excl. sponsor support):** $1123922185.31
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: NR; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JX7, C.4 - ISIN: US3130B5JX77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249990990.00
- **C.18.a - Value (excl. sponsor support):** $249990990.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1400479856.25
- **C.18.a - Value (excl. sponsor support):** $1400479856.25
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $388854604.00
- **C.18.a - Value (excl. sponsor support):** $388854604.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $1121158995.76
- **C.18.a - Value (excl. sponsor support):** $1121158995.76
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 7: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2986832219.85
- **C.18.a - Value (excl. sponsor support):** $2986832219.85
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **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: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB006AM5
- **C.18 - Value (incl. sponsor support):** $471084000.00
- **C.18.a - Value (excl. sponsor support):** $471084000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Long Rating: NR; Moody's Short Rating: NR; Fitch Long Rating: AA; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 MOR | 2051-12-01      | N/A      | N/A     | $3722257.04        | $2429330.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1571400.55        | $1592315.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $181527.51         | $150119.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3878370.50        | $3999651.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $391931.21         | $30394.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $4325807.34        | $851213.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $62811.20          | $33210.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1884.34           | $1479.37           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $7262462.09        | $7166408.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $1262043.46        | $1215225.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $247095.81         | $249073.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $66989.40          | $19758.99          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $51034.10          | $11637.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $77441.81          | $43927.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $314056.00         | $226292.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-05-15      | N/A      | N/A     | $10206.82          | $3546.06           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2027-09-15      | N/A      | N/A     | $172374.03         | $41.24             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $78463.44          | $46492.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $26162985.31       | $23173216.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $471084.00         | $34013.28          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $202113.25         | $114832.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $166743.32         | $171482.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $31405.60          | $757.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $2627392.50        | $1978478.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $2709750.54        | $477532.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-08-20      | N/A      | N/A     | $2171076.67        | $2338151.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $31405.60          | $23008.92          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $74985.58          | $77941.71          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $5458111.13        | $4496109.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $624269.21         | $628209.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $423487.24         | $384411.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1784501.37        | $1877141.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2894681.79        | $2931629.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-04-20      | N/A      | N/A     | $1790523.70        | $1964306.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $1877620.23        | $1585620.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $235542.00         | $23295.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $49926.58          | $38764.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3035979.35        | $2991463.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $133473.80         | $128670.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $205012.62         | $148491.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $47108.24          | $43068.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $3995726.95        | $2591640.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-04-20      | N/A      | N/A     | $5286190.59        | $5730818.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $396280.89         | $408416.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $6045080.54        | $5336094.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $29050.18          | $17024.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-08-20      | N/A      | N/A     | $57181.43          | $60570.42          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $2809107.81        | $1829130.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $15702.33          | $2615.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $6281.12           | $5018.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $3691728.28        | $3426681.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $44752.98          | $30644.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-07-01      | N/A      | N/A     | $49836.29          | $25561.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $221098.56         | $216615.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $268827.54         | $281236.38         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $56530.08          | $7440.05           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $10239795.88       | $9611304.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $138185.43         | $97790.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $8377443.80        | $7830045.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $963214.78         | $9123.12           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $164099.28         | $173143.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $4211686.93        | $3843103.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $357234.30         | $147494.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $1959907.61        | $597.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $18529.30          | $6425.26           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $32405.71          | $33823.79          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $7766692.82        | $6522932.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $75241.85          | $52335.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $261855.50         | $171478.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $371260.04         | $255938.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3218757.43        | $3121319.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $6217052.58        | $6199128.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $15702.80          | $12445.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $1884.34           | $748.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $164246.58         | $1127.51           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $24830.05          | $16889.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $28945.60          | $30440.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $5047508.03        | $5066438.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $3104576.72        | $2991325.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $1098446.03        | $1075217.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $826752.42         | $77683.29          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $306518.66         | $322255.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $496995.19         | $465497.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $260528.61         | $265938.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $291034.44         | $299940.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $10324.91          | $250.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $9004271.94        | $8860188.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $745837.78         | $767929.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $51638.19          | $53285.83          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $14132.52          | $13715.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $429405.00         | $233011.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $12997.99          | $8524.37           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1674307.91        | $1734457.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $18843.36          | $11959.42          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-09-01      | N/A      | N/A     | $14278.40          | $2766.57           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $198386.98         | $205541.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $345461.60         | $15556.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-07-01      | N/A      | N/A     | $113108.84         | $61070.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-02-01      | N/A      | N/A     | $158393.20         | $109227.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $201579.36         | $213571.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $31403.87          | $27222.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $5351357.21        | $5512724.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $719320.14         | $726659.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1484.70           | $1513.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-03-01      | N/A      | N/A     | $74745.33          | $10344.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $317651.94         | $311699.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $13050519.19       | $13572423.96       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $5358026.51        | $5385569.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $146601.18         | $116748.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $576008.23         | $586814.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $981425.00         | $812102.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-08-15      | N/A      | N/A     | $129548.10         | $138692.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-11-01      | N/A      | N/A     | $25752.59          | $16038.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $30451.50          | $31286.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $33857.75          | $33834.35          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $3180445.11        | $481066.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $87935.52          | $75305.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $32975.88          | $31907.41          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $162418.46         | $170323.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $48484.44          | $47019.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $186863.32         | $192886.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $10206.82          | $1564.27           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $3507824.62        | $3599015.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $164289.60         | $100814.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $643282.16         | $115232.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $31405.60          | $18373.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $122045.15         | $125913.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $26694.76          | $27131.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $349883.51         | $302590.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $13286.77          | $3347.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-03-20      | N/A      | N/A     | $356987.46         | $217832.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $73641.42          | $75977.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $76158.58          | $10625.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $239528.94         | $251742.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $274960.11         | $278277.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $4320546.28        | $2816220.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $224343.71         | $236288.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1716790.89        | $1747069.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $521582.95         | $4591.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $3514894.65        | $3278264.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-08-20      | N/A      | N/A     | $125083.79         | $100896.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $183805.67         | $194074.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $137588.09         | $131169.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $16487.94          | $11173.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $3941.87           | $3996.86           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $336360.89         | $342195.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-09-01      | N/A      | N/A     | $157028.00         | $20216.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $211193.55         | $217268.85         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $2917213.42        | $2250114.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $12562.24          | $8537.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $157436.90         | $162230.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-02-20      | N/A      | N/A     | $314056.00         | $31111.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $576310.98         | $605994.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $219839.20         | $23656.51          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | N/A      | N/A     | $4605985.50        | $4137791.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $216621.38         | $162915.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $230183.89         | $149545.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $7066260.00        | $3550135.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $803170.58         | $832724.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $5398.62           | $4130.75           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-04-15      | N/A      | N/A     | $209468.76         | $11470.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $669144.04         | $678724.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $25124.48          | $22791.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $994313.86         | $1009553.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $226277.35         | $230749.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $714758.79         | $519968.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $3806725.54        | $3926545.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $198428.75         | $202319.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $289216.37         | $119392.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $217231.28         | $227262.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $72877.48          | $28924.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $342864.98         | $315914.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $135285.90         | $98138.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1592376.98        | $1636241.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2251882.02        | $2323324.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $36566.80          | $25312.13          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $10886.91          | $11313.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $394119.87         | $411980.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $328973.66         | $3550.60           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-09-01      | N/A      | N/A     | $157028.00         | $13249.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | N/A      | N/A     | $39257.00          | $3589.85           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $695655.40         | $725503.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $259096.20         | $137944.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $176424.41         | $128806.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $16484.33          | $16463.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $14437.47          | $3035.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $4762.82           | $3239.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $64585.15          | $375.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $7347543.63        | $3510110.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $37254.11          | $1449.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $471084.00         | $415591.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-10-15      | N/A      | N/A     | $223149.35         | $3475.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $38578.64          | $26419.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $160128.36         | $161412.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $336615.27         | $349464.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $135201.11         | $2734.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $429471.58         | $257055.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $176690.10         | $148590.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-01-20      | N/A      | N/A     | $59528.69          | $27943.06          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $181531.59         | $67159.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $24268639.71       | $18974092.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $12709.38          | $11898.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $3290364.71        | $2642529.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $103210.42         | $99167.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1743101.25        | $1401920.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $217463.68         | $60763.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $546736.32         | $504726.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $783530.78         | $546090.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $12889.96          | $8139.92           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $203043.49         | $209670.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $297943.67         | $311237.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $294207.35         | $294225.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $653242.76         | $653125.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-15      | N/A      | N/A     | $27741.19          | $19847.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | N/A      | N/A     | $616365.05         | $2453.76           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2029-08-20      | N/A      | N/A     | $694641.62         | $77.70             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $472486.57         | $466281.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $47107.46          | $26948.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $78321.80          | $8263.36           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | N/A      | N/A     | $942.17            | $155.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $183551.91         | $144088.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $42310.25          | $43135.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $62811.20          | $52379.52          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $1096133.33        | $690506.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $215366.73         | $159944.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $15461447.96       | $7951396.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $1075166.95        | $5188.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-08-20      | N/A      | N/A     | $218386.69         | $153736.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $2646622.77        | $2550648.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $361164.40         | $294102.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $181703.07         | $190369.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $10992281.59       | $11256637.49       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $2025362.22        | $1221850.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $273228.72         | $190701.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $233118.74         | $233765.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $66065.45          | $68835.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $202352.25         | $210098.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $16869518.04       | $13451975.74       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | N/A      | N/A     | $40827.28          | $4801.29           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $481077.26         | $490526.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $1004979.20        | $97897.49          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $571989.56         | $598128.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $11535714.05       | $11739120.66       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-02-01      | N/A      | N/A     | $210502.94         | $160715.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $56216.02          | $50695.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $46986.08          | $37200.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $203653.70         | $105615.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $376867.20         | $301692.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $7527.61           | $4235.76           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $63365.19          | $46479.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-07-01      | N/A      | N/A     | $285026.23         | $1886.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $188483.53         | $140099.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $917110.10         | $734369.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $130351.46         | $66378.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $14863.64          | $11414.61          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $452240.64         | $357179.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $7746460.07        | $4817903.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $951226.63         | $980393.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $6513621.94        | $4126089.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $85863.85          | $57265.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $229538.19         | $237284.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-08-15      | N/A      | N/A     | $388644.30         | $410183.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $7673958.36        | $781308.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $305890.54         | $130885.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $50093.35          | $14389.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $392570.00         | $225688.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $170270.17         | $151800.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $6265452.37        | $2524148.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $102007.43         | $95729.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $453949.10         | $405933.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $628112.00         | $75406.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $62811.20          | $32574.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $5579.05           | $3953.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $6638068.51        | $5553301.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $393463.18         | $394629.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $15702.80          | $8797.92           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $115771.88         | $30.74             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-03-01      | N/A      | N/A     | $278216.24         | $279526.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $71020.78          | $5862.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $256898.12         | $260130.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $109919.29         | $41467.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $61326.97          | $63402.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $472497.25         | $14725.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $239033.36         | $4258.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $25281.51          | $20100.29          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $12174.54          | $9448.25           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $75284358.64       | $71987511.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $347004.87         | $22237.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $308808.12         | $41951.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2026-06-01      | N/A      | N/A     | $352897.19         | $3609.86           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1341421.11        | $1410991.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1267782.83        | $1014576.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $552482.92         | $553389.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $8165.46           | $711.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $256629.60         | $205895.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $4710.84           | $3262.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $8731.54           | $7636.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $3925.70           | $1698.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $376867.20         | $248550.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $117770.69         | $43509.71          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1587593.28        | $1620341.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $98242.06          | $68709.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $2582273.95        | $2408073.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $74588.30          | $75676.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $159808.02         | $164088.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $4204.74           | $2806.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $477365.12         | $71512.91          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-06-01      | N/A      | N/A     | $15702.80          | $162.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $471084.00         | $187134.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $570251.58         | $588268.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $925463.99         | $82527.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $293387.97         | $212050.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $86274.17          | $65701.78          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $101446.53         | $3046.21           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1671014.09        | $1241145.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $57174.52          | $50694.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-01-20      | N/A      | N/A     | $7019146.58        | $698698.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $139015.63         | $122685.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $1576822.41        | $1631307.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $3400862.18        | $2511011.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-09-15      | N/A      | N/A     | $194522.20         | $2569.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $51241.38          | $52813.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $96729.25          | $95586.69          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $859410.48         | $671891.85         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $2639954.74        | $2174506.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $4595639.23        | $4409311.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $471084.00         | $377496.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-07-01      | N/A      | N/A     | $156347.75         | $22716.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $103902.60         | $26078.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $769437.20         | $119364.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $166990.80         | $175659.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $3176739.25        | $1900508.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $281786.75         | $295719.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $78747.03          | $77668.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1448583.30        | $988300.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $6411907.99        | $6060445.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $3925700.00        | $883130.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $5295727.84        | $5516869.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $5175203.20        | $5228237.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $193683.67         | $144853.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $233388.52         | $164741.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $1249942.88        | $1016033.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $1525744.35        | $946890.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $183249.48         | $127749.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $14280573.54       | $10664157.47       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $286647.08         | $301235.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $942.17            | $578.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $1403444.03        | $411558.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $3083718.38        | $1990322.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $185183.12         | $33981.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-09-15      | N/A      | N/A     | $342058.80         | $358170.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $309921.14         | $176296.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $78507.88          | $9590.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $3199131.44        | $2404269.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $241707.23         | $226142.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $36901.58          | $23343.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $215627.08         | $219971.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $10976.41          | $3691.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $7944963.56        | $7854174.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $323658.58         | $277719.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $56402568.24       | $17440443.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2061-03-01      | N/A      | N/A     | $1118855.91        | $590431.36         | Agency Mortgage-Backed Securities |

### Security 9: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1942140933.86
- **C.18.a - Value (excl. sponsor support):** $1942140933.86
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56Q6, C.4 - ISIN: US3130B56Q66, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499121130.00
- **C.18.a - Value (excl. sponsor support):** $499121130.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Short Rating: P-1; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: ING FINANCIAL MARKETS LLC (REPO)

- **C.1 - Title:** ING FINANCIAL MARKETS LLC (REPO)
- **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: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QZ003DL9
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; Fitch Short Rating: F1+; Fitch Long Rating: NR; Moody's Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $14477192.00       | $11324270.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $50000000.00       | $37173384.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-09-01      | N/A      | N/A     | $103828923.00      | $37054957.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $45068527.00       | $38372950.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $45000000.00       | $34441784.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2058-05-01      | N/A      | N/A     | $120000000.00      | $36138168.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $39500000.00       | $36256169.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $45000000.00       | $37018997.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $50000000.00       | $37794660.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $50000000.00       | $38775221.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $50000000.00       | $36842906.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $31902349.00       | $26854243.01       | Agency Mortgage-Backed Securities |

### Security 12: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYR0, C.4 - ISIN: US3133EPYR00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135008684.55
- **C.18.a - Value (excl. sponsor support):** $135008684.55
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $516838020.40
- **C.18.a - Value (excl. sponsor support):** $516838020.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4233999217.80
- **C.18.a - Value (excl. sponsor support):** $4233999217.80
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO)
- **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: N/A, C.3 - LEI: JBONEPAGQXF4QP29B387, C.5 - Other ID: ORL001SK6
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch Short Rating: F1; Moody's Long Rating: A1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1; Fitch Long Rating: A-; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 M | 2052-05-20      | N/A      | N/A     | $40000000.00       | $27083071.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-05-20      | N/A      | N/A     | $25000000.00       | $875970.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-08-20      | N/A      | N/A     | $75000000.00       | $3466458.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-02-15      | N/A      | N/A     | $25000000.00       | $653939.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONA    | 2044-07-20      | N/A      | N/A     | $30000000.00       | $2061316.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-20      | N/A      | N/A     | $150000000.00      | $25033228.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-09-20      | N/A      | N/A     | $149999900.00      | $7402799.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-07-20      | N/A      | N/A     | $30000000.00       | $2076981.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $100000000.00      | $9789153.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-08-20      | N/A      | N/A     | $90000000.00       | $6614464.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-20      | N/A      | N/A     | $308723000.00      | $84524069.23       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $100000000.00      | $57071669.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $43999800.00       | $550510.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $100000000.00      | $11904055.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-02-20      | N/A      | N/A     | $50000000.00       | $4223700.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-09-20      | N/A      | N/A     | $20000000.00       | $1548378.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-09-20      | N/A      | N/A     | $22500000.00       | $1285043.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $50000000.00       | $31377730.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $70000000.00       | $70115374.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | N/A      | N/A     | $35000000.00       | $1949733.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $100000000.00      | $61786349.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $50000000.00       | $14808763.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-05-20      | N/A      | N/A     | $224998100.00      | $17974585.21       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $52157000.00       | $53005346.12       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-10-20      | N/A      | N/A     | $87500000.00       | $4142834.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONA    | 2044-04-20      | N/A      | N/A     | $100000000.00      | $6103095.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | N/A      | N/A     | $35000000.00       | $2630455.80        | Agency Mortgage-Backed Securities |

### Security 16: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2375071800.00
- **C.18.a - Value (excl. sponsor support):** $2375071800.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **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: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB005W50
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1; Fitch Long Rating: AA; Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+
- **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 MOR | 2045-08-15      | N/A      | N/A     | $6594800.00        | $6815931.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1099250.00        | $1151291.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1543508.00        | $1446537.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | N/A      | N/A     | $1150836.00        | $843871.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-10-15      | N/A      | N/A     | $800000.00         | $789044.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-02-01      | N/A      | N/A     | $26006144.00       | $4343730.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3788676.00        | $3908565.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $10000.00          | $9565.81           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1722506.00        | $1799891.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $3058000.00        | $1203060.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-12-20      | N/A      | N/A     | $33796032.00       | $197967.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-09-20      | N/A      | N/A     | $900000.00         | $161773.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-10-25      | N/A      | N/A     | $425000.00         | $9704.93           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $800000.00         | $665624.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $16416000.00       | $16949363.34       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1733058.00        | $1788987.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $423641.00         | $272078.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $17921.00          | $196.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1726250.00        | $1803268.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $143881728.00      | $102043297.32      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2437068.00        | $1993762.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $782859.00         | $795927.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1560298.00        | $1190543.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $4390000.00        | $4529691.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $570000.00         | $353044.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $4080048.00        | $3975905.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2519140.00        | $2531488.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2137956.00        | $2143581.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1048542.00        | $1086324.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $700000.00         | $508772.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1732554.00        | $1361725.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $25000000.00       | $3489875.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $452000.00         | $329408.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $64858160.00       | $63857673.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2412800.00        | $2554285.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $32139.00          | $33159.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2059-10-25      | N/A      | N/A     | $57927872.00       | $9522103.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $14915.00          | $1153.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-25      | N/A      | N/A     | $39408448.00       | $29053068.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-10-15      | N/A      | N/A     | $12914000.00       | $569837.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-15      | N/A      | N/A     | $899999.00         | $8825.34           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $153461504.00      | $159486914.13      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1189186.00        | $992424.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $3574340.00        | $3406510.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $51000.00          | $45630.26          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $7110016.00        | $6926697.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $2517348.00        | $2541666.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $25705696.00       | $21586556.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $1587400.00        | $508251.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $2238208.00        | $2043956.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $400000.00         | $314113.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1154612.00        | $889078.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-25      | N/A      | N/A     | $5420000.00        | $5384497.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-08-20      | N/A      | N/A     | $1843110.00        | $1284689.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $16369760.00       | $2346058.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-08-20      | N/A      | N/A     | $6999997.00        | $9263.74           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $26213344.00       | $13116622.43       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $12301808.00       | $11946465.24       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $496007.00         | $510984.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | N/A      | N/A     | $700000.00         | $425211.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $1000000.00        | $676575.38         | Agency Mortgage-Backed Securities         |

### Security 18: PRUDENTIAL LEGACY INSURANCE COMPANY OF NEW JERSEY (REPO)

- **C.1 - Title:** PRUDENTIAL LEGACY INSURANCE COMPANY OF NEW JERSEY (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0VT001CY2
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA-; Fitch Long Rating: A+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Short Rating: NR; Moody's Long Rating: Aa3
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $75000000.00       | $59648182.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | N/A      | N/A     | $39500000.00       | $40619322.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $6600000.00        | $2486850.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | N/A      | N/A     | $25900000.00       | $26296270.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $11800000.00       | $10991664.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $25000000.00       | $10370644.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $5089093.00        | $2298728.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $50000000.00       | $25695636.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $77000000.00       | $77377300.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $10000000.00       | $7953031.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | N/A      | N/A     | $18300000.00       | $17989576.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $16000000.00       | $16219334.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $100000000.00      | $52938536.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $208200000.00      | $78022160.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $75200000.00       | $29611478.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $4500000.00        | $1728316.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $25000000.00       | $12473728.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $78000000.00       | $76869000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $22000000.00       | $11475687.52       | U.S. Treasuries (including strips) |

### Security 19: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RD8, C.4 - ISIN: US3130B7RD87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999539370.00
- **C.18.a - Value (excl. sponsor support):** $999539370.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPXZ3, C.4 - ISIN: US3133EPXZ35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155003061.25
- **C.18.a - Value (excl. sponsor support):** $155003061.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 21: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q92, C.4 - ISIN: US3130B5Q927, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193954844.56
- **C.18.a - Value (excl. sponsor support):** $193954844.56
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $2974795100.99
- **C.18.a - Value (excl. sponsor support):** $2974795100.99
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 23: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $3061219117.32
- **C.18.a - Value (excl. sponsor support):** $3061219117.32
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2889369048.72
- **C.18.a - Value (excl. sponsor support):** $2889369048.72
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 25: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **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: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB005UM5
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Moody's Short Rating: NR; Moody's Long Rating: NR; Fitch Long Rating: AA; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2048-05-20      | N/A      | N/A     | $27234624.00       | $1991616.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $9901824.00        | $10087587.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-03-01      | N/A      | N/A     | $89916.00          | $806.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $14141216.00       | $14447329.56       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | N/A      | N/A     | $1100844.00        | $521027.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $231781376.00      | $229132763.77      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1650630.00        | $1683072.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $592462.00         | $611142.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $8871.00           | $5616.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $91658.00          | $74601.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $150000.00         | $94746.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $294761.00         | $229308.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $9430320.00        | $9712655.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $24800000.00       | $7940532.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2063-10-25      | N/A      | N/A     | $23249088.00       | $9743386.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $2077412.00        | $2204538.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $745756.00         | $770097.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-15      | N/A      | N/A     | $9515248.00        | $1551509.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-11-01      | N/A      | N/A     | $25000000.00       | $236340.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $4720488.00        | $4930419.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $8533904.00        | $120479.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $500000.00         | $75894.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-15      | N/A      | N/A     | $2600000.00        | $1706148.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $5150000.00        | $5080500.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-05-01      | N/A      | N/A     | $21646656.00       | $189799.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2299240.00        | $1715872.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1270334.00        | $1291135.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $165000.00         | $128138.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $21358560.00       | $19699466.21       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-04-01      | N/A      | N/A     | $1399428.00        | $1421206.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-25      | N/A      | N/A     | $940274.00         | $481525.60         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $99999.00          | $76730.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $4150000.00        | $3885195.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $354999.00         | $288548.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $784861.00         | $6190.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2505416.00        | $2528801.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $5302600.00        | $5506812.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $3510984.00        | $2453495.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-07-15      | N/A      | N/A     | $699999.00         | $2346.62           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-03-15      | N/A      | N/A     | $1606644.00        | $1255953.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $22125984.00       | $21399118.57       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $2295000.00        | $2299438.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1174010.00        | $1215229.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $7665248.00        | $7974118.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $130066.00         | $41174.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $256649.00         | $165217.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1760240.00        | $1764986.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $34723712.00       | $29645734.85       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $40364544.00       | $40456792.68       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | N/A      | N/A     | $1200000.00        | $90735.55          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $4824500.00        | $4867792.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $43999.00          | $14339.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1773176.00        | $1048950.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $17075583.00       | $17416599.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1234116.00        | $1312209.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2850404.00        | $2877009.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $15787280.00       | $15034199.17       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $9971104.00        | $10475958.26       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $4311912.00        | $455360.75         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $200000.00         | $131616.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-25      | N/A      | N/A     | $2226344.00        | $1040288.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $940875520.00      | $482942801.61      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $9958320.00        | $10414030.98       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $10892384.00       | $10129716.20       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $16929440.00       | $17335633.69       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-15      | N/A      | N/A     | $8000000.00        | $10281545.40       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $2500000.00        | $242113.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $213764.00         | $42186.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1003846.00        | $762370.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $600000.00         | $50548.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $25015648.00       | $942173.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $14028720.00       | $13051060.61       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | N/A      | N/A     | $1438984.00        | $915614.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $445625.00         | $399681.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $1000.00           | $676.32            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2566384.00        | $2589236.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $8875904.00        | $8452238.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-16      | N/A      | N/A     | $80000.00          | $518.25            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-03-15      | N/A      | N/A     | $13000000.00       | $1554304.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $2362000.00        | $231625.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $495000.00         | $94139.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $200000.00         | $44576.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $66910.00          | $69032.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $1022930.00        | $139351.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $50000.00          | $43825.93          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2640590.00        | $2694987.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $661120.00         | $685399.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1226496.00        | $1218856.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-15      | N/A      | N/A     | $460993.00         | $44019.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $999070.00         | $1098106.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1000000.00        | $874734.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-25      | N/A      | N/A     | $5000000.00        | $4717910.30        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2033-10-20      | N/A      | N/A     | $17073000.00       | $4422325.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $6782528.00        | $6993370.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | N/A      | N/A     | $300000.00         | $60152.75          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $443294.00         | $455848.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $545655.00         | $566220.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5824768.00        | $5935313.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $88813.00          | $92586.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-01-01      | N/A      | N/A     | $1215000.00        | $68401.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $150000.00         | $30193.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-16      | N/A      | N/A     | $5000000.00        | $6513918.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-12-20      | N/A      | N/A     | $40120000.00       | $39979738.19       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $199314.00         | $145026.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-07-15      | N/A      | N/A     | $16000000.00       | $985601.41         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $7410120.00        | $6665046.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $500000.00         | $258118.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $24020000.00       | $19850426.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $200000.00         | $81258.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4363400.00        | $4505822.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $19067.00          | $15083.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1209020.00        | $1227634.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2466700.00        | $2572241.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1953202.00        | $2002752.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1009318.00        | $387706.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $289170.00         | $301576.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $44344.00          | $43190.62          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-15      | N/A      | N/A     | $8800000.00        | $11472671.74       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | N/A      | N/A     | $9242352.00        | $9208035.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $2217456.00        | $2312521.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $1159000.00        | $566896.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $59248384.00       | $39126397.22       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $214268416.00      | $212449558.22      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $8434208.00        | $8860421.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $952000.00         | $1002731.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-10-15      | N/A      | N/A     | $5868150.00        | $6166700.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $9474112.00        | $9757049.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-15      | N/A      | N/A     | $5000000.00        | $8725512.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $29481216.00       | $22345452.65       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $18309248.00       | $19078924.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $600000.00         | $290573.57         | Agency Mortgage-Backed Securities         |

### Security 26: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YH3, C.4 - ISIN: US3130B6YH36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999990790.00
- **C.18.a - Value (excl. sponsor support):** $999990790.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5L55, C.4 - ISIN: US3130B5L555, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1249990637.50
- **C.18.a - Value (excl. sponsor support):** $1249990637.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16C76
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1; Fitch Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-07-31      | N/A      | N/A     | $15037600.00       | $15300012.66       | U.S. Treasuries (including strips) |

### Security 29: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4J85, C.4 - ISIN: US3130B4J859, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $800058720.00
- **C.18.a - Value (excl. sponsor support):** $800058720.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **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):** $899990010.00
- **C.18.a - Value (excl. sponsor support):** $899990010.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TU0, C.4 - ISIN: US313385TU05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $984279170.00
- **C.18.a - Value (excl. sponsor support):** $984279170.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2950085895.20
- **C.18.a - Value (excl. sponsor support):** $2950085895.20
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 33: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **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: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25QG7
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Fitch Short Rating: F1; Moody's Short Rating: NR; Fitch Long Rating: A+; Moody's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $552996.00         | $57092.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | N/A      | N/A     | $920000.00         | $558848.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-20      | N/A      | N/A     | $150000.00         | $142031.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $75534000.00       | $22357869.39       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $4547808.00        | $4729570.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $65000000.00       | $64880644.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1495270.00        | $1565668.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-03-20      | N/A      | N/A     | $1748676.00        | $9649.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $17194000.00       | $9921411.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-06-20      | N/A      | N/A     | $1757420.00        | $1973713.71        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $913000.00         | $8265.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $1100000.00        | $351563.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $6930000.00        | $6080328.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1925924.00        | $1979986.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2533584.00        | $2623488.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1393316.00        | $1413748.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-07-01      | N/A      | N/A     | $3623680.00        | $613163.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $5143688.00        | $4799275.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $42206912.00       | $36181638.94       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | N/A      | N/A     | $308886.00         | $5499.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $18996608.00       | $13469868.66       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-01-01      | N/A      | N/A     | $545047.00         | $446359.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-16      | N/A      | N/A     | $2146356.00        | $1485459.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-04-01      | N/A      | N/A     | $807458.00         | $562655.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $718000.00         | $62747.45          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $30298976.00       | $26792324.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $67970944.00       | $67740066.60       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $3723488.00        | $468443.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-12-20      | N/A      | N/A     | $24561920.00       | $2773995.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-12-15      | N/A      | N/A     | $56009.00          | $6980.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | N/A      | N/A     | $90000.00          | $9860.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $883884.00         | $500836.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $36882112.00       | $37374501.01       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | N/A      | N/A     | $3000000.00        | $387677.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $17270240.00       | $17483858.81       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-20      | N/A      | N/A     | $1069204.00        | $121859.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $5300000.00        | $4082238.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $7092440.00        | $1897796.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $10363888.00       | $8061640.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $6730448.00        | $5977761.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | N/A      | N/A     | $5133000.00        | $521941.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $2402790.00        | $2480591.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-09-01      | N/A      | N/A     | $374438.00         | $48317.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | N/A      | N/A     | $1666354.00        | $167219.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2067-08-15      | N/A      | N/A     | $1832958.00        | $1997262.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-20      | N/A      | N/A     | $250000.00         | $25954.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | N/A      | N/A     | $2765364.00        | $309706.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $400000.00         | $10227.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2361112.00        | $2438177.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $1515000.00        | $368359.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-20      | N/A      | N/A     | $2258020.00        | $293983.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $23290944.00       | $20588829.08       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | N/A      | N/A     | $27430880.00       | $20550919.58       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $100000000.00      | $55645931.50       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $385000.00         | $12435.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $4201000.00        | $378219.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $4927000.00        | $3782925.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $6665190.00        | $5818794.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $371243.00         | $329241.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $1042000.00        | $373479.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3537704.00        | $3704812.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-01      | N/A      | N/A     | $3000000.00        | $587698.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1013126.00        | $1054215.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $4753024.00        | $9074.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-20      | N/A      | N/A     | $290000.00         | $353877.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $8652992.00        | $5219898.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $541000.00         | $287099.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $30000000.00       | $18521348.57       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $26765568.00       | $26255806.77       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $4857344.00        | $785952.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $1304396.00        | $1134242.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | N/A      | N/A     | $10093792.00       | $496429.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $596745.00         | $468673.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-15      | N/A      | N/A     | $928001.00         | $99234.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $255000.00         | $31707.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | N/A      | N/A     | $311498.00         | $48902.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-12-15      | N/A      | N/A     | $502613.00         | $10910.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | N/A      | N/A     | $265700.00         | $17223.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $369000.00         | $45740.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-15      | N/A      | N/A     | $6062704.00        | $5918664.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $30000000.00       | $553894.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $4347390.00        | $4418528.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | N/A      | N/A     | $15000000.00       | $7539915.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1021144.00        | $1060432.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $41250000.00       | $15110496.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $2912330.00        | $3027491.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1579038.00        | $1633989.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1769000.00        | $1649396.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $4368860.00        | $3313085.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $900000.00         | $532574.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1100000.00        | $789297.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $2419820.00        | $120895.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $252171.00         | $195533.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $32300000.00       | $2504863.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1166450.00        | $1192339.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $217694.00         | $24040.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | N/A      | N/A     | $2000000.00        | $188120.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $773611.00         | $23654.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1985618.00        | $1457489.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $266775.00         | $10339.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $124529600.00      | $68100038.18       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $7600512.00        | $7865605.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | N/A      | N/A     | $570306.00         | $38778.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | N/A      | N/A     | $3099632.00        | $144682.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3564496.00        | $3742939.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-15      | N/A      | N/A     | $60000.00          | $26582.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | N/A      | N/A     | $390000.00         | $51555.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | N/A      | N/A     | $6550000.00        | $6094992.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-02-15      | N/A      | N/A     | $1050000.00        | $1115096.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $950000.00         | $596629.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $3200000.00        | $2190981.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $100000.00         | $65650.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $113000.00         | $22398.56          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-01      | N/A      | N/A     | $55331840.00       | $53981101.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $190600.00         | $135114.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $1679210.00        | $26959.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-15      | N/A      | N/A     | $48000.00          | $6053.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1865520.00        | $1908592.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5029496.00        | $5150150.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | N/A      | N/A     | $3880000.00        | $303242.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-16      | N/A      | N/A     | $100020800.00      | $4425465.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1904114.00        | $1940723.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-15      | N/A      | N/A     | $18479840.00       | $17592490.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $210463.00         | $187068.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $45000.00          | $33292.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1909520.00        | $1971845.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $25001.00          | $8760.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2315472.00        | $2416657.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $932696.00         | $968943.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $87000.00          | $73909.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-15      | N/A      | N/A     | $180000.00         | $23732.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $2514116.00        | $2538107.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $3428052.00        | $1877467.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-06-15      | N/A      | N/A     | $16325248.00       | $16501256.82       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-09-16      | N/A      | N/A     | $44196352.00       | $41145653.17       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1581146.00        | $1328406.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1742250.00        | $1779356.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | N/A      | N/A     | $36423360.00       | $3404849.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $2311850.00        | $2354951.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-15      | N/A      | N/A     | $324075.00         | $212784.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $154452800.00      | $1438357.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $31539744.00       | $529834.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $6000.00           | $5970.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $10806480.00       | $10237108.86       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | N/A      | N/A     | $14473408.00       | $1781218.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $3696388.00        | $744902.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $1100000.00        | $295181.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1275172.00        | $1211190.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | N/A      | N/A     | $161715.00         | $10388.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $45500000.00       | $6086411.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2100136.00        | $2163598.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $785239.00         | $33699.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-20      | N/A      | N/A     | $1124786.00        | $123989.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | N/A      | N/A     | $607920.00         | $63791.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | N/A      | N/A     | $187500.00         | $40285.57          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $51502720.00       | $53826694.38       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $6017904.00        | $3727386.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $23424280.00       | $23892498.96       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $11849760.00       | $10914556.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $300000.00         | $230280.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $9448576.00        | $9718564.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $1028912.00        | $740292.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | N/A      | N/A     | $229122.00         | $11141.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $2401000.00        | $338188.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | N/A      | N/A     | $1432616.00        | $60368.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1062422.00        | $1097100.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | N/A      | N/A     | $240053.00         | $41074.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $6108736.00        | $3978954.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | N/A      | N/A     | $222722.00         | $28207.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1482514.00        | $1564893.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $1500000.00        | $292586.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $109023.00         | $59873.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $107191800.00      | $35748166.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1047724.00        | $1087486.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1190000.00        | $870138.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $2018272.00        | $1703034.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $6865776.00        | $1832002.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5835600.00        | $6065927.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $5805000.00        | $368579.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $6000000.00        | $3508901.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-05-20      | N/A      | N/A     | $11636640.00       | $1319373.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $2720008.00        | $26182.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $1700000.00        | $698768.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-03-15      | N/A      | N/A     | $62905.00          | $66734.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $5600000.00        | $1237623.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | N/A      | N/A     | $79360256.00       | $175917.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $500000.00         | $471303.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $39649040.00       | $32512566.92       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1978736.00        | $2061301.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $683822.00         | $527238.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $31028.00          | $31345.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $4483696.00        | $3337941.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-03-01      | N/A      | N/A     | $2250000.00        | $5833.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $2853000.00        | $313343.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $500000.00         | $78303.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | N/A      | N/A     | $145000.00         | $19479.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-12-15      | N/A      | N/A     | $5520100.00        | $5202077.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-15      | N/A      | N/A     | $390458.00         | $28515.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | N/A      | N/A     | $2581080.00        | $213999.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $3000000.00        | $1863854.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $2170088.00        | $2160107.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $2000000.00        | $1626987.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1906800.00        | $2025195.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $21427552.00       | $17917477.12       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | N/A      | N/A     | $901884.00         | $41513.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $107700.00         | $99954.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | N/A      | N/A     | $611292.00         | $43240.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $11873000.00       | $6719117.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-15      | N/A      | N/A     | $417000.00         | $10785.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1078050.00        | $1092894.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | N/A      | N/A     | $1870140.00        | $1753507.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $12021104.00       | $8492743.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $10073648.00       | $10240835.86       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-09-20      | N/A      | N/A     | $34585472.00       | $787197.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1003508.00        | $1038430.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $34595520.00       | $32496861.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $10207744.00       | $1481366.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $77673.00          | $64413.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | N/A      | N/A     | $2571428.00        | $444164.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1168908.00        | $1222752.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $713311.00         | $730531.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $1822292.00        | $691422.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $5161820.00        | $5259904.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $45103808.00       | $2995606.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1228282.00        | $1303382.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $55774.00          | $41964.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $2114160.00        | $2207512.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $200000.00         | $44581.01          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-04-01      | N/A      | N/A     | $2900306.00        | $5994.15           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $17572128.00       | $17480721.92       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-05-20      | N/A      | N/A     | $248491.00         | $17291.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $1934072.00        | $954053.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-10-01      | N/A      | N/A     | $575000.00         | $413240.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $38347520.00       | $25952023.79       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $4000000.00        | $50800.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1684844.00        | $1116940.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | N/A      | N/A     | $80000.00          | $6386.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $2045352.00        | $1731900.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | N/A      | N/A     | $275000.00         | $201086.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-05-20      | N/A      | N/A     | $1700006.00        | $10205.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | N/A      | N/A     | $7890208.00        | $968992.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-09-15      | N/A      | N/A     | $3500000.00        | $3312968.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $96088064.00       | $95272402.38       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-20      | N/A      | N/A     | $5790480.00        | $330563.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1442394.00        | $1512736.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $1616314.00        | $1676578.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $3400000.00        | $1175697.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-09-20      | N/A      | N/A     | $144000.00         | $8361.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $16417440.00       | $16984979.95       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | N/A      | N/A     | $1000000.00        | $43274.27          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1437000.00        | $1059490.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $1000000.00        | $79524.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $61425408.00       | $55304622.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-01-15      | N/A      | N/A     | $7000000.00        | $7633533.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $11245232.00       | $11423858.57       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-08-01      | N/A      | N/A     | $100000.00         | $61161.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $736000.00         | $194317.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-15      | N/A      | N/A     | $267096.00         | $66563.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-02-20      | N/A      | N/A     | $26000000.00       | $460291.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1352290.00        | $1349760.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $285064.00         | $276956.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $4555128.00        | $3963354.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-25      | N/A      | N/A     | $7400000.00        | $6831536.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $499950.00         | $493130.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-07-20      | N/A      | N/A     | $1000000.00        | $10243.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1045248.00        | $923928.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $578000.00         | $294354.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $7729968.00        | $7099662.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | N/A      | N/A     | $30145760.00       | $26459939.81       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $6647072.00        | $5992055.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-15      | N/A      | N/A     | $300000.00         | $33828.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1006670.00        | $1002936.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $224829.00         | $8119.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $800000.00         | $702454.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1689674.00        | $1752883.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $5968000.00        | $1286631.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $942000.00         | $190209.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1650682.00        | $1681651.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3074264.00        | $2496597.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-10-15      | N/A      | N/A     | $1153700.00        | $1103408.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $521283.00         | $119045.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $9659792.00        | $9567667.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $2365732.00        | $1976245.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | N/A      | N/A     | $3020700.00        | $378338.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $1838734.00        | $1480143.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $4493000.00        | $4722646.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $132534016.00      | $6749502.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1015148.00        | $1042041.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3394268.00        | $3447277.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $526613.00         | $532987.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $4409300.00        | $4568229.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $444000.00         | $417267.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-20      | N/A      | N/A     | $293093.00         | $38880.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $15467232.00       | $11434012.34       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | N/A      | N/A     | $67575000.00       | $7050433.08        | Agency Mortgage-Backed Securities         |

### Security 34: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **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):** $427020026.30
- **C.18.a - Value (excl. sponsor support):** $427020026.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: NR; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1414027453.50
- **C.18.a - Value (excl. sponsor support):** $1414027453.50
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **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: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008LJ4
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1; Fitch Short Rating: NR; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 MORT | 2050-10-01      | N/A      | N/A     | $84000.00          | $21632.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1411175.00        | $1474854.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $9900000.00        | $7528371.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $100000.00         | $15932.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $1366277.00        | $1037402.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $140000.00         | $40984.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $3714551.00        | $3777119.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | N/A      | N/A     | $420868.00         | $274253.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | N/A      | N/A     | $440000.00         | $86174.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $150000.00         | $21831.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2590699.00        | $2696257.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $644299.00         | $608982.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $15118613.00       | $15146794.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1186940.00        | $892143.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $2000000.00        | $755218.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $1033012.00        | $677752.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $52092416.00       | $46944263.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $500000.00         | $24717.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $3529072.00        | $3578015.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $160000.00         | $93254.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1663950.00        | $1675103.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $86097.00          | $72987.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $12186060.00       | $3536734.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $12000.00          | $899.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $2509274.00        | $1730334.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1247500.00        | $1308729.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $991108.00         | $481377.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $28484000.00       | $23662008.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $48000.00          | $4669.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $395000.00         | $276028.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $8127373.00        | $8323140.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $20000000.00       | $1283022.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $598437.00         | $1931.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $45916930.00       | $47133284.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $35000.00          | $21883.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $657811.00         | $136819.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $3395427.00        | $2264911.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $200000.00         | $130438.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $36700000.00       | $23342650.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $470000.00         | $398215.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $921115.00         | $613606.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $160000.00         | $140779.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $200000.00         | $722.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $80000.00          | $55600.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $1700000.00        | $1424549.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $187500.00         | $137845.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $1457037.00        | $1220183.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $15000.00          | $4517.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $18000.00          | $7181.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $46054.00          | $29736.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $930000.00         | $212958.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $93000.00          | $2649.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $55000000.00       | $2126428.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $79227.00          | $81676.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $43000.00          | $37335.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1679874.00        | $1732867.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $485000.00         | $373125.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $162225.00         | $14281.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1000932.00        | $973668.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $13000.00          | $1129.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $4000.00           | $2923.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $18000.00          | $1597.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $841423.00         | $749870.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $16486794.00       | $15021669.55       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $15000000.00       | $6199.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-06-01      | N/A      | N/A     | $300000.00         | $802.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $3871061.00        | $312852.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2024326.00        | $2067067.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2059-01-01      | N/A      | N/A     | $1100000.00        | $388536.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2681548.00        | $2641842.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $3114127.00        | $3046612.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $23695007.00       | $18538023.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $695423.00         | $537223.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $32217914.00       | $33592966.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $1259427.00        | $695031.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $435000.00         | $49385.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $170138.00         | $16456.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $2060726.00        | $1663034.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $12000.00          | $795.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1681709.00        | $1401671.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1003533.00        | $1061696.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $60000.00          | $37665.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $3865000.00        | $1310765.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $85000.00          | $64575.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $6196808.00        | $225967.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $485000.00         | $154911.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $28000.00          | $2939.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $110000.00         | $1111.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $5174000.00        | $3523359.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $2127841.00        | $2154498.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $3400000.00        | $2142759.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $1375286.00        | $1409253.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $3583400.00        | $351509.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $511425.00         | $495658.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-06-01      | N/A      | N/A     | $7749000.00        | $27810.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $108000.00         | $68556.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1525893.00        | $1250186.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $10063269.00       | $10258819.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $14859187.00       | $15349426.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $8625079.00        | $1353590.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1214392.00        | $1224129.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1500000.00        | $981646.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $300000.00         | $60338.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $1419998.00        | $34871.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $117000.00         | $11575.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | N/A      | N/A     | $203445.00         | $24247.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $164000.00         | $159823.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $300046.00         | $213860.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $308303.00         | $191787.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $11483745.00       | $11199407.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-05-01      | N/A      | N/A     | $2723000.00        | $7892.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1888397.00        | $1946811.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $138000.00         | $13374.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | N/A      | N/A     | $2820000.00        | $728939.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $303440.00         | $243887.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $1073600.00        | $712995.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $4000.00           | $520.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $4964928.00        | $1489883.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $9085872.00        | $6332195.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $250000.00         | $94808.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $109769.00         | $76162.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $300000.00         | $159391.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $2407197.00        | $2418050.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $60000.00          | $14396.99          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $50000.00          | $26847.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $27000.00          | $22040.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $490000.00         | $411988.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-03-01      | N/A      | N/A     | $17000.00          | $1665.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $4694067.00        | $4857731.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $18291746.00       | $16738929.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $89211.00          | $6594.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $700000.00         | $650248.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $50533.00          | $45149.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $745000.00         | $114895.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $755000.00         | $47640.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $6475000.00        | $4149150.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $2668768.00        | $2562302.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $5069536.00        | $2988107.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $1906073.00        | $1810148.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $497000.00         | $51033.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2694577.00        | $2807857.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $7150428.00        | $6111564.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $1624670.00        | $934622.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $5541616.00        | $5263772.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $545000.00         | $213758.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $1170937.00        | $76621.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $7999.00           | $923.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $999900.00         | $788697.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $68000.00          | $3840.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $100000.00         | $55286.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $2886178.00        | $374443.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $25406.00          | $3488.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $300000.00         | $58430.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $28000.00          | $17020.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $25759432.00       | $6640751.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $8796496.00        | $6256014.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $277000.00         | $215868.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $512763.00         | $333058.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $144808370.00      | $146730057.58      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $21144949.00       | $18759334.26       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $300000.00         | $224206.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2611122.00        | $2661199.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $25000.00          | $8794.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $52458025.00       | $36787213.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $70000.00          | $7163.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $49234417.00       | $33032344.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $24208999.00       | $9328063.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-08-01      | N/A      | N/A     | $2000000.00        | $8563.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $3240000.00        | $454365.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $566118.00         | $563479.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $1001650.00        | $1039986.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1806477.00        | $1857989.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $3852489.00        | $2661535.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $59341397.00       | $46071796.55       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $24089767.00       | $23805809.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1294000.00        | $1222296.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $119000.00         | $15024.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1689733.00        | $1748647.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $10000.00          | $5849.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $350000.00         | $188969.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $457000.00         | $350954.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $255186.00         | $257092.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $551545.00         | $453424.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $169074157.00      | $46515865.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $152000.00         | $1121.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $12000.00          | $1098.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $1110989.00        | $620820.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1142070.00        | $1191949.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $185000.00         | $19569.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $8600000.00        | $7849259.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $39000.00          | $27210.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $281440.00         | $167120.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $6421869.00        | $5475927.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $90000.00          | $1030.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $224000.00         | $199488.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $1000000.00        | $358035.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $2620000.00        | $572795.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1287553.00        | $1333263.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1697213.00        | $1214100.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $986652.00         | $921407.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $214000.00         | $196545.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $3449217.00        | $572441.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $19639889.00       | $20326329.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $462277.00         | $341399.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1984014.00        | $1980309.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $29022906.00       | $25237.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1306549.00        | $1361216.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $54614.00          | $50709.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $245000.00         | $107114.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $1057628.00        | $1031998.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $5056710.00        | $35556.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $1840000.00        | $170874.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $17656093.00       | $16037903.26       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1640019.00        | $1652260.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $272000.00         | $209853.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-07-01      | N/A      | N/A     | $925000.00         | $779.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $1661478.00        | $157430.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $773000.00         | $110863.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $30617961.00       | $28748094.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $112183.00         | $107415.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1592941.00        | $1626323.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $165980000.00      | $90177483.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $113894030.00      | $27728745.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $200263.00         | $13417.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | N/A      | N/A     | $867166.00         | $469499.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $115000.00         | $30793.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $2400469.00        | $2119162.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $157000.00         | $32384.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $715000.00         | $569045.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1087480.00        | $788793.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $3000.00           | $1747.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $569797.00         | $6338.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $28000.00          | $3089.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000000.00        | $747248.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $320000.00         | $45744.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $1460000.00        | $277268.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2649315.00        | $2609176.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $39039.00          | $36724.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2879391.00        | $3038800.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $630138.00         | $462139.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4875332.00        | $5027190.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $230000.00         | $37614.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-07-01      | N/A      | N/A     | $84133.00          | $3392.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | N/A      | N/A     | $55039000.00       | $16551944.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $55000.00          | $49916.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $720000.00         | $6601.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2331425.00        | $2414764.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $63000.00          | $6127.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $102657.00         | $79957.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $122000.00         | $115983.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $14714000.00       | $13079471.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1154034.00        | $1183491.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1036803.00        | $662107.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $200000.00         | $91313.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $388867.00         | $74698.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $28606989.00       | $29410327.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $329345.00         | $25149.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $4800000.00        | $367078.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $2450000.00        | $1375816.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $100000.00         | $59746.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $24882000.00       | $4005404.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $3287036.00        | $2443690.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1030641.00        | $944098.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $34200000.00       | $30859683.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $445000.00         | $35468.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | N/A      | N/A     | $1290432.00        | $629158.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $374000.00         | $135758.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $1129829.00        | $597681.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $255000.00         | $246377.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $5828215.00        | $4786624.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $200000.00         | $132211.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $45178822.00       | $45679914.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $250000.00         | $26853.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | N/A      | N/A     | $650000.00         | $2788.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1494756.00        | $1513714.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $501869.00         | $473693.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $115000.00         | $19565.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $11000.00          | $8521.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $919000.00         | $91557.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $35000.00          | $27689.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $800000.00         | $393694.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $213000.00         | $151605.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $4000.00           | $1554.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $2563548.00        | $2620759.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $21000.00          | $2919.54           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $460000.00         | $336356.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $112382393.00      | $115228314.77      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | N/A      | N/A     | $1100000.00        | $1233.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $36977625.00       | $36124756.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $1180000.00        | $9527.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $136000.00         | $33348.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $22602079.00       | $20895639.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $396806.00         | $251704.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $7000.00           | $4051.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1877658.00        | $1948987.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $18000000.00       | $4894559.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $155828.00         | $29172.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $3667940.00        | $3358964.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $205000.00         | $116254.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $25285054.00       | $25154825.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $750000.00         | $291959.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $250000.00         | $155585.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $3180991.00        | $8473.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $7369985.00        | $271401.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $28375984.00       | $26421742.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $94000.00          | $2840.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $115000.00         | $13634.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $33031600.00       | $25457799.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $2000.00           | $842.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1097499.00        | $1138211.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $493322.00         | $445553.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $61398423.00       | $63146088.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1225000.00        | $1110992.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $9708659.00        | $359241.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $64000.00          | $47352.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $6000.00           | $685.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2754887.00        | $2865895.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1540398.00        | $1117939.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $692700.00         | $551460.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $3000.00           | $889.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $225000.00         | $9214.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $84377.00          | $14521.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $9593597.00        | $9982306.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $535000.00         | $208856.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $595808.00         | $548293.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1054266.00        | $839739.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1060583.00        | $1108758.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $705583.00         | $497393.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | N/A      | N/A     | $25760000.00       | $169466.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $200000.00         | $130841.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $34000.00          | $23131.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $57479.00          | $44575.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000000.00        | $935138.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $1595288.00        | $80905.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $2074151.00        | $2034470.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $200000.00         | $124631.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $236729443.00      | $234694649.60      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $3208600.00        | $2469622.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $7968019.00        | $8249286.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $996798.00         | $460717.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $248000.00         | $226315.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $50000000.00       | $28583702.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $450000.00         | $213326.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $1076556.00        | $934661.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $482000.00         | $430000.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1097109.00        | $1142364.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $4777688.00        | $11415.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $87000.00          | $23795.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $2000000.00        | $1970889.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $93818.00          | $62775.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $3414430.00        | $3267186.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $1003000.00        | $118995.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $3541067.00        | $3153858.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $6763295.00        | $6590047.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $131000.00         | $36863.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1000000.00        | $1046676.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $110000.00         | $17275.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $50000.00          | $37341.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $35000.00          | $27195.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $1637000.00        | $151173.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $1167000.00        | $186425.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $701710.00         | $509993.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $15000.00          | $1778.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $350000.00         | $872.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $184000.00         | $51078.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1500000.00        | $733907.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1168000.00        | $828927.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $8918702.00        | $9113214.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $85000.00          | $54566.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $12525392.00       | $12699401.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $2978577.00        | $2958793.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $2157000.00        | $960032.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $140000.00         | $115515.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1823058.00        | $1878607.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $271000.00         | $184020.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $21266100.00       | $20521997.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $3000.00           | $2569.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $541830.00         | $283976.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $486000.00         | $100456.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $140000.00         | $4696.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $226915.00         | $168815.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $56000000.00       | $35835278.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-07-01      | N/A      | N/A     | $370000.00         | $711.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $2000000.00        | $1441242.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $110000.00         | $72815.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $32870151.00       | $33933268.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $69000.00          | $52122.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $1475000.00        | $95010.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $26074370.00       | $22785893.98       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $54000.00          | $6458.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $937653.00         | $638794.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1855059.00        | $1952097.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $3252961.00        | $2656832.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $1043601.00        | $991100.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $3013121.00        | $2334583.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $2380818.00        | $1815372.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $130000.00         | $42070.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1243760.00        | $1295442.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $1385000.00        | $1053329.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $12959018.00       | $12180952.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $70000.00          | $11164.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $22000.00          | $15155.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $3400000.00        | $629381.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $1536426.00        | $633352.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $100000.00         | $97549.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $100000.00         | $66287.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2393835.00        | $2281757.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $413904.00         | $259239.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $535000.00         | $397475.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $8384640.00        | $8207004.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $21000.00          | $15075.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $267643661.00      | $278218024.11      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $14000000.00       | $13274.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-03-01      | N/A      | N/A     | $266747.00         | $173776.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $3000.00           | $2085.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $132000.00         | $13524.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $1068691.00        | $1020845.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $8396027.00        | $6411719.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $1349000.00        | $20007.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $2276108.00        | $2210540.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1881161.00        | $1944575.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $158813314.00      | $155654347.68      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $1869542.00        | $120661.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $9000.00           | $1085.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1675000.00        | $1299277.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2569267.00        | $2623778.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $5247765.00        | $4753129.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $3245850.00        | $2437993.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $32370.00          | $4303.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $5939434.00        | $4158065.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $453000.00         | $300773.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $289600.00         | $124779.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $9900921.00        | $2532826.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $8105501.00        | $8399490.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $5738125.00        | $5972366.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $210000.00         | $107463.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $37810589.00       | $6614933.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $75000.00          | $598.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $12318343.00       | $7252617.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $47000.00          | $44374.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2058-05-01      | N/A      | N/A     | $72000000.00       | $22299034.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $2434062.00        | $2516995.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $950000.00         | $54613.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $10793163.00       | $9447772.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $700000.00         | $473133.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1233654.00        | $1280956.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $275000.00         | $196923.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1358678.00        | $578532.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $5600000.00        | $1558394.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $566095.00         | $558938.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $198168.00         | $109539.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $3976570.00        | $197524.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $81616.00          | $30008.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $4000000.00        | $1875090.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-03-01      | N/A      | N/A     | $3000000.00        | $45023.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1907708.00        | $1994381.53        | Agency Mortgage-Backed Securities |

### Security 37: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **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: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002CU3
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA-; Fitch Long Rating: AA; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $528677200.00      | $527538957.99      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-09-30      | N/A      | N/A     | $176844700.00      | $176492425.36      | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1093.00           | $784.05            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $12828500.00       | $12973590.34       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $449100.00         | $423693.79         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $1024.00           | $663.32            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $500797700.00      | $509401421.01      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-07-31      | N/A      | N/A     | $647900.00         | $661015.20         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-09-15      | N/A      | N/A     | $81108900.00       | $80867153.38       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $177222800.00      | $96410222.23       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $14218500.00       | $9533824.17        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $124927700.00      | $125330045.90      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $1113000.00        | $874431.23         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $40000000.00       | $26193616.22       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $25000000.00       | $14059647.81       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1090.00           | $774.78            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $7796700.00        | $6496875.11        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $395014400.00      | $404065319.52      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $67046000.00       | $67256390.35       | U.S. Treasuries (including strips)        |

### Security 38: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **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: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG15VL6
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: A+; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1; Moody's Long Rating: A1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2042-01-25      | N/A      | N/A     | $28179274.00       | $23326849.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $1510000.00        | $1346045.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-25      | N/A      | N/A     | $1369937.00        | $1402553.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $395829.00         | $369835.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-03-15      | N/A      | N/A     | $697952.00         | $597051.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | N/A      | N/A     | $10500000.00       | $630318.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-08-20      | N/A      | N/A     | $2000000.00        | $1848295.73        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $50000000.00       | $49816181.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $36124016.00       | $36082741.74       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $10576713.00       | $8860082.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $30004295.00       | $29807676.85       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $2670454.00        | $2603224.73        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $1633282.00        | $890483.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-03-15      | N/A      | N/A     | $745000.00         | $711790.30         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $168511286.00      | $167573580.02      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $439423.00         | $400762.13         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-25      | N/A      | N/A     | $17255000.00       | $12109436.30       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-09-15      | N/A      | N/A     | $3300000.00        | $4503445.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $50000000.00       | $21795784.31       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-08-15      | N/A      | N/A     | $1800000.00        | $1166221.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-03-25      | N/A      | N/A     | $1959000.00        | $1359759.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-08-15      | N/A      | N/A     | $5000000.00        | $117725.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-07-25      | N/A      | N/A     | $1686630.00        | $96783.48          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-08-25      | N/A      | N/A     | $7670000.00        | $465973.12         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $590171.00         | $281703.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | N/A      | N/A     | $1010000.00        | $712206.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-03-25      | N/A      | N/A     | $26660365.00       | $14515092.26       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $972680.00         | $911147.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-06-15      | N/A      | N/A     | $4275000.00        | $180775.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2072-03-20      | N/A      | N/A     | $15000000.00       | $14025982.79       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-02-15      | N/A      | N/A     | $2179551.00        | $1951137.20        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $188549.00         | $174577.36         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-01-25      | N/A      | N/A     | $23529588.00       | $142436.14         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $40000000.00       | $39346739.08       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-11-25      | N/A      | N/A     | $1069000.00        | $956936.85         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $13081887.00       | $14280140.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | N/A      | N/A     | $15950000.00       | $1872950.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $30000000.00       | $16754199.03       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-11-25      | N/A      | N/A     | $5250000.00        | $463404.65         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $1000.00           | $551.41            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-03-25      | N/A      | N/A     | $12070000.00       | $10248024.81       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2044-04-15      | N/A      | N/A     | $9700000.00        | $12075324.97       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $9845567.00        | $6040585.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-15      | N/A      | N/A     | $5000000.00        | $143785.57         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-07-25      | N/A      | N/A     | $1000000.00        | $862528.44         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $18845528.00       | $17886392.98       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | N/A      | N/A     | $4500000.00        | $3468069.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | N/A      | N/A     | $2383381.00        | $206138.50         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-12-20      | N/A      | N/A     | $54323686.00       | $16752100.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $282680.00         | $175939.21         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $6000000.00        | $6737535.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-15      | N/A      | N/A     | $85816885.00       | $10571118.17       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | N/A      | N/A     | $4050259.00        | $3901673.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-08-15      | N/A      | N/A     | $8200000.00        | $7958605.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2074-12-20      | N/A      | N/A     | $24887079.00       | $24481978.74       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-08-20      | N/A      | N/A     | $2000000.00        | $1518068.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $3746901.00        | $3674669.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1602971.00        | $1578331.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-08-25      | N/A      | N/A     | $2543000.00        | $169190.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-03-15      | N/A      | N/A     | $2525000.00        | $339888.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $5773359.00        | $5890959.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $1498502.00        | $1461169.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-25      | N/A      | N/A     | $19276270.00       | $2698813.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-08-15      | N/A      | N/A     | $1000000.00        | $125120.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $50000000.00       | $41238906.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-01-25      | N/A      | N/A     | $970000.00         | $143860.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-25      | N/A      | N/A     | $20861065.00       | $9395852.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-04-25      | N/A      | N/A     | $18735000.00       | $457213.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $40000000.00       | $39299520.59       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-03-25      | N/A      | N/A     | $307200.00         | $267685.85         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2072-04-20      | N/A      | N/A     | $28063170.00       | $26073607.46       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $26246524.00       | $24851185.88       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-25      | N/A      | N/A     | $399000.00         | $266654.16         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $2598746.00        | $2566217.49        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $40000000.00       | $33518993.08       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $99966033.00       | $84013982.28       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-02-15      | N/A      | N/A     | $200000.00         | $127640.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-06-25      | N/A      | N/A     | $4560000.00        | $3086043.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-10-25      | N/A      | N/A     | $1100000.00        | $281256.48         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-25      | N/A      | N/A     | $9338155.00        | $4588531.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-04-25      | N/A      | N/A     | $1000000.00        | $1419250.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $728548.00         | $722428.20         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-25      | N/A      | N/A     | $7282458.00        | $6555438.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $831679.00         | $864775.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-12-25      | N/A      | N/A     | $5000000.00        | $168623.20         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-06-25      | N/A      | N/A     | $300000.00         | $101886.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $7928316.00        | $7913965.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-05-15      | N/A      | N/A     | $6169049.00        | $5998574.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $87000.00          | $67102.41          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-06-25      | N/A      | N/A     | $14987810.00       | $14859378.18       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $322613.00         | $329259.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-25      | N/A      | N/A     | $4500000.00        | $4608754.99        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-01-25      | N/A      | N/A     | $400000.00         | $220571.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-25      | N/A      | N/A     | $21400011.00       | $21030846.92       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-05-25      | N/A      | N/A     | $15000000.00       | $195809.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $50000000.00       | $49985566.62       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-01-16      | N/A      | N/A     | $1537500.00        | $1664460.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-11-25      | N/A      | N/A     | $300000.00         | $291823.20         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $50000000.00       | $36974106.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $50000000.00       | $42357019.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | N/A      | N/A     | $6137784.00        | $1355954.37        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $2150127.00        | $2209759.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $55000000.00       | $53480500.18       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $1733426.00        | $1566432.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $11094971.00       | $6551356.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-12-25      | N/A      | N/A     | $330000.00         | $211970.53         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $1274796.00        | $1532636.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2869657.00        | $2777164.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $8923844.00        | $8714185.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-04-15      | N/A      | N/A     | $1130609.00        | $1174167.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-10-25      | N/A      | N/A     | $2000000.00        | $64840.67          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | N/A      | N/A     | $3285000.00        | $417302.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-03-15      | N/A      | N/A     | $6843000.00        | $4634985.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1101111.00        | $1103866.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $30000000.00       | $22753569.56       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-12-15      | N/A      | N/A     | $1000000.00        | $835996.83         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-03-25      | N/A      | N/A     | $706000.00         | $1095068.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $40000000.00       | $26528702.72       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-04-25      | N/A      | N/A     | $2632400.00        | $1341992.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-15      | N/A      | N/A     | $6000000.00        | $881240.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-11-15      | N/A      | N/A     | $200000.00         | $277222.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-03-15      | N/A      | N/A     | $425000.00         | $324677.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $25000000.00       | $24924069.99       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $20655164.00       | $16111097.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $122294.00         | $141962.13         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-01-15      | N/A      | N/A     | $19732994.00       | $331725.47         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-25      | N/A      | N/A     | $35000000.00       | $4164090.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $1274948.00        | $1463368.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | N/A      | N/A     | $1700000.00        | $210195.12         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $62563.00          | $67904.39          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-08-25      | N/A      | N/A     | $2941990.00        | $2955773.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-04-25      | N/A      | N/A     | $1000000.00        | $554873.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-06-15      | N/A      | N/A     | $600000.00         | $434904.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-06-15      | N/A      | N/A     | $4400000.00        | $4103608.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-01-15      | N/A      | N/A     | $1200000.00        | $109303.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-07-25      | N/A      | N/A     | $200000.00         | $67382.91          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-12-15      | N/A      | N/A     | $7803333.00        | $257254.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | N/A      | N/A     | $90660314.00       | $69960688.92       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $1174180.00        | $1136852.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-12-15      | N/A      | N/A     | $2000000.00        | $126767.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-03-25      | N/A      | N/A     | $3110000.00        | $132500.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-11-25      | N/A      | N/A     | $8625000.00        | $180894.12         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $71492130.00       | $71311442.86       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-01-15      | N/A      | N/A     | $430928.00         | $366821.71         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-15      | N/A      | N/A     | $815000.00         | $1019605.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $9348274.00        | $9865550.34        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-09-15      | N/A      | N/A     | $1042250.00        | $1957714.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-09-15      | N/A      | N/A     | $2500005.00        | $935975.79         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-01-25      | N/A      | N/A     | $500000.00         | $497468.28         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2044-08-25      | N/A      | N/A     | $728000.00         | $678179.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $16666666.00       | $16674768.86       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-12-15      | N/A      | N/A     | $8600000.00        | $163443.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-02-15      | N/A      | N/A     | $400000.00         | $195927.02         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | N/A      | N/A     | $4200000.00        | $6026414.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-11-25      | N/A      | N/A     | $9250000.00        | $3104266.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-25      | N/A      | N/A     | $15857000.00       | $70594.68          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-07-15      | N/A      | N/A     | $5585606.00        | $1300349.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $40000000.00       | $33349851.37       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-02-15      | N/A      | N/A     | $5000000.00        | $178743.44         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $25000000.00       | $10206889.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $2155864.00        | $2140078.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $4674715.00        | $4667472.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $23794199.00       | $23237824.25       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-07-15      | N/A      | N/A     | $200000.00         | $105724.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $100000000.00      | $88304857.25       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $500000.00         | $507952.60         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $2843631.00        | $2829107.95        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $163740000.00      | $103179423.25      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-25      | N/A      | N/A     | $748569.00         | $664162.68         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-05-16      | N/A      | N/A     | $3974372.00        | $1919386.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-08-15      | N/A      | N/A     | $801843.00         | $825914.33         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-09-20      | N/A      | N/A     | $32123467.00       | $31829558.69       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-12-25      | N/A      | N/A     | $1772500.00        | $116954.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-11-15      | N/A      | N/A     | $200000.00         | $232373.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | N/A      | N/A     | $800000.00         | $504472.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-09-25      | N/A      | N/A     | $37429279.00       | $25649117.94       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-02-25      | N/A      | N/A     | $581389.00         | $325867.53         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-02-16      | N/A      | N/A     | $10000000.00       | $9843870.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-11-16      | N/A      | N/A     | $91617.00          | $76972.00          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $1188838.00        | $1303834.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-25      | N/A      | N/A     | $400000.00         | $194222.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-08-15      | N/A      | N/A     | $3596428.00        | $2389212.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-25      | N/A      | N/A     | $159808252.00      | $158842915.86      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-09-25      | N/A      | N/A     | $1856125.00        | $1743560.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-05-15      | N/A      | N/A     | $576675.00         | $447186.79         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-25      | N/A      | N/A     | $2000000.00        | $79489.91          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $50000000.00       | $35163096.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-06-25      | N/A      | N/A     | $40916146.00       | $38895170.26       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $800464.00         | $804463.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-06-25      | N/A      | N/A     | $42435077.00       | $29786224.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $150000000.00      | $118897532.46      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-05-15      | N/A      | N/A     | $44950000.00       | $11673498.46       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | N/A      | N/A     | $3600873.00        | $3377558.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $1930376.00        | $1638800.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-01-25      | N/A      | N/A     | $6233043.00        | $5024563.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-07-15      | N/A      | N/A     | $916000.00         | $454073.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-02-25      | N/A      | N/A     | $473750.00         | $478685.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $835559.00         | $666046.22         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-05-15      | N/A      | N/A     | $315841.00         | $274543.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-04-25      | N/A      | N/A     | $1111370.00        | $251609.02         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $3140261.00        | $3185824.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $12192282.00       | $11845918.95       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-09-15      | N/A      | N/A     | $7138000.00        | $101677.61         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-16      | N/A      | N/A     | $7719393.00        | $8810122.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-05-16      | N/A      | N/A     | $49000000.00       | $48036924.06       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3702169.00        | $3680163.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-07-15      | N/A      | N/A     | $1467300.00        | $662071.29         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-12-25      | N/A      | N/A     | $800000.00         | $366381.88         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $44600000.00       | $41655591.20       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $2485482.00        | $2434332.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $5800000.00        | $4529428.26        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $50000000.00       | $44888111.52       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $150756.00         | $161685.62         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-05-25      | N/A      | N/A     | $9100000.00        | $361324.71         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | N/A      | N/A     | $4333000.00        | $4205934.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-06-15      | N/A      | N/A     | $5085051.00        | $3715204.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $620392.00         | $606864.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-04-25      | N/A      | N/A     | $7000000.00        | $167297.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | N/A      | N/A     | $20000000.00       | $1831022.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $158261.00         | $153011.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-10-15      | N/A      | N/A     | $251256.00         | $522853.38         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-07-25      | N/A      | N/A     | $2700000.00        | $1770565.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-02-16      | N/A      | N/A     | $5217886.00        | $4557350.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1268023.00        | $1282311.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-02-25      | N/A      | N/A     | $750000.00         | $757875.38         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-08-25      | N/A      | N/A     | $13982404.00       | $14087304.99       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-25      | N/A      | N/A     | $2929158.00        | $1686043.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-11-25      | N/A      | N/A     | $9550000.00        | $884140.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | N/A      | N/A     | $3069000.00        | $554864.92         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-03-20      | N/A      | N/A     | $6144028.00        | $4709668.49        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $456818.00         | $438073.16         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-08-25      | N/A      | N/A     | $14567275.00       | $690010.04         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $50000000.00       | $43312124.12       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $6488290.00        | $6336293.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $409184.00         | $478652.08         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | N/A      | N/A     | $120728.00         | $88787.35          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-02-15      | N/A      | N/A     | $2652181.00        | $2752294.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-15      | N/A      | N/A     | $7330469.00        | $4314380.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $10000000.00       | $9775478.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-25      | N/A      | N/A     | $8590985.00        | $6162708.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $14441613.00       | $14305945.28       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-08-25      | N/A      | N/A     | $7839341.00        | $7056109.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-03-15      | N/A      | N/A     | $600000.00         | $467125.69         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $30000000.00       | $29687760.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2074-08-20      | N/A      | N/A     | $64275776.00       | $61890772.95       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-08-15      | N/A      | N/A     | $1383000.00        | $444509.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-10-15      | N/A      | N/A     | $5000000.00        | $591508.86         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $30000000.00       | $11250467.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $22061774.00       | $22088784.57       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-01-25      | N/A      | N/A     | $6754810.00        | $1504795.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-06-25      | N/A      | N/A     | $10000000.00       | $4737353.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-10-25      | N/A      | N/A     | $7471000.00        | $548864.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | N/A      | N/A     | $705675.00         | $270097.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-01-25      | N/A      | N/A     | $2650000.00        | $356403.46         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $4425559.00        | $1380472.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-09-20      | N/A      | N/A     | $30000000.00       | $7167208.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-06-25      | N/A      | N/A     | $64028.00          | $187635.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-04-15      | N/A      | N/A     | $100000.00         | $89566.43          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $99990931.00       | $98666708.35       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | N/A      | N/A     | $591200.00         | $564950.72         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-15      | N/A      | N/A     | $5000000.00        | $251630.01         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $40039690.00       | $39946821.58       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | N/A      | N/A     | $13400000.00       | $851525.04         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $9667970.00        | $9493269.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-03-16      | N/A      | N/A     | $64855.00          | $50584.86          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $3327277.00        | $3087629.87        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-08-15      | N/A      | N/A     | $17699000.00       | $16442697.23       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-12-25      | N/A      | N/A     | $266300.00         | $74034.59          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-04-15      | N/A      | N/A     | $7757242.00        | $470939.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-15      | N/A      | N/A     | $7000000.00        | $10021039.84       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-03-25      | N/A      | N/A     | $300000.00         | $271598.97         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-25      | N/A      | N/A     | $2410376.00        | $1818664.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $22188856.00       | $22250165.85       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-09-25      | N/A      | N/A     | $25000000.00       | $684565.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-08-25      | N/A      | N/A     | $4712842.00        | $2811205.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $35386000.00       | $29424351.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-09-15      | N/A      | N/A     | $20100000.00       | $19244713.82       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-01-25      | N/A      | N/A     | $29974000.00       | $1605646.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-06-16      | N/A      | N/A     | $8475567.00        | $8402399.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-12-25      | N/A      | N/A     | $5400000.00        | $569345.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-04-15      | N/A      | N/A     | $10000000.00       | $185292.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $150753.00         | $154940.65         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $30000000.00       | $17545762.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $50000000.00       | $45544316.06       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-06-16      | N/A      | N/A     | $200000.00         | $129013.30         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $45000001.00       | $42955450.24       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $50000000.00       | $37624453.70       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-02-25      | N/A      | N/A     | $15349123.00       | $977624.38         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-07-15      | N/A      | N/A     | $5242254.00        | $323068.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $99889313.00       | $99435546.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $7695787.00        | $7620822.34        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-04-25      | N/A      | N/A     | $100000.00         | $117366.96         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-12-25      | N/A      | N/A     | $2000000.00        | $142951.94         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-06-20      | N/A      | N/A     | $445338.00         | $417134.20         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $9942871.00        | $9680784.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-08-15      | N/A      | N/A     | $10000000.00       | $11145510.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $25000000.00       | $24907492.43       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-04-15      | N/A      | N/A     | $400000.00         | $271316.70         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-04-25      | N/A      | N/A     | $1000000.00        | $777080.11         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $30000000.00       | $20159281.90       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $2339164.00        | $1359256.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $50000000.00       | $31213013.32       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-09-15      | N/A      | N/A     | $6996828.00        | $8270695.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | N/A      | N/A     | $200000.00         | $101547.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $8544.00           | $5124.89           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-25      | N/A      | N/A     | $400000.00         | $397142.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-12-25      | N/A      | N/A     | $2138000.00        | $74059.35          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $825285.00         | $777285.43         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-03-15      | N/A      | N/A     | $17488018.00       | $22783541.02       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-11-15      | N/A      | N/A     | $3336000.00        | $1980132.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-03-15      | N/A      | N/A     | $2109000.00        | $456347.28         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-11-25      | N/A      | N/A     | $4762443.00        | $644173.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-04-15      | N/A      | N/A     | $600000.00         | $472911.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-15      | N/A      | N/A     | $4755149.00        | $5725644.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | N/A      | N/A     | $56145425.00       | $1176213.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-05-15      | N/A      | N/A     | $1681475.00        | $817621.93         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3969000.00        | $3856950.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-01-15      | N/A      | N/A     | $2500000.00        | $77970.64          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-08-20      | N/A      | N/A     | $111574.00         | $132537.75         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $64176469.00       | $61594503.83       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-25      | N/A      | N/A     | $10639990.00       | $9251557.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-04-25      | N/A      | N/A     | $5795858.00        | $5684103.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $58670000.00       | $58363752.73       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-02-15      | N/A      | N/A     | $50000000.00       | $158180.36         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $106000.00         | $75486.54          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $411078.00         | $515798.54         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $19416081.00       | $19358627.64       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-05-25      | N/A      | N/A     | $16751000.00       | $365304.49         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-08-20      | N/A      | N/A     | $2000000.00        | $1582533.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-10-25      | N/A      | N/A     | $2927900.00        | $2823079.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-07-16      | N/A      | N/A     | $180308.00         | $105399.88         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-08-16      | N/A      | N/A     | $154000.00         | $70044.39          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | N/A      | N/A     | $20000000.00       | $16825148.36       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-25      | N/A      | N/A     | $414956.00         | $405682.80         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-08-25      | N/A      | N/A     | $8396666.00        | $1640081.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2074-07-20      | N/A      | N/A     | $18446094.00       | $17679881.04       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-08-15      | N/A      | N/A     | $500000.00         | $397496.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-11-25      | N/A      | N/A     | $4995000.00        | $4163793.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-25      | N/A      | N/A     | $500000.00         | $453698.61         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1377018.00        | $1339068.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $32120140.00       | $32014677.20       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $19000000.00       | $17057547.91       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $50000000.00       | $19895562.78       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $1000000.00        | $255978.38         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-09-25      | N/A      | N/A     | $429479.00         | $449894.31         | Agency Collateralized Mortgage Obligation |

### Security 39: NATIXIS NEW YORK BRANCH (REPO)

- **C.1 - Title:** NATIXIS NEW YORK BRANCH (REPO)
- **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: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0RG005RW4
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Fitch Long Rating: A+; Moody's Long Rating: A1; Fitch Short Rating: F1
- **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 MORT | 2051-11-25      | N/A      | N/A     | $1207240.00        | $718238.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $25048186.00       | $23904371.50       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-02-28      | N/A      | N/A     | $13999000.00       | $14205134.11       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $18600000.00       | $6127795.26        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $103200.00         | $104241.62         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $32231400.00       | $18054923.90       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $3134024.00        | $2074338.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-25      | N/A      | N/A     | $3362609.00        | $2088223.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-04-01      | N/A      | N/A     | $50488923.00       | $6427341.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-15      | N/A      | N/A     | $5561245.00        | $3868539.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $4000000.00        | $1201739.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $13069797.00       | $7668770.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $7000748.00        | $7097722.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-25      | N/A      | N/A     | $1301000.00        | $1067500.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-11-25      | N/A      | N/A     | $6702000.00        | $4482318.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $37587729.00       | $9958713.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-04-20      | N/A      | N/A     | $30000000.00       | $29734415.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-11-20      | N/A      | N/A     | $18843000.00       | $1729431.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-08-25      | N/A      | N/A     | $4000000.00        | $4716880.79        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $20000000.00       | $4185308.00        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $100.00            | $78.58             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $132000000.00      | $32706429.69       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-25      | N/A      | N/A     | $2255145.00        | $1182978.01        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $100.00            | $102.52            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2042-07-25      | N/A      | N/A     | $2000000.00        | $744815.68         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2031-06-30      | N/A      | N/A     | $900.00            | $929.25            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1200.00           | $1239.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $6000000.00        | $5506831.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-25      | N/A      | N/A     | $6604235.00        | $2749285.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1024.00           | $1043.72           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $1300.00           | $1261.93           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $10289490.00       | $9391772.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $19440159.00       | $19715545.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-15      | N/A      | N/A     | $5000000.00        | $1190268.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-07-25      | N/A      | N/A     | $4975000.00        | $4151695.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-10-25      | N/A      | N/A     | $3004007.00        | $1575556.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-03-25      | N/A      | N/A     | $1614454.00        | $1202416.81        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-04-25      | N/A      | N/A     | $1581428.00        | $761468.08         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $34500000.00       | $24549162.76       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2053-08-15      | N/A      | N/A     | $100.00            | $91.24             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2047-07-25      | N/A      | N/A     | $3523175.00        | $1912336.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $12866140.00       | $9861301.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-15      | N/A      | N/A     | $993000.00         | $638786.28         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $3458998.00        | $2556877.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-25      | N/A      | N/A     | $2000000.00        | $850655.47         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-10-15      | N/A      | N/A     | $2764000.00        | $2605333.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-09-01      | N/A      | N/A     | $135396819.00      | $13925160.48       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $10813.44          | $9908.59           | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $3791587.00        | $3620385.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $28034160.00       | $27750448.08       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-25      | N/A      | N/A     | $500000.00         | $284523.06         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2046-07-25      | N/A      | N/A     | $5317338.00        | $2089000.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-25      | N/A      | N/A     | $3000000.00        | $2887075.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-12-15      | N/A      | N/A     | $533000.00         | $404183.55         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $7667094.00        | $8800187.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $6114418.00        | $5535241.55        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2030-05-15      | N/A      | N/A     | $57876900.00       | $65330431.87       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $100.00            | $93.71             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2047-05-25      | N/A      | N/A     | $8500000.00        | $2508148.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-10-25      | N/A      | N/A     | $1306802.00        | $683585.66         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2043-04-15      | N/A      | N/A     | $5509000.00        | $4886667.24        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $24026400.00       | $23830176.39       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2025-12-31      | N/A      | N/A     | $14218400.00       | $14262228.22       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $14238271.00       | $11621426.96       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $87300000.00       | $15086614.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-02-15      | N/A      | N/A     | $4155000.00        | $719467.92         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $1380193.00        | $1136582.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1024.00           | $968.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-25      | N/A      | N/A     | $9797315.00        | $6201876.26        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2034-12-25      | N/A      | N/A     | $9900000.00        | $1247586.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-12-15      | N/A      | N/A     | $1007353.00        | $1108564.61        | Agency Collateralized Mortgage Obligation |
| TENNESSEE VALLEY AUTH | 2039-09-15      | N/A      | N/A     | $16945000.00       | $8517607.59        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2047-06-15      | N/A      | N/A     | $11159000.00       | $7224173.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-10-25      | N/A      | N/A     | $2500000.00        | $1552453.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $1000.00           | $1026.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $97839485.00       | $14268571.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $65160567.00       | $6225271.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1999.00           | $1409.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $27500000.00       | $21909865.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-25      | N/A      | N/A     | $5500000.00        | $4341263.67        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $39700.00          | $47227.95          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $14626782.00       | $3632996.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $44752465.00       | $8475111.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $11748797.00       | $7001271.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $1298817.00        | $725743.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $2276500.00        | $2372122.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-25      | N/A      | N/A     | $5000000.00        | $4615772.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $5592201.00        | $4123198.61        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-10-31      | N/A      | N/A     | $907500.00         | $852811.07         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $800.00            | $796.84            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2044-03-01      | N/A      | N/A     | $4931173.00        | $3785752.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-25      | N/A      | N/A     | $512811.00         | $572094.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $16421014.00       | $11723093.03       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $95775299.00       | $28457346.14       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-12-31      | N/A      | N/A     | $100.00            | $93.40             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-01-25      | N/A      | N/A     | $5170000.00        | $3132672.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-01-25      | N/A      | N/A     | $1642538.00        | $931806.37         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $22461900.00       | $22744711.54       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-15      | N/A      | N/A     | $1922844.00        | $1212214.06        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2031-04-30      | N/A      | N/A     | $613900.00         | $650813.16         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $28996325.00       | $26190351.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-25      | N/A      | N/A     | $3911000.00        | $2503605.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-12-01      | N/A      | N/A     | $42877058.00       | $4916337.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-07-01      | N/A      | N/A     | $1000.00           | $994.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-13      | N/A      | N/A     | $1007000.00        | $712968.70         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-10-25      | N/A      | N/A     | $3211000.00        | $1701579.90        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2031-08-15      | N/A      | N/A     | $200.00            | $173.30            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2378650.00        | $2439552.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-25      | N/A      | N/A     | $2602000.00        | $1690609.65        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-12-25      | N/A      | N/A     | $2000000.00        | $1942199.77        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2043-01-25      | N/A      | N/A     | $1747770.00        | $1987269.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $2000.00           | $1633.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $3156348.00        | $3414105.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $30790000.00       | $4469024.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-02-15      | N/A      | N/A     | $32561055.00       | $1632319.50        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $100.00            | $99.16             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $49689451.00       | $42810386.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-25      | N/A      | N/A     | $3181397.00        | $3022124.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $44666068.00       | $9161193.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $19854456.00       | $20747771.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-25      | N/A      | N/A     | $5000000.00        | $1082714.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $5000000.00        | $6025840.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $37951232.00       | $32354553.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-25      | N/A      | N/A     | $3000000.00        | $2954175.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1024.00           | $1024.55           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-06-30      | N/A      | N/A     | $800.00            | $792.39            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-05-25      | N/A      | N/A     | $1673507.00        | $1355135.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-09-25      | N/A      | N/A     | $2220000.00        | $1320706.62        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2032-02-15      | N/A      | N/A     | $149999000.00      | $133447172.85      | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-11-25      | N/A      | N/A     | $3000000.00        | $3421318.04        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-07-25      | N/A      | N/A     | $1500000.00        | $1415748.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $21150000.00       | $5508925.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $41430068.00       | $36791045.15       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $48298208.00       | $14806693.03       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-25      | N/A      | N/A     | $4000000.00        | $3320087.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-07-25      | N/A      | N/A     | $3095000.00        | $1281042.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-04-25      | N/A      | N/A     | $1847000.00        | $1750568.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $25155000.00       | $25632469.85       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $4711004.00        | $4404326.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $1023.00           | $155.28            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-08-31      | N/A      | N/A     | $100.00            | $102.36            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $49743193.00       | $4263531.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-25      | N/A      | N/A     | $1904000.00        | $1330522.12        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2042-09-01      | N/A      | N/A     | $175458648.00      | $27739184.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-15      | N/A      | N/A     | $5099000.00        | $1043450.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1000.00           | $776.99            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-12-31      | N/A      | N/A     | $100.00            | $101.48            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1046.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $28899087.00       | $23609645.39       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $22489181.00       | $19704054.07       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1058400.00        | $1095513.13        | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2038-06-15      | N/A      | N/A     | $5598000.00        | $3048883.52        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $32331982.00       | $19725375.65       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $100.00            | $90.11             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-10-25      | N/A      | N/A     | $7637000.00        | $3663896.33        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2029-07-31      | N/A      | N/A     | $800.00            | $773.23            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2047-02-25      | N/A      | N/A     | $2056000.00        | $1135457.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $25900000.00       | $4313745.13        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $2200.00           | $1987.04           | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $2000000.00        | $1375185.34        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $6811194.00        | $5271168.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $16410203.00       | $11504872.57       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-03-31      | N/A      | N/A     | $34652300.00       | $35212627.69       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-01-25      | N/A      | N/A     | $3447000.00        | $2241070.25        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $100.00            | $76.10             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $26664000.00       | $4257165.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2072-02-20      | N/A      | N/A     | $1000.00           | $1064.83           | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2042-12-15      | N/A      | N/A     | $15533000.00       | $6290958.20        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-04-15      | N/A      | N/A     | $27999986.00       | $438652.19         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $300.00            | $301.75            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $1884400.00        | $1831842.20        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1170639.00        | $1094842.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $4485052.00        | $2276496.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1024.00           | $1054.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $28291872.00       | $28441220.07       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-25      | N/A      | N/A     | $1776000.00        | $1279454.01        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-09-15      | N/A      | N/A     | $4000000.00        | $1547548.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-05-25      | N/A      | N/A     | $2000000.00        | $1588829.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-25      | N/A      | N/A     | $4000000.00        | $2677651.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-11-25      | N/A      | N/A     | $1461217.00        | $799255.23         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $59116460.00       | $13723226.23       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-04-16      | N/A      | N/A     | $300.00            | $293.98            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2051-09-25      | N/A      | N/A     | $12169060.00       | $6853924.57        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1008.00           | $978.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $8672256.00        | $8894720.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $44749820.00       | $7267639.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-15      | N/A      | N/A     | $5000000.00        | $1965219.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-07-15      | N/A      | N/A     | $3000000.00        | $641380.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-06-25      | N/A      | N/A     | $1500000.00        | $1395864.57        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2043-07-25      | N/A      | N/A     | $1500000.00        | $1391422.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-25      | N/A      | N/A     | $2920359.00        | $1888087.56        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2043-06-25      | N/A      | N/A     | $1856326.00        | $1519320.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-25      | N/A      | N/A     | $5000000.00        | $4347170.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-07-25      | N/A      | N/A     | $7997000.00        | $2181476.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-11-25      | N/A      | N/A     | $1750028.00        | $1052316.80        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-11-25      | N/A      | N/A     | $20000000.00       | $23122646.37       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $6820899.00        | $5341431.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $16225000.00       | $16240623.77       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $29165624.00       | $29084742.05       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-15      | N/A      | N/A     | $7000000.00        | $6429189.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $4807456.00        | $3757257.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-25      | N/A      | N/A     | $3716000.00        | $607723.83         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2033-05-25      | N/A      | N/A     | $3330000.00        | $3270481.80        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $30576714.00       | $30209569.90       | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2065-09-15      | N/A      | N/A     | $9714000.00        | $1167583.94        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $45036938.00       | $43896897.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $37923248.00       | $13041323.56       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-25      | N/A      | N/A     | $1390000.00        | $1155703.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-11-25      | N/A      | N/A     | $5442395.00        | $3156986.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-05-20      | N/A      | N/A     | $2610474.00        | $1488654.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $35468315.00       | $27551146.15       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1000.00           | $1009.97           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $10172600.00       | $9299188.19        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-07-15      | N/A      | N/A     | $100.00            | $128.22            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $8012607.00        | $6335813.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-25      | N/A      | N/A     | $4753517.00        | $5114436.66        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2025-11-30      | N/A      | N/A     | $1000.00           | $995.04            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $54140468.00       | $36894653.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1486900.00        | $956035.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-25      | N/A      | N/A     | $3000000.00        | $1913239.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-07-15      | N/A      | N/A     | $2224314.00        | $2113237.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-07-25      | N/A      | N/A     | $2000000.00        | $1453798.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $4938325.00        | $5154549.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-15      | N/A      | N/A     | $3432937.00        | $1870629.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $22651145.00       | $17560445.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $6964187.00        | $4548223.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $39186360.00       | $5828082.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $217304.00         | $208350.53         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $100.00            | $104.58            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-02-25      | N/A      | N/A     | $1000000.00        | $747982.45         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $23420458.00       | $2897699.31        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-11-15      | N/A      | N/A     | $5783000.00        | $5035034.01        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $24666000.00       | $25363605.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | N/A      | N/A     | $8000000.00        | $7515925.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $35400854.00       | $29274031.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $1000.00           | $1023.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $19999000.00       | $20310917.74       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | N/A      | N/A     | $4297759.00        | $2873631.94        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2045-05-20      | N/A      | N/A     | $2500000.00        | $2231788.75        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $5859100.00        | $5904770.73        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $7201459.00        | $5714978.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1000.00           | $1058.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-07-15      | N/A      | N/A     | $1380595.00        | $148996.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-25      | N/A      | N/A     | $2938016.00        | $2978384.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $4000000.00        | $1681781.29        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $900.00            | $926.62            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-08-25      | N/A      | N/A     | $1500000.00        | $1648497.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-10-15      | N/A      | N/A     | $3000000.00        | $694874.27         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1000.00           | $1036.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $5507072.00        | $5376333.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-25      | N/A      | N/A     | $1295951.00        | $988147.85         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2032-02-29      | N/A      | N/A     | $97728000.00       | $99405843.95       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $900.00            | $902.96            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $35865696.00       | $30618513.53       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2038-06-01      | N/A      | N/A     | $10000.00          | $9403.31           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-03-25      | N/A      | N/A     | $1864788.00        | $1152029.84        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $152649000.00      | $156914751.42      | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-03-25      | N/A      | N/A     | $1022.00           | $922.81            | Agency Debentures and Agency Strips       |

### Security 40: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **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: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16C84
- **C.18 - Value (incl. sponsor support):** $2325000000.00
- **C.18.a - Value (excl. sponsor support):** $2325000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Fitch Long Rating: A+; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 M | 2064-11-20      | N/A      | N/A     | $1462580.00        | $1502245.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3764640.00        | $3766142.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $213936.00         | $220308.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $3426703.00        | $3208004.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $2822907.00        | $2890168.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $12304879.00       | $8518988.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $4968986.00        | $5112588.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $7390811.00        | $7525381.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-20      | N/A      | N/A     | $12450432.00       | $6233975.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3832353.00        | $4083295.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $191849.00         | $197920.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $28000.00          | $701.09            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $319127.00         | $329109.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $4887059.00        | $4400016.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $556971.00         | $566847.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $7033785.00        | $7469385.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4540087.00        | $4828863.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $32180299.00       | $22429.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-20      | N/A      | N/A     | $522170.00         | $5655.25           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5430647.00        | $5522637.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3665902.00        | $3886545.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $1217141.00        | $1239377.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $379733.00         | $391465.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-01-20      | N/A      | N/A     | $2100000.00        | $48377.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5596540.00        | $5980025.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $4806986.00        | $5007561.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $3308995.00        | $3500870.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $333049.00         | $343103.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $70000.00          | $2162.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-01-20      | N/A      | N/A     | $3562735.00        | $3661589.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2441747.00        | $2486003.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $4351664.00        | $4538354.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $2251962.00        | $1751321.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $4550473.00        | $4827403.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $4407991.00        | $4542626.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5020959.00        | $5115165.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4013400.00        | $4288681.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $503177.00         | $499312.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4570083.00        | $4851732.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-20      | N/A      | N/A     | $2944188.00        | $1645522.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-05-20      | N/A      | N/A     | $2240000.00        | $13447.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $185000.00         | $13663.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $5123904.00        | $5208244.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-20      | N/A      | N/A     | $3638242.00        | $2277374.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $1211166.00        | $627946.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $718000.00         | $12821.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $38931968.00       | $34719.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4879226.00        | $5086682.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | N/A      | N/A     | $582011.00         | $576443.03         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3092698.00        | $3192573.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-20      | N/A      | N/A     | $46000.00          | $224.29            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1142400.00        | $1095682.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $198731.00         | $202611.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $7029637.00        | $7375002.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $702265.00         | $712085.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3562749.00        | $3576603.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-20      | N/A      | N/A     | $141786.00         | $146325.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $43614000.00       | $28397.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $7602417.00        | $7933092.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $1948858.00        | $2007165.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $18323381.00       | $18558107.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3017470.00        | $3142892.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-20      | N/A      | N/A     | $900000.00         | $30300.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $2312896.00        | $2381783.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $13915000.00       | $7944.74           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3205724.00        | $3264111.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3767512.00        | $4108224.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $10442153.00       | $6748467.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | N/A      | N/A     | $263844.00         | $272043.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-20      | N/A      | N/A     | $2579843.00        | $1649803.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $8495418.00        | $8642764.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4513931.00        | $4765393.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-20      | N/A      | N/A     | $109868.00         | $113012.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $6039781.00        | $6013702.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $4536113.00        | $4645490.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $7366192.00        | $7701794.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3061004.00        | $3057373.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-20      | N/A      | N/A     | $8092806.00        | $6469245.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2962378.00        | $3055808.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3114088.00        | $3295241.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1987211.00        | $1984823.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $5585244.00        | $5918388.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | N/A      | N/A     | $1183660.00        | $1206306.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $819188.00         | $760211.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3639331.00        | $3709719.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-20      | N/A      | N/A     | $1111072.00        | $1140941.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $1112591.00        | $1146132.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-11-20      | N/A      | N/A     | $245229.00         | $253054.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $3239310.00        | $3394919.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $2982758.00        | $3160260.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3218524.00        | $3275194.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $5180872.00        | $5402220.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3857633.00        | $3930012.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3012869.00        | $3066688.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5503280.00        | $5606535.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $4749963.00        | $4663701.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $726996.00         | $458608.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $4790866.00        | $5003093.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | N/A      | N/A     | $1098392.00        | $27947.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $708266.00         | $720288.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $1088770.00        | $829333.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4377797.00        | $4565574.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $1315416.00        | $1356275.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-08-20      | N/A      | N/A     | $3753845.00        | $3023373.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | N/A      | N/A     | $61486229.00       | $61901214.59       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $6010691.00        | $6393006.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $4744604.00        | $5106030.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2979900.00        | $3076142.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $514237.00         | $523382.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $306328.00         | $315847.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3747223.00        | $3907324.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3097667.00        | $3161479.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4786295.00        | $5090731.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3457126.00        | $3521990.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3098317.00        | $3267365.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5426567.00        | $5676189.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $411203.00         | $416380.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | N/A      | N/A     | $686344.00         | $708065.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-20      | N/A      | N/A     | $712618.00         | $10993.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $5271025.00        | $5590640.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3816134.00        | $3951826.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-20      | N/A      | N/A     | $11003916.00       | $7909129.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $1856373.00        | $1902594.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $410347.00         | $1851.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $8339728.00        | $8503871.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3204246.00        | $3200478.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3861233.00        | $4157079.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $3492568.00        | $3625043.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3196070.00        | $3455688.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $5295135.00        | $3804098.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $5004060.00        | $5188174.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $4579854.00        | $4718396.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $5713628.00        | $7353.59           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $500000.00         | $27491.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | N/A      | N/A     | $18276.00          | $12145.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $820077.00         | $845431.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $1932496.00        | $1990223.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | N/A      | N/A     | $11437.00          | $14.04             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3095489.00        | $3299612.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-20      | N/A      | N/A     | $459000.00         | $3703.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-01-20      | N/A      | N/A     | $1262742.00        | $702020.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $1000000.00        | $10692.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-16      | N/A      | N/A     | $532199.00         | $500890.49         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $2106432.00        | $2145785.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4513040.00        | $4846142.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $3106184.00        | $3176045.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-20      | N/A      | N/A     | $1734094.00        | $26134.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $3000000.00        | $3149211.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $7418636.00        | $7565855.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $1957614.00        | $1349566.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $4310479.00        | $4483813.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $3973234.00        | $4123668.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5710363.00        | $5811492.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5034588.00        | $5129049.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $1538445.00        | $1586535.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | N/A      | N/A     | $167198.00         | $169875.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | N/A      | N/A     | $1702902.00        | $1755080.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $6644770.00        | $6911914.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $1212841.00        | $1248051.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-20      | N/A      | N/A     | $252000.00         | $4683.99           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $4617026.00        | $3229067.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $4436914.00        | $4571783.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $500000.00         | $6463.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5422599.00        | $5594126.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | N/A      | N/A     | $162322.00         | $167339.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $1120543.00        | $1142944.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $357584.00         | $303302.19         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $3316340.00        | $3515319.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $4637940.00        | $4821009.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $295399.00         | $303823.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $1803865.00        | $1860953.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3344623.00        | $3473982.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-05-20      | N/A      | N/A     | $229879.00         | $236607.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4755865.00        | $5068938.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $2496827.00        | $6573.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $256832.00         | $255292.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $1066279.00        | $215907.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $2628324.00        | $8356.96           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $4224366.00        | $4478867.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $672076.00         | $693106.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $135396.00         | $139444.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | N/A      | N/A     | $1000000.00        | $1123524.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5330988.00        | $5465609.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-11-20      | N/A      | N/A     | $26033.00          | $13434.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $5855442.00        | $5479205.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4547187.00        | $4632503.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-16      | N/A      | N/A     | $1920662.00        | $2530266.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $4341916.00        | $4559249.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $4865174.00        | $5067613.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1054707.00        | $1072254.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $817617.00         | $842011.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-11-15      | N/A      | N/A     | $70000.00          | $6728.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $7543887.00        | $7858189.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $7237570.00        | $7592629.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $521075.00         | $536475.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4994824.00        | $5000347.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | N/A      | N/A     | $555000.00         | $18429.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $2364076.00        | $1513895.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | N/A      | N/A     | $61592.00          | $63429.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3135899.00        | $3238252.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4912206.00        | $5224651.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3117403.00        | $3180656.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3462639.00        | $3527606.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $828723.00         | $823687.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $7832413.00        | $8087626.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | N/A      | N/A     | $552800.00         | $11931.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3282224.00        | $3183518.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $4463836.00        | $4776633.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3307086.00        | $3415030.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $4548984.00        | $4727128.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $1486000.00        | $1446143.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $8252686.00        | $6861799.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3422706.00        | $3426490.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $15529082.00       | $5914001.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $4317359.00        | $4577597.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $742294.00         | $313197.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $4023827.00        | $4191578.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-20      | N/A      | N/A     | $40000.00          | $2606.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $3907309.00        | $4051556.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $5086970.00        | $5233043.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $5317107.00        | $5517927.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $488535.00         | $495877.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $100000.00         | $482.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $8957866.00        | $9302464.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $1000.00           | $2.91              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $210092.00         | $211711.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | N/A      | N/A     | $73978.00          | $55813.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3616034.00        | $3826386.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $823782.00         | $757699.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $126717.00         | $130544.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4632955.00        | $4902463.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $3763901.00        | $3790866.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3000152.00        | $3121210.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $52000.00          | $1649.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $443243.00         | $456955.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $1922012.00        | $1981094.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $4345544.00        | $4674983.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $1555228.00        | $1584716.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $100000.00         | $8746.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $34585316.00       | $35544640.71       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $624921.00         | $603667.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $339107.00         | $336480.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $6541540.00        | $6656570.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3049334.00        | $3148862.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $4112933.00        | $3791026.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $5032724.00        | $3586906.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $4300997.00        | $4475754.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $4542953.00        | $4771666.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $593769.00         | $604614.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $5410169.00        | $4996060.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1533048.00        | $1462998.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $7028102.00        | $7328586.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | N/A      | N/A     | $616764.00         | $677212.28         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3046519.00        | $3171488.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $7083440.00        | $7182366.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $3486000.00        | $3198207.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $169886.00         | $174955.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $5186489.00        | $5327982.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $1811991.00        | $1895242.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3397573.00        | $3538010.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3437608.00        | $3621344.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4284723.00        | $4453933.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $2988377.00        | $3132088.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $7344646.00        | $5345728.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | N/A      | N/A     | $350449.00         | $361339.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-08-20      | N/A      | N/A     | $299635.00         | $307803.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3221954.00        | $3282406.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $741062.00         | $763171.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $6272462.00        | $6520880.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-20      | N/A      | N/A     | $500000.00         | $13388.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $8328580.00        | $8837863.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $5423271.00        | $5704389.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $4395215.00        | $4720008.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $309403.00         | $316446.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-20      | N/A      | N/A     | $27000.00          | $309.99            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $8737175.00        | $8463182.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $3978301.00        | $20450.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $8809012.00        | $9312988.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $250000.00         | $18577.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $1106995.00        | $1126628.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $912988.00         | $819879.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3163172.00        | $3155464.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $3120818.00        | $3306633.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-11-20      | N/A      | N/A     | $53426.00          | $55238.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $1415110.00        | $1457329.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $4728994.00        | $4856412.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $8776540.00        | $8885240.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $6985245.00        | $7261096.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $3629457.00        | $3750258.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $4577635.00        | $4851354.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4870610.00        | $4915485.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $4028311.00        | $4231496.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3792312.00        | $4033525.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-11-20      | N/A      | N/A     | $96636.00          | $99723.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | N/A      | N/A     | $22825624.00       | $4393165.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $6633807.00        | $7239273.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-20      | N/A      | N/A     | $1427899.00        | $24757.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $9904826.00        | $9594943.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $491894.00         | $506750.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $773221.00         | $781457.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3372020.00        | $3482080.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $4157819.00        | $4278076.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | N/A      | N/A     | $4800909.00        | $2707689.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $4923589.00        | $5063155.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $12845486.00       | $12362439.53       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $3316401.00        | $3503571.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | N/A      | N/A     | $14557171.00       | $11746003.95       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $17737537.00       | $17943876.56       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $257678.00         | $265685.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $1174469.00        | $1206799.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $210792.00         | $217080.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $1564646.00        | $1604864.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $6192903.00        | $6309097.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | N/A      | N/A     | $12652.00          | $454.90            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5483475.00        | $5795704.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $7374665.00        | $7749143.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $138616.00         | $142744.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $8884303.00        | $9040999.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $3522511.00        | $3623317.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | N/A      | N/A     | $429084.00         | $17886.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | N/A      | N/A     | $234775.00         | $239249.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $11103983.00       | $7657529.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $18110114.00       | $6542994.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5606974.00        | $5857146.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $7972205.00        | $2447032.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3611379.00        | $3875477.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5712449.00        | $6233823.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $6162713.00        | $4847035.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3168789.00        | $3310168.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $5538004.00        | $5634119.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $362266.00         | $359498.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3372713.00        | $3495022.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3764818.00        | $3992040.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $592512.00         | $9400.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $1633590.00        | $1376938.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $3881726.00        | $4030773.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-20      | N/A      | N/A     | $370022.00         | $380875.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $9151685.00        | $9295334.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $2499044.00        | $10498.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3130286.00        | $3369570.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $5936740.00        | $5466598.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-08-20      | N/A      | N/A     | $646171.00         | $654242.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $1630586.00        | $885535.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $5490707.00        | $5724878.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $5960280.00        | $6055478.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $2091184.00        | $2153539.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $7848710.00        | $4157438.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-20      | N/A      | N/A     | $221564.00         | $225108.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | N/A      | N/A     | $99922.00          | $102226.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4042691.00        | $4341290.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $747089.00         | $656546.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $5480351.00        | $5629424.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $215508.00         | $221957.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4839862.00        | $4882808.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4104179.00        | $4125470.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3040734.00        | $3164927.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | N/A      | N/A     | $8435485.00        | $8074327.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $5729812.00        | $5980680.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $5167290.00        | $5380211.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $3223573.00        | $3320703.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $5045896.00        | $5353667.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $9137311.00        | $9414276.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3228345.00        | $3295297.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3758257.00        | $3976882.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | N/A      | N/A     | $2135.00           | $1246.00           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-11-20      | N/A      | N/A     | $216137.00         | $222574.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-20      | N/A      | N/A     | $1481136.00        | $1484628.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-20      | N/A      | N/A     | $1543877.00        | $10290.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $364296.00         | $290309.16         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $4211593.00        | $4256058.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $4953143.00        | $5281255.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-20      | N/A      | N/A     | $34455983.00       | $21189204.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $93000.00          | $9475.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $4428545.00        | $4414024.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3137911.00        | $3232134.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $4984029.00        | $4422062.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5074019.00        | $5358388.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $6804751.00        | $6869132.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $1401937.00        | $1443730.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $815773.00         | $841231.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $3940.00           | $1678.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $1314922.00        | $1158547.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3373827.00        | $3550418.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-11-20      | N/A      | N/A     | $1581690.00        | $46295.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $1508795.00        | $1143401.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $1588939.00        | $1617723.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $4316048.00        | $4435783.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $25000.00          | $2237.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $1111828.00        | $919794.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $453298.00         | $5818.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $15000.00          | $6213.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $933236.00         | $946031.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-06-20      | N/A      | N/A     | $138717.00         | $140875.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-20      | N/A      | N/A     | $110698.00         | $112660.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $18536521.00       | $7002389.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3093129.00        | $3342012.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $2143029.00        | $2203546.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4036502.00        | $4249993.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3402269.00        | $3429567.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | N/A      | N/A     | $1932426.00        | $1742135.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $595410.00         | $31977.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $4516534.00        | $4640349.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $873286.00         | $888230.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $5061420.00        | $5370477.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $6149597.00        | $6260225.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $7590735.00        | $8104426.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4592967.00        | $4744590.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-09-20      | N/A      | N/A     | $43962.00          | $7716.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $627641.00         | $639336.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-07-20      | N/A      | N/A     | $66707.00          | $67879.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $8945453.00        | $2109839.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $3405284.00        | $624178.63         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $6641000.00        | $18096.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3085098.00        | $3293781.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $5150164.00        | $5479149.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4063703.00        | $4270838.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $4999000.00        | $4570358.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $5346604.00        | $5430364.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $5590378.00        | $5795854.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $40000.00          | $21235.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $4767685.00        | $5138263.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | N/A      | N/A     | $154647.00         | $159119.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | N/A      | N/A     | $2122724.00        | $2165160.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $9880602.00        | $8859550.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $6284883.00        | $5887193.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $3522629.00        | $3696546.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $5920596.00        | $6085505.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $27247010.00       | $7761036.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $5165830.00        | $5371948.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $8588052.00        | $6746376.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $1767262.00        | $1313268.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $3404961.00        | $3079983.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-20      | N/A      | N/A     | $25000.00          | $286.30            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $4959007.00        | $3733099.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3605847.00        | $3781995.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $3424971.00        | $3379429.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-09-15      | N/A      | N/A     | $1000000.00        | $27307.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-20      | N/A      | N/A     | $1387293.00        | $740899.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | N/A      | N/A     | $300000.00         | $26521.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $4178057.00        | $4399813.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3788859.00        | $4017349.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-20      | N/A      | N/A     | $650000.00         | $29840.08          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-20      | N/A      | N/A     | $170881.00         | $1714.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $4713583.00        | $4818003.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $8962097.00        | $8928916.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-20      | N/A      | N/A     | $1957716.00        | $33197.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $865274.00         | $776883.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $719109.00         | $741597.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3700183.00        | $3833520.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-07-20      | N/A      | N/A     | $742500.00         | $20186.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $1194330.00        | $1231007.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3219997.00        | $3357906.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $5505153.00        | $4307456.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $288845.00         | $297422.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | N/A      | N/A     | $4902865.00        | $5058030.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $3782330.00        | $3972259.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $3176750.00        | $3361194.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $6972374.00        | $7253961.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-01-20      | N/A      | N/A     | $191355.00         | $194755.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3620053.00        | $3739668.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-20      | N/A      | N/A     | $69993.00          | $6209.17           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $4169888.00        | $3869636.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3639088.00        | $3788145.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $3036741.00        | $3127235.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-20      | N/A      | N/A     | $4618134.00        | $3827187.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $6144942.00        | $4577711.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | N/A      | N/A     | $1619772.00        | $1669117.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $4438000.00        | $1376371.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4356699.00        | $4552703.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4053534.00        | $4234403.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $174568.00         | $177979.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-20      | N/A      | N/A     | $323898.00         | $5681.47           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $550576.00         | $567200.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $29065936.00       | $27671946.78       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $7900149.00        | $8048375.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $1441999.00        | $1484526.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $7893063.00        | $8437045.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $5302750.00        | $5588898.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $55549.00          | $1699.77           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3602187.00        | $3723606.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | N/A      | N/A     | $295321.00         | $300179.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $5035902.00        | $4903411.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $1154567.00        | $1188505.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3558907.00        | $3712027.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-20      | N/A      | N/A     | $235000.00         | $670.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5294068.00        | $5314655.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $712494.00         | $725216.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $11562410.00       | $11899722.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-06-20      | N/A      | N/A     | $681000.00         | $17270.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-20      | N/A      | N/A     | $6902659.00        | $4927081.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | N/A      | N/A     | $1110155.00        | $16417.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $8143917.00        | $8715438.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3607305.00        | $3713719.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $4292463.00        | $4547269.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5471644.00        | $5594594.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $3469611.00        | $3678335.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $3796056.00        | $3712815.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | N/A      | N/A     | $1084.00           | $855.33            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $5028266.00        | $5330919.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | N/A      | N/A     | $863722.00         | $889894.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $7766194.00        | $7938004.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1837948.00        | $1950014.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $236752.00         | $243926.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3401193.00        | $3465008.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $3052302.00        | $2845217.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $2675192.00        | $2750400.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $92020.00          | $93819.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | N/A      | N/A     | $2164063.00        | $2207325.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $237758.00         | $245050.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $1958510.00        | $1990403.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4019165.00        | $4298204.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $7487789.00        | $7628279.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $148043.00         | $152728.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2945560.00        | $3176385.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $43016676.00       | $41167141.49       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $103279942.00      | $104687571.13      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $6538827.00        | $6661917.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $240791.00         | $248273.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $7534368.00        | $8013598.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-16      | N/A      | N/A     | $100000.00         | $277549.90         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $142181.00         | $146423.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | N/A      | N/A     | $585168.00         | $603687.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $3166.00           | $1.02              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $201500.00         | $17231.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $927479.00         | $954736.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $2268087.00        | $2309189.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4155321.00        | $4192193.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3888919.00        | $4007888.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $1477021.00        | $22854.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $12891914.00       | $13015687.09       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $9148340.00        | $9398169.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $904679.00         | $891562.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3582935.00        | $3808055.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $16584000.00       | $30436.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-20      | N/A      | N/A     | $76888.00          | $78319.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $4823067.00        | $4806864.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-09-20      | N/A      | N/A     | $150684.00         | $149411.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $6522152.00        | $6932862.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-01-15      | N/A      | N/A     | $78000.00          | $6454.55           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3776485.00        | $3870378.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $1316839.00        | $1340684.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $6380338.00        | $6615394.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $197694.00         | $203594.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | N/A      | N/A     | $434821.00         | $448582.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $1426535.00        | $1471681.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $5217697.00        | $5231606.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $1364985.00        | $1389287.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $118000.00         | $621.58            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-20      | N/A      | N/A     | $3134023.00        | $3067602.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $2198102.00        | $1829733.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $8333977.00        | $8705806.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $4511475.00        | $4809129.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $313390.00         | $322652.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $653492.00         | $672672.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-20      | N/A      | N/A     | $25730.00          | $1417.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $9384749.00        | $9271277.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $1208789.00        | $1010396.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3894086.00        | $4241118.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $6703051.00        | $4032398.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3363468.00        | $3419645.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5501499.00        | $5943891.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $6082826.00        | $6469729.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $2985264.00        | $3137949.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $675646.00         | $670810.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $916697.00         | $907061.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $235604.00         | $242744.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4634622.00        | $4841410.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $352754.00         | $359328.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $400279.00         | $407696.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4937801.00        | $4991415.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-20      | N/A      | N/A     | $75000.00          | $885.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-20      | N/A      | N/A     | $363486.00         | $373603.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5259123.00        | $5430777.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $1031220.00        | $614490.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $5289404.00        | $5494560.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $5021871.00        | $5254082.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3871479.00        | $4036495.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3723080.00        | $3880043.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3607391.00        | $3743985.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-20      | N/A      | N/A     | $607862.00         | $49233.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $15778266.00       | $32166.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $96629.00          | $47701.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $232617.00         | $236849.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $574197.00         | $591595.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | N/A      | N/A     | $5225850.00        | $5117638.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $2444129.00        | $1809485.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $4358075.00        | $4633382.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $164191.00         | $168996.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3059236.00        | $3239583.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | N/A      | N/A     | $25000.00          | $2066.53           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $652387.00         | $673033.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $5635094.00        | $5859850.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $3413233.00        | $3336922.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $7476285.00        | $7893757.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3555592.00        | $3869418.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3278176.00        | $3281800.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $4058695.00        | $4302003.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-06-20      | N/A      | N/A     | $153108.00         | $157017.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3729050.00        | $3945976.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $7753751.00        | $7478532.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $12064581.00       | $11998224.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $4856601.00        | $5063655.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $6409048.00        | $6579108.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-16      | N/A      | N/A     | $1614668.00        | $986404.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $3056216.00        | $3063312.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $1414210.00        | $8720.39           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $3188002.00        | $3307836.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-11-15      | N/A      | N/A     | $25000.00          | $1551.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $910616.00         | $937739.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4599973.00        | $4856847.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $1322686.00        | $1362132.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-20      | N/A      | N/A     | $124864.00         | $29236.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $62259523.00       | $63042332.72       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $965000.00         | $950653.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2935974.00        | $3107510.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $1974439.00        | $2012891.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $1221674.00        | $1086209.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | N/A      | N/A     | $3707927.00        | $3825275.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $3372194.00        | $3498602.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $1144528.00        | $1179633.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $926693.00         | $943993.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | N/A      | N/A     | $5262359.00        | $5425892.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $4787027.00        | $5004580.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $3826361.00        | $3967500.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $7629569.00        | $2181753.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-20      | N/A      | N/A     | $4048968.00        | $49292.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $862069.00         | $143882.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3174218.00        | $3363516.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-20      | N/A      | N/A     | $2146065.00        | $1965512.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $6216692.00        | $6471069.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3182735.00        | $3286620.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5738641.00        | $5989150.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-20      | N/A      | N/A     | $120000.00         | $8528.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | N/A      | N/A     | $635467.00         | $654737.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3338028.00        | $3388224.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $283869.00         | $292363.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $8746549.00        | $8906598.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $5363741.00        | $5570970.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $3283221.00        | $3379031.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $5066623.00        | $5039630.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-20      | N/A      | N/A     | $1488999.00        | $1072.13           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $6176732.00        | $6734315.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $3659661.00        | $3875175.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $8395606.00        | $8930893.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $141630.00         | $6215.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $3222326.00        | $3317004.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $873729.00         | $890430.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $8179221.00        | $8699467.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3605581.00        | $3723264.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-20      | N/A      | N/A     | $657992.00         | $669658.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | N/A      | N/A     | $1481386.00        | $1050322.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2965114.00        | $3144095.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4602779.00        | $4689134.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-20      | N/A      | N/A     | $9918444.00        | $6037366.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $5249733.00        | $3614868.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $832000.00         | $826916.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-20      | N/A      | N/A     | $1540420.00        | $1582601.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $7312053.00        | $7584244.23        | Agency Mortgage-Backed Securities         |

### Security 41: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25SV2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1; Fitch Long Rating: A+; Moody's Short Rating: NR; Moody's Long Rating: NR; Standard & Poor's Long Rating: A+
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $9778624.00        | $2844914.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | N/A      | N/A     | $97564800.00       | $94980918.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | N/A      | N/A     | $399635906.56      | $219239858.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $2425600.00        | $2313459.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $156600.00         | $97340.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | N/A      | N/A     | $32000.00          | $8440.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $85556500.00       | $55985521.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $303534400.00      | $98023702.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $126000.00         | $53221.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $381379.93         | $117935.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | N/A      | N/A     | $35366400.00       | $36334687.82       | U.S. Treasuries (including strips) |

### Security 42: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1106276680.66
- **C.18.a - Value (excl. sponsor support):** $1106276680.66
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5WQ7, C.4 - ISIN: US3130B5WQ79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $105000106.05
- **C.18.a - Value (excl. sponsor support):** $105000106.05
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U63, C.4 - ISIN: US3130B5U630, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1895022342.05
- **C.18.a - Value (excl. sponsor support):** $1895022342.05
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $275206907.25
- **C.18.a - Value (excl. sponsor support):** $275206907.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14415551238.01
- **C.18.a - Value (excl. sponsor support):** $14415551238.01
- **C.19 - Percentage of Net Assets:** 4.6300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 47: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **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: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: AIF9958A5
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: A+; Fitch Short Rating: F1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: A1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-10-15      | N/A      | N/A     | $5631200.00        | $6246979.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | N/A      | N/A     | $20299400.00       | $26635656.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $42500.00          | $46183.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | N/A      | N/A     | $5631400.00        | $6124903.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $1465660200.00     | $1489179161.16     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $1565900.00        | $1767150.78        | U.S. Treasuries (including strips) |

### Security 48: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $970002386.20
- **C.18.a - Value (excl. sponsor support):** $970002386.20
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Standard & Poor's Short Rating: NR; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5183764607.10
- **C.18.a - Value (excl. sponsor support):** $5183764607.10
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $397982034.28
- **C.18.a - Value (excl. sponsor support):** $397982034.28
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LJ5, C.4 - ISIN: US3130B5LJ55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $749992117.50
- **C.18.a - Value (excl. sponsor support):** $749992117.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Moody's Short Rating: P-1; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $391553124.00
- **C.18.a - Value (excl. sponsor support):** $391553124.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 53: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2905774045.71
- **C.18.a - Value (excl. sponsor support):** $2905774045.71
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 54: BANK OF AMERICA N.A. (REPO)

- **C.1 - Title:** BANK OF AMERICA N.A. (REPO)
- **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: N/A, C.3 - LEI: 9DJT3UXIJIZJI4WXO774, C.5 - Other ID: 0BAN03JO7
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa2; Fitch Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 MORT | 2045-05-01      | N/A      | N/A     | $20795209.00       | $3220370.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $24900325.00       | $4378847.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $2765.00           | $185.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $23790866.00       | $3052233.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $28774460.00       | $3409576.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $16492004.00       | $2887264.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $21555659.00       | $3485173.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $3412.00           | $269.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $90069500.00       | $4945150.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $71490556.00       | $4670017.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $31476877.00       | $3423169.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $37337725.00       | $4324725.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $22412296.00       | $3346841.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $17273961.00       | $3190930.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $1542797.00        | $24149.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $23668005.00       | $2793701.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $60726117.00       | $3670000.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $49150409.00       | $3368742.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $2150.00           | $654.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $23606389.00       | $3202332.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $47528686.00       | $4201417.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $28779100.00       | $4930012.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $34251914.00       | $3532515.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $18077327.00       | $4679206.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $1022.00           | $100.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $26856742.00       | $3670059.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $48895446.00       | $4441004.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $32159731.00       | $4887530.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $300000000.00      | $43350603.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $49108724.00       | $3336934.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $6000.00           | $541.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $64765770.00       | $3633095.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $1609509.00        | $197780.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $10530664.00       | $1089653.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $12622204.00       | $3606772.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | N/A      | N/A     | $29588028.00       | $4803552.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $68943609.00       | $4226895.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $10065352.00       | $2508079.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $266128723.00      | $54250523.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $26334479.00       | $4924554.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-04-01      | N/A      | N/A     | $705497275.00      | $95483920.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $29449259.00       | $4632228.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $32115603.00       | $4794792.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $1359.00           | $86.18             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $30402796.00       | $3586693.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $19278947.00       | $3253288.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1187671.00        | $731954.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $35000000.00       | $4260907.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $35290932.00       | $3254702.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $21501738.00       | $3728018.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $15842273.00       | $3154095.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $26698965.00       | $4880620.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $18000000.00       | $2841561.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $1501000000.00     | $155087381.39      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $14790170.00       | $1627071.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $2040678.00        | $504772.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $15849248.00       | $2790400.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $53785172.00       | $4873185.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $25021295.00       | $3695035.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $11852035.00       | $3172391.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $27222692.00       | $2092817.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $22323811.00       | $2988292.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $3940.00           | $1265.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $21834799.00       | $3680122.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $22021224.00       | $3538141.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $27251253.00       | $4853739.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $12196234.00       | $3759640.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $20190935.00       | $2755510.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $23720892.00       | $3075030.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $97430723.00       | $4675683.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $25367161.00       | $4688962.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $25891851.00       | $4017120.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $100000.00         | $7915.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $25183398.00       | $3386688.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $249602710.00      | $43933328.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $33305419.00       | $4544231.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | N/A      | N/A     | $66919433.00       | $3961037.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $27355066.00       | $4863415.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $25000000.00       | $3979722.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $43479572.00       | $4754735.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $21631750.00       | $4864975.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $11350249.00       | $2906857.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $32259734.00       | $4481084.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $38562515.00       | $4830561.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $23687478.00       | $3757562.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $23736243.00       | $3397606.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $30025353.00       | $4632370.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $29083661.00       | $3301723.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $969168325.00      | $63403208.43       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-04-01      | N/A      | N/A     | $1005842781.00     | $80296393.49       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | N/A      | N/A     | $244048184.00      | $32740324.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $15562318.00       | $2725248.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $960484.00         | $600771.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $42600000.00       | $2683302.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $13516545.00       | $3785494.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $55734105.00       | $4168449.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $18629279.00       | $3615623.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $19807172.00       | $3470491.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $23721233.00       | $2677059.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $29971686.00       | $3356129.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $31392521.00       | $4580985.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $275200729.00      | $42619160.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $22860325.00       | $3325916.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $23000000.00       | $2826868.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $57598871.00       | $3708571.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $1180000000.00     | $185183404.65      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $1280.00           | $149.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $1263.00           | $197.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-25      | N/A      | N/A     | $1711104.00        | $875524.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $25022701.00       | $4280225.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $31640536.00       | $3025517.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $16838010.00       | $2945745.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $18699183.00       | $3352669.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $27713167.00       | $4566753.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $27654319.00       | $4111198.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $18452757.00       | $4144030.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $41000945.00       | $4927969.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $1889863.00        | $231419.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $13164795.00       | $3188038.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $27446634.00       | $3714364.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $155372805.00      | $33611137.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $2000.00           | $321.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $15091.00          | $8717.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $1269.00           | $108.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $29391.00          | $2253.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $13448.00          | $1216.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $3926.00           | $691.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $22912946.00       | $3194298.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $52006000.00       | $4869379.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-25      | N/A      | N/A     | $1213.00           | $744.81            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $18840400.00       | $3756335.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $29247839.00       | $4574806.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $23791768.00       | $3489997.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $11949263.00       | $2679356.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $52437362.00       | $3889968.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $50053575.00       | $4357450.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $2471.00           | $185.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $27805233.00       | $3141572.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $1451.00           | $107.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $15701543.00       | $3232249.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $2000.00           | $239.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $1928169.00        | $555138.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $3257.00           | $229.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $21027154.00       | $3013559.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $18784642.00       | $2748807.90        | Agency Mortgage-Backed Securities         |

### Security 55: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $790427832.40
- **C.18.a - Value (excl. sponsor support):** $790427832.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: RBC CAPITAL MARKETS LLC (REPO)

- **C.1 - Title:** RBC CAPITAL MARKETS LLC (REPO)
- **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: N/A, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 0PO004IH5
- **C.18 - Value (incl. sponsor support):** $3600000000.00
- **C.18.a - Value (excl. sponsor support):** $3600000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Long Rating: A2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT B | 2035-09-24      | N/A      | N/A     | $1300000.00        | $1293766.50        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2029-03-01      | N/A      | N/A     | $75000.00          | $68913.05          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2041-12-25      | N/A      | N/A     | $52000.00          | $159.88            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-05-25      | N/A      | N/A     | $4500000.00        | $2771997.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-10-25      | N/A      | N/A     | $104967927.00      | $79768671.57       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $14410979.00       | $3020184.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-12-25      | N/A      | N/A     | $21000000.00       | $12840449.43       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-12-15      | N/A      | N/A     | $25000000.00       | $14644.07          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-10-25      | N/A      | N/A     | $50450000.00       | $25086146.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-10-25      | N/A      | N/A     | $50000000.00       | $48657705.55       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-08-25      | N/A      | N/A     | $26150000.00       | $3947772.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-11-15      | N/A      | N/A     | $25000.00          | $8.36              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-10-15      | N/A      | N/A     | $10103812.00       | $2860840.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-11-15      | N/A      | N/A     | $25000.00          | $4.02              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-12-25      | N/A      | N/A     | $22350000.00       | $20896542.26       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-25      | N/A      | N/A     | $66451000.00       | $66613912.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2030-09-05      | N/A      | N/A     | $29440000.00       | $29391594.92       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-06-25      | N/A      | N/A     | $7500000.00        | $4133880.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $15412695.00       | $14675622.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-25      | N/A      | N/A     | $25000000.00       | $24923715.28       | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2033-09-29      | N/A      | N/A     | $25000.00          | $24862.88          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $32728709.00       | $3220620.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-09-25      | N/A      | N/A     | $17240000.00       | $11274974.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-03-20      | N/A      | N/A     | $1000.00           | $20.32             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2055-01-29      | N/A      | N/A     | $45000.00          | $45531.74          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $6000.00           | $741.73            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2038-10-04      | N/A      | N/A     | $200000.00         | $203904.40         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2025-11-01      | N/A      | N/A     | $1800.00           | $0.02              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-25      | N/A      | N/A     | $40000.00          | $39912.80          | Agency Debentures and Agency Strips       |
| FRESB MTG TR 2016-SB1 | 2036-01-25      | N/A      | N/A     | $42562000.00       | $6953703.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-10-25      | N/A      | N/A     | $20000000.00       | $16165038.34       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2030-09-30      | N/A      | N/A     | $25000.00          | $24928.20          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2027-10-25      | N/A      | N/A     | $80387000.00       | $36750464.04       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-11-26      | N/A      | N/A     | $17000000.00       | $16543105.86       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $32000.00          | $31339.64          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-01-25      | N/A      | N/A     | $178248000.00      | $169318408.87      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-11-15      | N/A      | N/A     | $14000.00          | $1195.64           | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2029-09-24      | N/A      | N/A     | $200000.00         | $199592.40         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2030-06-25      | N/A      | N/A     | $100000.00         | $99841.54          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2026-07-27      | N/A      | N/A     | $30301000.00       | $5559104.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2029-02-05      | N/A      | N/A     | $1612000.00        | $1622697.14        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-04-25      | N/A      | N/A     | $25000000.00       | $23808592.99       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1223000.00        | $1213674.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-12-26      | N/A      | N/A     | $25950000.00       | $6882533.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-10-25      | N/A      | N/A     | $11000.00          | $7968.89           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-09-01      | N/A      | N/A     | $3000.00           | $21.45             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $10500000.00       | $10750136.25       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-25      | N/A      | N/A     | $495000.00         | $472007.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-01-01      | N/A      | N/A     | $2000.00           | $1.54              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-25      | N/A      | N/A     | $35000.00          | $35169.38          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $3000.00           | $15.85             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-25      | N/A      | N/A     | $3216.00           | $3232.34           | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2033-05-19      | N/A      | N/A     | $35000.00          | $35667.85          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2042-01-25      | N/A      | N/A     | $125000.00         | $4231.36           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $10000000.00       | $9297677.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-06-25      | N/A      | N/A     | $2545000.00        | $2186228.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-09-25      | N/A      | N/A     | $4500000.00        | $4340340.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $1000.00           | $5.24              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $8000.00           | $18.99             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2035-09-25      | N/A      | N/A     | $125000.00         | $124902.31         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $65977.00          | $66690.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $25000.00          | $12.12             | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K- | 2027-10-25      | N/A      | N/A     | $67111000.00       | $63148225.91       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $250000.00         | $243142.94         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | N/A      | N/A     | $83000.00          | $35814.58          | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2027-09-30      | N/A      | N/A     | $1500000.00        | $1499043.00        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-05-25      | N/A      | N/A     | $13475000.00       | $7940193.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | N/A      | N/A     | $2750000.00        | $385444.72         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2038-09-17      | N/A      | N/A     | $75000.00          | $75289.35          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2028-09-15      | N/A      | N/A     | $24670800.00       | $24527474.52       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2033-11-15      | N/A      | N/A     | $12000.00          | $33.99             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2028-09-25      | N/A      | N/A     | $25000.00          | $24991.99          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $100000.00         | $98402.78          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2031-03-31      | N/A      | N/A     | $73955000.00       | $75150852.35       | U.S. Treasuries (including strips)        |
| FEDERAL FARM CREDIT B | 2029-07-10      | N/A      | N/A     | $25000.00          | $25254.86          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $20000.00          | $19609.52          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2026-07-29      | N/A      | N/A     | $2375000.00        | $2319638.35        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $3249000.00        | $3397651.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $28000.00          | $27371.79          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $19765000.00       | $3355622.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-01-25      | N/A      | N/A     | $24529000.00       | $5404033.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-05-20      | N/A      | N/A     | $70187000.00       | $3351968.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | N/A      | N/A     | $20509000.00       | $8809806.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-01      | N/A      | N/A     | $4000.00           | $2.17              | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $55000000.00       | $55352412.50       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2045-03-25      | N/A      | N/A     | $756252.00         | $121931.02         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $10000.00          | $2722.29           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-10-15      | N/A      | N/A     | $8000.00           | $6131.92           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1955000.00        | $1837097.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-12-25      | N/A      | N/A     | $45000000.00       | $42404753.74       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2030-09-18      | N/A      | N/A     | $4990000.00        | $4981137.76        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $6000.00           | $5.35              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-20      | N/A      | N/A     | $116000.00         | $3479.50           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $309278.00         | $287650.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-06-25      | N/A      | N/A     | $26620000.00       | $27384361.52       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-03-16      | N/A      | N/A     | $125000.00         | $24809.97          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-06-01      | N/A      | N/A     | $3000.00           | $3.13              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-25      | N/A      | N/A     | $3500000.00        | $2722497.25        | Agency Mortgage-Backed Securities         |
| FRESB MTG TR 2018-SB4 | 2038-01-25      | N/A      | N/A     | $30000000.00       | $6128939.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-11-25      | N/A      | N/A     | $61074000.00       | $13128555.39       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | N/A      | N/A     | $29294000.00       | $21577418.11       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-04-20      | N/A      | N/A     | $74127000.00       | $3237179.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2040-09-18      | N/A      | N/A     | $1480000.00        | $1475932.47        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $441000.00         | $429133.47         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | N/A      | N/A     | $11500000.00       | $9888060.73        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $200000000.00      | $78798989.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-08-20      | N/A      | N/A     | $12000.00          | $6509.90           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2030-09-30      | N/A      | N/A     | $750000.00         | $748578.00         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2042-03-25      | N/A      | N/A     | $14000.00          | $11841.64          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-25      | N/A      | N/A     | $2534000.00        | $2499661.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-08-28      | N/A      | N/A     | $60000.00          | $52426.73          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $37126.00          | $32.63             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-25      | N/A      | N/A     | $25000.00          | $13577.00          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-11-20      | N/A      | N/A     | $38209221.00       | $3135596.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-12-20      | N/A      | N/A     | $3000.00           | $26.84             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-07-25      | N/A      | N/A     | $13000000.00       | $10755650.84       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-01-25      | N/A      | N/A     | $63240000.00       | $63615150.24       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-09-25      | N/A      | N/A     | $20000.00          | $1276.05           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-09-25      | N/A      | N/A     | $60766000.00       | $57409942.80       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-09-15      | N/A      | N/A     | $2000.00           | $104.96            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-04-01      | N/A      | N/A     | $5000.00           | $1.42              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2027-12-01      | N/A      | N/A     | $15000.00          | $15221.91          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-05-25      | N/A      | N/A     | $28552000.00       | $14482603.53       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-01-25      | N/A      | N/A     | $140000.00         | $4812.21           | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2035-08-15      | N/A      | N/A     | $30454300.00       | $30874127.75       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2048-12-20      | N/A      | N/A     | $201669525.00      | $2805599.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $57000.00          | $47584.94          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2030-09-13      | N/A      | N/A     | $60000.00          | $59934.84          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2028-12-25      | N/A      | N/A     | $6603075.00        | $5886029.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $3000.00           | $35.97             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-16      | N/A      | N/A     | $41000.00          | $10333.95          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-11-25      | N/A      | N/A     | $8000.00           | $2596.53           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-25      | N/A      | N/A     | $33735000.00       | $30364021.06       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-03-25      | N/A      | N/A     | $15000000.00       | $6848759.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-11-25      | N/A      | N/A     | $20000000.00       | $5800763.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $6561941.00        | $6551876.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $37078297.00       | $16700951.24       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-05-15      | N/A      | N/A     | $25000.00          | $14.69             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $450000.00         | $447131.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-01-25      | N/A      | N/A     | $8000.00           | $5807.35           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-03-25      | N/A      | N/A     | $48750000.00       | $5573807.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-09-26      | N/A      | N/A     | $716000.00         | $716313.85         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2046-11-25      | N/A      | N/A     | $16000.00          | $10664.08          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-25      | N/A      | N/A     | $123000.00         | $118678.00         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-12-25      | N/A      | N/A     | $113000.00         | $105540.62         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-01-25      | N/A      | N/A     | $199949916.00      | $65547596.20       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-04-25      | N/A      | N/A     | $36000000.00       | $10794108.37       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-09-25      | N/A      | N/A     | $32140000.00       | $7022300.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $4000.00           | $521.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2027-12-29      | N/A      | N/A     | $50000.00          | $47021.59          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-07-25      | N/A      | N/A     | $57250000.00       | $17208595.38       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-06-15      | N/A      | N/A     | $20000000.00       | $8758942.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-02-25      | N/A      | N/A     | $17500000.00       | $5147811.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $605000.00         | $599065.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-25      | N/A      | N/A     | $113597432.00      | $56863138.75       | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2036-09-17      | N/A      | N/A     | $190000.00         | $189725.20         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $18000000.00       | $15441264.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $8557.00           | $53.64             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2032-09-16      | N/A      | N/A     | $450000.00         | $450077.70         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2041-09-25      | N/A      | N/A     | $10000000.00       | $709052.10         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $365998.00         | $315176.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-06-26      | N/A      | N/A     | $18500000.00       | $2719919.73        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2028-06-15      | N/A      | N/A     | $44291800.00       | $45066842.37       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $4500000.00        | $4517286.74        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $20904000.00       | $21239439.53       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN BAN | 2045-09-29      | N/A      | N/A     | $440000.00         | $439271.43         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $323860946.00      | $141274975.32      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $4000.00           | $7.67              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-25      | N/A      | N/A     | $265940.00         | $187870.62         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-10-01      | N/A      | N/A     | $5000.00           | $3.45              | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2026-10-07      | N/A      | N/A     | $100000.00         | $97759.66          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2033-04-25      | N/A      | N/A     | $58000.00          | $6209.85           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-03-25      | N/A      | N/A     | $14500000.00       | $8025036.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-06-25      | N/A      | N/A     | $63440000.00       | $7853102.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2027-09-27      | N/A      | N/A     | $60000.00          | $59950.32          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-08-25      | N/A      | N/A     | $12483000.00       | $11674710.15       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $6616000.00        | $6864252.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $55000.00          | $51082.85          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2030-03-31      | N/A      | N/A     | $16100000.00       | $16281125.00       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2028-03-25      | N/A      | N/A     | $14933530.00       | $10365500.47       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2028-02-11      | N/A      | N/A     | $50000.00          | $46873.97          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2027-12-25      | N/A      | N/A     | $2000000.00        | $1976599.78        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $69635000.00       | $64984530.98       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN BAN | 2026-02-13      | N/A      | N/A     | $2130000.00        | $2149895.38        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $218000.00         | $85823.35          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-12-25      | N/A      | N/A     | $50000.00          | $33786.08          | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2030-09-30      | N/A      | N/A     | $16515000.00       | $16477659.59       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-06-25      | N/A      | N/A     | $15950000.00       | $8420229.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-06-25      | N/A      | N/A     | $9000000.00        | $6861176.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | N/A      | N/A     | $20000000.00       | $8678145.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-12-15      | N/A      | N/A     | $8000.00           | $504.32            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-10-16      | N/A      | N/A     | $50000.00          | $34380.56          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $4000.00           | $4.43              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-11-26      | N/A      | N/A     | $10000000.00       | $10010122.70       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-25      | N/A      | N/A     | $58390000.00       | $58438499.38       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-08-15      | N/A      | N/A     | $11000.00          | $6941.86           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-11-25      | N/A      | N/A     | $95000.00          | $131.21            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-06-25      | N/A      | N/A     | $107416000.00      | $103897709.74      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-09-25      | N/A      | N/A     | $36275000.00       | $4017439.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-25      | N/A      | N/A     | $9790000.00        | $9473992.30        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-09-16      | N/A      | N/A     | $50000.00          | $32111.21          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2029-08-31      | N/A      | N/A     | $74000000.00       | $74023246.66       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2036-10-20      | N/A      | N/A     | $1929910.00        | $1971183.06        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB5 | 2038-11-25      | N/A      | N/A     | $21185000.00       | $6281423.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2030-09-24      | N/A      | N/A     | $50000.00          | $49868.48          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2026-07-25      | N/A      | N/A     | $10000000.00       | $9929971.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $3000.00           | $0.01              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2026-03-23      | N/A      | N/A     | $250000.00         | $240518.96         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $160000.00         | $141260.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2033-09-12      | N/A      | N/A     | $50000.00          | $49938.75          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-09-27      | N/A      | N/A     | $50000000.00       | $38955865.98       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-08-01      | N/A      | N/A     | $92113962.00       | $85744871.98       | Agency Mortgage-Backed Securities         |
| FRESB MTG TR 2016-SB2 | 2036-07-25      | N/A      | N/A     | $28250000.00       | $9909642.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-03-20      | N/A      | N/A     | $32377744.00       | $3419469.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-01      | N/A      | N/A     | $2000.00           | $0.68              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $225000000.00      | $126644801.05      | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2032-09-02      | N/A      | N/A     | $495000.00         | $496535.77         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $73032000.00       | $73888235.27       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-09-25      | N/A      | N/A     | $4344789.00        | $2291324.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-11-25      | N/A      | N/A     | $260000.00         | $90258.77          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2045-09-18      | N/A      | N/A     | $363000.00         | $363023.11         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $5000.00           | $4.10              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2040-09-26      | N/A      | N/A     | $95000.00          | $94770.63          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2026-08-25      | N/A      | N/A     | $50000000.00       | $33998255.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2036-09-30      | N/A      | N/A     | $595000.00         | $593607.70         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-09-18      | N/A      | N/A     | $10925000.00       | $10908511.75       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2027-03-25      | N/A      | N/A     | $50000.00          | $49327.90          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2026-09-18      | N/A      | N/A     | $250000.00         | $249641.50         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-12-25      | N/A      | N/A     | $399000.00         | $171293.07         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2040-10-15      | N/A      | N/A     | $8590000.00        | $2448526.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $424000.00         | $425707.78         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2030-09-26      | N/A      | N/A     | $4065000.00        | $4062962.98        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2035-09-25      | N/A      | N/A     | $1000000.00        | $1000460.50        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $50000.00          | $52078.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2029-06-22      | N/A      | N/A     | $750000.00         | $749092.50         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $15000.00          | $27.43             | Agency Mortgage-Backed Securities         |
| FHLMC SERIES FRESR 20 | 2027-11-25      | N/A      | N/A     | $26509.00          | $18895.16          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-05-20      | N/A      | N/A     | $76804000.00       | $3773980.41        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2030-08-31      | N/A      | N/A     | $18700800.00       | $18659099.91       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2030-07-15      | N/A      | N/A     | $1150000.00        | $39590.94          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-03-25      | N/A      | N/A     | $23035000.00       | $19994043.16       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2032-02-15      | N/A      | N/A     | $34829000.00       | $30985750.46       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2028-10-25      | N/A      | N/A     | $51247000.00       | $4385845.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $18172874.00       | $17775766.41       | Agency Mortgage-Backed Securities         |
| FRESB MORTGAGE TR 201 | 2039-04-25      | N/A      | N/A     | $103145000.00      | $47512095.82       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2032-09-30      | N/A      | N/A     | $2235000.00        | $2224658.65        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2042-04-16      | N/A      | N/A     | $72000.00          | $11333.81          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-04-25      | N/A      | N/A     | $13000000.00       | $7986486.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-09-01      | N/A      | N/A     | $7000.00           | $581.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-25      | N/A      | N/A     | $35067140.00       | $26820195.83       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $72913628.00       | $67406517.65       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | N/A      | N/A     | $550000.00         | $498332.36         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2034-01-25      | N/A      | N/A     | $12993330.00       | $11179368.84       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K- | 2026-06-25      | N/A      | N/A     | $5360000.00        | $620898.81         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-10-20      | N/A      | N/A     | $20000.00          | $3912.77           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-10-01      | N/A      | N/A     | $5000.00           | $2.19              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2037-09-24      | N/A      | N/A     | $1395000.00        | $1392472.03        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2063-06-16      | N/A      | N/A     | $50000.00          | $32253.33          | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2039-09-26      | N/A      | N/A     | $883000.00         | $880663.09         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-08-25      | N/A      | N/A     | $20000000.00       | $20167400.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $983000.00         | $921785.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2041-09-10      | N/A      | N/A     | $115000.00         | $115438.73         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-07-25      | N/A      | N/A     | $24250000.00       | $18339188.29       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2030-09-30      | N/A      | N/A     | $25000.00          | $24985.95          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2030-09-30      | N/A      | N/A     | $15000000.00       | $15590100.00       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN BAN | 2027-09-10      | N/A      | N/A     | $200000.00         | $199865.73         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-01-25      | N/A      | N/A     | $28420000.00       | $25967478.71       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-04-20      | N/A      | N/A     | $56784359.00       | $3466602.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-09-25      | N/A      | N/A     | $56250000.00       | $5970421.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-05-25      | N/A      | N/A     | $44110000.00       | $12754707.09       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-11-01      | N/A      | N/A     | $6000.00           | $5.68              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $611000.00         | $607104.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2028-03-30      | N/A      | N/A     | $250000.00         | $249850.00         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2031-10-15      | N/A      | N/A     | $20000.00          | $20407.77          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2035-06-25      | N/A      | N/A     | $54000000.00       | $53875661.98       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2059-09-16      | N/A      | N/A     | $50000.00          | $49623.70          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-09-12      | N/A      | N/A     | $65000.00          | $64842.70          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $50705759.00       | $49785963.79       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-02-28      | N/A      | N/A     | $1464000.00        | $1485557.28        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2027-12-25      | N/A      | N/A     | $57500000.00       | $35175790.47       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-07-15      | N/A      | N/A     | $9000.00           | $4561.00           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $42568893.00       | $42612102.81       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $159205000.00      | $154933114.17      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-25      | N/A      | N/A     | $25000000.00       | $17980473.76       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-09-20      | N/A      | N/A     | $53672000.00       | $3600060.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-27      | N/A      | N/A     | $31000000.00       | $30831141.84       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2030-05-31      | N/A      | N/A     | $19452000.00       | $19936225.11       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2028-05-25      | N/A      | N/A     | $52700000.00       | $52738386.10       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2039-09-20      | N/A      | N/A     | $630000.00         | $625163.98         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $12997985.00       | $13332693.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-01-25      | N/A      | N/A     | $8095000.00        | $1462745.43        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2031-05-31      | N/A      | N/A     | $75000000.00       | $79226600.03       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2035-05-25      | N/A      | N/A     | $16000000.00       | $16010978.54       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-05-28      | N/A      | N/A     | $39250000.00       | $20204574.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $150000000.00      | $69046780.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $50000.00          | $280.75            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-02-25      | N/A      | N/A     | $1500000.00        | $1489431.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | N/A      | N/A     | $50000.00          | $49654.03          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-02-01      | N/A      | N/A     | $5000.00           | $2.95              | Agency Mortgage-Backed Securities         |
| FRESB MTG TR 2019-SB6 | 2039-02-25      | N/A      | N/A     | $21375887.00       | $6628863.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $25000.00          | $75.29             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $10000.00          | $4152.74           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-02-25      | N/A      | N/A     | $197000000.00      | $3750469.98        | Agency Collateralized Mortgage Obligation |

### Security 57: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5944216072.87
- **C.18.a - Value (excl. sponsor support):** $5944216072.87
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 58: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7612357517.44
- **C.18.a - Value (excl. sponsor support):** $7612357517.44
- **C.19 - Percentage of Net Assets:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LM8, C.4 - ISIN: US3130B5LM84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999989530.00
- **C.18.a - Value (excl. sponsor support):** $999989530.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209928843.60
- **C.18.a - Value (excl. sponsor support):** $209928843.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5P44, C.4 - ISIN: US3130B5P440, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299986821.00
- **C.18.a - Value (excl. sponsor support):** $299986821.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPA96, C.4 - ISIN: US3133EPA969, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140017767.40
- **C.18.a - Value (excl. sponsor support):** $140017767.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: WELLS FARGO BANK N.A. (REPO)

- **C.1 - Title:** WELLS FARGO BANK N.A. (REPO)
- **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: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WFC02H97
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Moody's Long Rating: Aa1; Fitch Long Rating: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-05-31      | N/A      | N/A     | $746560000.00      | $788632140.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $233080000.00      | $237021965.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $505687000.00      | $471915452.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $11600000.00       | $12189128.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | N/A      | N/A     | $50000000.00       | $49994250.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | N/A      | N/A     | $128561400.00      | $120079883.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | N/A      | N/A     | $371000000.00      | $376478371.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | N/A      | N/A     | $25000000.00       | $23580270.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $12999900.00       | $13425331.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | N/A      | N/A     | $408000000.00      | $432532607.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $97000000.00       | $96278295.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $1104905800.00     | $1155489768.66     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $26000000.00       | $26578159.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | N/A      | N/A     | $800.00            | $826.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $41000000.00       | $40885750.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | N/A      | N/A     | $337845300.00      | $336642057.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $232176000.00      | $241462169.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | N/A      | N/A     | $2000.00           | $2032.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $200.00            | $200.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $175769500.00      | $167166330.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $180000.00         | $181816.78         | U.S. Treasuries (including strips) |

### Security 64: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LH9, C.4 - ISIN: US3130B5LH99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999986840.00
- **C.18.a - Value (excl. sponsor support):** $999986840.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **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: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008LU9
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Moody's Long Rating: NR; Fitch Short Rating: NR; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2046-10-20      | N/A      | N/A     | $66000.00          | $15450.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | N/A      | N/A     | $140000.00         | $65379.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-05-20      | N/A      | N/A     | $4461000.00        | $421055.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-11-20      | N/A      | N/A     | $29046501.00       | $4044605.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $1082010.00        | $1109969.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $237302646.00      | $244261746.81      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-09-20      | N/A      | N/A     | $150000.00         | $58772.34          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $395921.00         | $357699.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $253694.00         | $101822.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $2503721.00        | $2601209.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-08-20      | N/A      | N/A     | $132587.00         | $1062.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $7985550.00        | $5410752.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $2073961.00        | $797537.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-04-20      | N/A      | N/A     | $111289.00         | $3828.86           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $3510746.00        | $2821576.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-20      | N/A      | N/A     | $600000.00         | $254593.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $25815807.00       | $18345399.63       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $5730000.00        | $4066981.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $164583.00         | $90003.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $6021513.00        | $4739464.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $7229208.00        | $7448978.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-11-20      | N/A      | N/A     | $6411436.00        | $530175.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $3898666.00        | $2637617.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $27000.00          | $17676.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $7127480.00        | $7765844.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-03-20      | N/A      | N/A     | $777116.00         | $242055.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $6134075.00        | $3692625.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-05-20      | N/A      | N/A     | $1551160.00        | $367303.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-02-20      | N/A      | N/A     | $16000000.00       | $2382128.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $6738635.00        | $6933987.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $1209885.00        | $308264.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $7988363.00        | $5771131.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $3510339.00        | $3257702.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5052460.00        | $5157402.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-09-20      | N/A      | N/A     | $35239.00          | $20401.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-09-20      | N/A      | N/A     | $93298163.00       | $8855476.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1065435.00        | $1119903.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $1017571.00        | $222945.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $6020564.00        | $4884078.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $170736055.00      | $173227864.09      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2027-05-20      | N/A      | N/A     | $575000.00         | $6675.09           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-07-20      | N/A      | N/A     | $65000.00          | $665.80            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-05-20      | N/A      | N/A     | $55809457.00       | $1982801.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $1359004.00        | $929100.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $10380455.00       | $10554364.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-12-20      | N/A      | N/A     | $100835932.00      | $6918510.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $3187823.00        | $2347369.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $75000.00          | $17166.42          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-10-20      | N/A      | N/A     | $369000.00         | $1965.25           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $7017434.00        | $783405.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $980000.00         | $20892.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-02-20      | N/A      | N/A     | $1070000.00        | $92982.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $8024626.00        | $8166929.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-07-20      | N/A      | N/A     | $1211627.00        | $278264.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1383622.00        | $1424397.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $5368499.00        | $5423903.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $1203770.00        | $707197.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $1489521.00        | $1539321.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $1000000.00        | $17993.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-20      | N/A      | N/A     | $255205.00         | $82386.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $19905000.00       | $18089220.43       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-09-20      | N/A      | N/A     | $1148451.00        | $829787.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $4000000.00        | $3240425.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $72660768.00       | $75817393.94       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $1925311.00        | $1252139.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-11-20      | N/A      | N/A     | $9179024.00        | $3499839.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1520312.00        | $1511045.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $100000.00         | $42370.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1318268.00        | $1332696.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1225712.00        | $1276805.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $5968669.00        | $5195072.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $3947521.00        | $4190185.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1794457.00        | $1822848.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $1357548.00        | $1402526.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $260793707.00      | $261220820.46      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $1791629.00        | $1171480.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5111959.00        | $5278815.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $171477640.00      | $126193354.43      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $50292714.00       | $49352585.72       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $2647200.00        | $2682695.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3748503.00        | $3850603.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-05-20      | N/A      | N/A     | $1025000.00        | $71326.72          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-11-20      | N/A      | N/A     | $1000000.00        | $89497.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $6774667.00        | $5149757.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-09-20      | N/A      | N/A     | $66868.00          | $8447.47           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $1045415.00        | $626306.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $2731869.00        | $1711546.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1276817.00        | $1278624.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1269854.00        | $1313050.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $14036787.00       | $11209485.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-01-20      | N/A      | N/A     | $231000.00         | $654.01            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1333053.00        | $1410599.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $1607000.00        | $446148.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-09-20      | N/A      | N/A     | $1799870.00        | $166047.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-20      | N/A      | N/A     | $424184.00         | $317469.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-05-20      | N/A      | N/A     | $10292138.00       | $580168.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $1109956.00        | $1147568.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $4235207.00        | $4256222.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-08-20      | N/A      | N/A     | $1312081.00        | $131291.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $1279019.00        | $1291994.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $1634531.00        | $1497660.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-02-20      | N/A      | N/A     | $2420000.00        | $29904.28          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $43000000.00       | $34605347.66       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-09-20      | N/A      | N/A     | $389284.00         | $10817.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $450000.00         | $368885.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-01-20      | N/A      | N/A     | $7897356.00        | $7573343.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-12-20      | N/A      | N/A     | $1033307.00        | $129680.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2283625.00        | $2383369.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-09-20      | N/A      | N/A     | $176339.00         | $151017.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-12-20      | N/A      | N/A     | $269417.00         | $24861.71          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $4294339.00        | $3814203.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-08-20      | N/A      | N/A     | $888877.00         | $10197.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-12-20      | N/A      | N/A     | $1213323.00        | $1081397.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-08-20      | N/A      | N/A     | $2050000.00        | $245773.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $130113.00         | $35798.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $2125000.00        | $1274345.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-02-20      | N/A      | N/A     | $563333.00         | $22907.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $6039769.00        | $3412812.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $3200000.00        | $2393434.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $2666207.00        | $2704692.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $4033501.00        | $4142961.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $125642657.00      | $62869021.72       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $67964752.00       | $50545781.06       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $408816.00         | $4066.58           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1211099.00        | $1239062.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $2651510.00        | $2570222.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-09-20      | N/A      | N/A     | $418525.00         | $130479.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-02-20      | N/A      | N/A     | $80000.00          | $11482.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | N/A      | N/A     | $32082049.00       | $6574691.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4389457.00        | $4486011.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $35000.00          | $563.13            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-03-20      | N/A      | N/A     | $1466028.00        | $375512.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | N/A      | N/A     | $225000.00         | $96513.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-05-20      | N/A      | N/A     | $225000.00         | $20923.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $92336.00          | $11998.49          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $192542923.00      | $4384313.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $1504735.00        | $864992.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $1237094.00        | $1274805.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $267220.00         | $41221.45          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1618180.00        | $1714478.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $134131335.00      | $59029706.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-02-20      | N/A      | N/A     | $280730.00         | $157248.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-01-20      | N/A      | N/A     | $55832630.00       | $9341920.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $10004894.00       | $10331457.07       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | N/A      | N/A     | $4330609.00        | $2092522.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $73025104.00       | $70443932.66       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $70287741.00       | $37251764.63       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1520337.00        | $1622967.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-06-20      | N/A      | N/A     | $824500.00         | $133200.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $9173745.00        | $8822478.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3619683.00        | $3729568.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-06-20      | N/A      | N/A     | $1503076.00        | $154305.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-09-20      | N/A      | N/A     | $1546872.00        | $100338.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-06-20      | N/A      | N/A     | $861315.00         | $88071.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $300000.00         | $198231.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $235968111.00      | $144560092.96      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2026-12-20      | N/A      | N/A     | $123682.00         | $2241.33           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-09-20      | N/A      | N/A     | $163000000.00      | $8053641.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-01-20      | N/A      | N/A     | $143000.00         | $1772.50           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $1162335.00        | $17353.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $1484240.00        | $1544552.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1384435.00        | $1420761.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-03-20      | N/A      | N/A     | $525000.00         | $36606.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $2303726.00        | $1845995.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-11-20      | N/A      | N/A     | $1296231.00        | $195510.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $2513558.00        | $2463276.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $4036592.00        | $4130005.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-20      | N/A      | N/A     | $898980.00         | $395602.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $1453235.00        | $1122362.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $80000.00          | $64317.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1626212.00        | $1702123.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2751755.00        | $2865149.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $117011.00         | $29918.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $1281137.00        | $1343600.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-04-20      | N/A      | N/A     | $785000.00         | $345592.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $307348604.00      | $221796935.91      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-11-20      | N/A      | N/A     | $1265000.00        | $446149.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-03-20      | N/A      | N/A     | $108926.00         | $4448.43           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $5168156.00        | $4180273.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1138948.00        | $1176825.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $2260813.00        | $2264122.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | N/A      | N/A     | $15000.00          | $3451.64           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $2266258.00        | $2311092.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $62971000.00       | $59840899.07       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $2097857.00        | $2130363.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1105110.00        | $1148573.36        | Agency Mortgage-Backed Securities |

### Security 66: WESTPAC BANKING CORPORATION NEW YORK BRANCH (REPO)

- **C.1 - Title:** WESTPAC BANKING CORPORATION NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: EN5TNI6CI43VEPAMHL14, C.5 - Other ID: 0VY001AD4
- **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:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA-; Moody's Short Rating: P-1; Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $999600.00         | $1020142.89        | U.S. Treasuries (including strips) |

### Security 67: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $4032444469.50
- **C.18.a - Value (excl. sponsor support):** $4032444469.50
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **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):** $1501302885.00
- **C.18.a - Value (excl. sponsor support):** $1501302885.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: NR; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **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: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010YV5
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa3; Fitch Long Rating: AA-; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $400000.00         | $89523.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $2622882.00        | $2350747.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $4052465.00        | $4147813.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $1223440.00        | $1305448.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $2215948.00        | $1309133.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $180955.00         | $181905.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $253891.00         | $218267.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $4296072.00        | $4020753.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $4232000.00        | $2210913.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $1001.00           | $570.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $33260.00          | $25668.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $22787114.00       | $19935855.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $34916764.00       | $21683.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1000.00           | $675.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $28189464.00       | $24624697.92       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $100000.00         | $10215.34          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $2444000.00        | $1554157.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $27590.00          | $18686.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $59008.00          | $37397.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1000.00           | $987.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $14374984.00       | $11928634.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $35000.00          | $26194.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $604236.00         | $600829.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $100000.00         | $18197.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $800000.00         | $535845.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-09-01      | N/A      | N/A     | $14996014.00       | $1303359.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $2566319.00        | $1717038.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $64000.00          | $26590.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $5600000.00        | $1766688.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $634615.00         | $643450.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $10594927.00       | $10627161.91       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1394862.00        | $1441099.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $5900872.00        | $5148862.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-11-01      | N/A      | N/A     | $5700000.00        | $273550.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | N/A      | N/A     | $175000.00         | $18314.56          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-01-24      | N/A      | N/A     | $22000.00          | $16650.26          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $494408.00         | $422246.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $3010000.00        | $18244.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $150000.00         | $122013.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $6990215.00        | $7311363.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $14768966.00       | $4733672.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | N/A      | N/A     | $3546.00           | $974.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $4232264.00        | $2773760.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $5200002.00        | $4065390.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $1000.00           | $906.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $206000.00         | $127597.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $1000.00           | $615.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $5469472.00        | $629192.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1000.00           | $915.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1118232.00        | $1137215.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $18371226.00       | $14613145.09       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-20      | N/A      | N/A     | $1035.00           | $137.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $65126.00          | $67992.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1008.00           | $856.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1000.00           | $953.78            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $685831.00         | $8463.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $1508718.00        | $1146850.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1000.00           | $833.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1500000.00        | $1142873.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1316596.00        | $1384866.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | N/A      | N/A     | $137000.00         | $66628.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $27413680.00       | $8787589.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-11-01      | N/A      | N/A     | $1000.00           | $669.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1923606.00        | $1927283.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $187317.00         | $161843.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $5574592.00        | $5706666.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $43056.00          | $25787.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $7784580.00        | $6627317.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2033-08-08      | N/A      | N/A     | $285000.00         | $277849.67         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-12-01      | N/A      | N/A     | $410000.00         | $40267.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $5360535.00        | $4412983.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $1000.00           | $652.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $50000.00          | $37306.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $993.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $14000000.00       | $12849273.70       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $26860579.00       | $26116836.43       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $9154701.00        | $9404953.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $349044.00         | $308749.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $2171200.00        | $1197170.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | N/A      | N/A     | $95000.00          | $33324.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $38940.00          | $36327.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $4067681.00        | $4191624.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $595000.00         | $403703.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | N/A      | N/A     | $148943.00         | $27852.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $2490999.00        | $205731.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $65006336.00       | $20797778.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $1000000.00        | $243158.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $2348807.00        | $392427.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $15150.00          | $11144.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $1116460.00        | $860887.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $481000.00         | $414809.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1032.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $1998000.00        | $1110213.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2000.00           | $2065.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $2922740.00        | $2277484.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1000.00           | $588.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $8361040.00        | $8672212.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $1000.00           | $972.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1000.00           | $876.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $510891.00         | $510708.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $640423.00         | $541574.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $70000.00          | $10955.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $48949000.00       | $8430550.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1000.00           | $1018.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $4454043.00        | $857718.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $1789000.00        | $25904.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $123260.00         | $39188.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1370840.00        | $1402271.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $33000.00          | $27730.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1000.00           | $787.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $2924800.00        | $2702138.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $1050000.00        | $130834.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $2021288.00        | $428931.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $5032744.00        | $3818261.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $14107999.00       | $935806.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1686183.00        | $11388.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $56000.00          | $38340.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $1000.00           | $527.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $4251501.00        | $150567.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $2144.00           | $2137.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $4000000.00        | $35573.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $23031100.00       | $20933885.48       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $1426977.00        | $786598.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $490474.00         | $333053.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $1000.00           | $647.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $3062775.00        | $74436.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $15201728.00       | $6562287.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $99000.00          | $64765.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $2395327.00        | $2130401.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $342667.00         | $327160.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $7037153.00        | $6951930.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $14610000.00       | $254523.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $7535362.00        | $7596580.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $6587920.00        | $6320760.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $14631832.00       | $11334171.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $19614993.00       | $17463870.21       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $23224299.00       | $2627414.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | N/A      | N/A     | $120000.00         | $111433.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $1000.00           | $561.53            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $17461286.00       | $17929177.64       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $321000.00         | $143282.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1262821.00        | $858169.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $9999.00           | $5932.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1000.00           | $663.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-02      | N/A      | N/A     | $64039.00          | $59732.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1000.00           | $883.49            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $19564928.00       | $16579661.41       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $78000.00          | $80035.43          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-03-01      | N/A      | N/A     | $46385.00          | $6754.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1000.00           | $829.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $305779.00         | $307728.21         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $132000.00         | $23049.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $364692.00         | $252965.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $573996.00         | $577714.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1000.00           | $788.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-01-01      | N/A      | N/A     | $30000.00          | $26332.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $5852384.00        | $1484220.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1008.00           | $922.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $1000.00           | $756.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $2944000.00        | $1586910.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $515000.00         | $360311.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $60527000.00       | $48828896.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $9544256.00        | $1763461.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $485000.00         | $250927.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $1000.00           | $879.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $39332657.00       | $39862489.76       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $49774784.00       | $35328646.24       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $3000000.00        | $482217.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $243763.00         | $256138.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | N/A      | N/A     | $4002935.00        | $420413.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1306523.00        | $1246931.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $6650000.00        | $6823620.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $145000.00         | $53471.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1243722.00        | $1272928.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $4096512.00        | $3840837.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $845528.00         | $871095.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1866616.00        | $1952263.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-15      | N/A      | N/A     | $1000.00           | $1012.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $700000.00         | $443753.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $1667720.00        | $1265319.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1000.00           | $827.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1000.00           | $838.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $963374.00         | $15854.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $3912299.00        | $3742501.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1000.00           | $938.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $150056.00         | $107572.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $1000.00           | $207.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $398477.00         | $101433.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $15220985.00       | $15405309.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1087859.00        | $1096250.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $1000.00           | $192.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $3987746.00        | $2835817.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $243929.00         | $246614.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $11731940.00       | $7882985.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $1867170.00        | $337379.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $1000.00           | $245.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $3086100.00        | $2303401.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $527000.00         | $56653.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $26573.00          | $6191.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $125000.00         | $22405.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $4000000.00        | $569844.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $974053.00         | $758736.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $300000.00         | $43213.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | N/A      | N/A     | $3128301.00        | $607943.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $327138.00         | $228755.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $1345000.00        | $1024853.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-08-15      | N/A      | N/A     | $14106748.00       | $121935.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $7506944.00        | $7695096.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-25      | N/A      | N/A     | $24999.00          | $21191.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $52000.00          | $6642.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1000.00           | $617.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $586599.00         | $502818.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | N/A      | N/A     | $1000000.00        | $11070.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $245000.00         | $5089.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1000.00           | $1013.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $499950.00         | $5773.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $50000.00          | $35615.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $1027588.00        | $931069.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $50000.00          | $8574.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1000.00           | $994.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $1086745.00        | $28703.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $775000.00         | $576864.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $303476.00         | $250482.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $400695.00         | $358834.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1082550.00        | $1085463.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $23602285.00       | $17730973.35       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1000.00           | $1000.63           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $161088.00         | $22979.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $197000.00         | $55441.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $1024.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $20210720.00       | $15537015.16       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $20341.00          | $21017.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $27000.00          | $20962.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $161795.00         | $6360.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1016700.00        | $1012153.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $551903.00         | $558833.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1000.00           | $998.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $24170944.00       | $18280852.45       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $333897.00         | $231335.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $4275000.00        | $4349519.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $4999.00           | $5143.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $995000.00         | $714261.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $31579.00          | $31977.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $863899.00         | $5727.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1038.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $1545227.00        | $73790.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-08-01      | N/A      | N/A     | $9226738.00        | $496873.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $28167751.00       | $26034012.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $1209537.00        | $63063.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $24704197.00       | $54510.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1000.00           | $847.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1341536.00        | $964314.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1024.00           | $829.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $1000.00           | $471.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | N/A      | N/A     | $1000.00           | $471.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $809930.00         | $60096.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $100000.00         | $27674.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $1000.00           | $540.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $4616496.00        | $3009793.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $2434000.00        | $859855.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $188469.00         | $35842.34          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1011.00           | $1009.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $10554099.00       | $10837585.61       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $14169024.00       | $11154788.25       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $1000.00           | $16.13             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3810799.00        | $3876126.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $5586264.00        | $4229987.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $14093206.00       | $6305502.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $1938370.00        | $9685.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $1000.00           | $1000.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1000.00           | $919.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $1001.00           | $152.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $2351000.00        | $2017284.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $1008.00           | $692.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3873289.00        | $3850006.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $821000.00         | $491987.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $1000.00           | $667.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1426750.00        | $1474859.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-15      | N/A      | N/A     | $5000000.00        | $6371237.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1191950.00        | $1177841.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $93471.00          | $95322.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1008.00           | $825.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $20099641.00       | $12778823.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $228279.00         | $178975.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $557500.00         | $131268.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $990.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $3506000.00        | $365226.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $5000000.00        | $3483231.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $4013928.00        | $3819992.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $13009424.00       | $6707054.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1044956.00        | $1040469.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $516555.00         | $504544.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $1000.00           | $726.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $4000000.00        | $54510.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $3887714.00        | $1481485.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $75000.00          | $61282.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $40541.00          | $25073.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $606394.00         | $617086.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $22796016.00       | $13304669.52       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $1000.00           | $199.30            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $3527919.00        | $3601527.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $971000.00         | $619804.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1367062.00        | $8778.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $1000.00           | $689.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $1000.00           | $765.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1000.00           | $795.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $5357940.00        | $5269179.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1068718.00        | $771526.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $1283107.00        | $978341.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $5059010.00        | $5197823.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $17016.00          | $13114.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $5653264.00        | $5289134.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1000.00           | $816.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-01-25      | N/A      | N/A     | $1389.00           | $1326.22           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $1000.00           | $642.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1000.00           | $740.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $61000.00          | $50177.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-20      | N/A      | N/A     | $1000000.00        | $20116.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $4698329.00        | $34522.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $22217790.00       | $22352840.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $15621481.00       | $195624.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $11361486.00       | $9588628.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1000.00           | $1039.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $10303957.00       | $10562310.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $3343398.00        | $2709402.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $7853.00           | $7027.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $277097.00         | $29047.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $25000.00          | $8407.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $82204.00          | $51943.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $7000.00           | $5466.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $30358.00          | $20595.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $298000.00         | $283313.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-15      | N/A      | N/A     | $1000.00           | $1005.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $1045780.00        | $618246.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $112999.00         | $16058.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-01      | N/A      | N/A     | $10000.00          | $9062.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $1100000.00        | $199253.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $2303600.00        | $436401.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $68612.00          | $12396.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-05-20      | N/A      | N/A     | $8199.00           | $8434.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $200000.00         | $32031.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $34402242.00       | $135050.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $4984316.00        | $3950181.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $100000.00         | $68627.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1068000.00        | $881840.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $91660.00          | $58041.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1631919.00        | $1394381.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $7288518.00        | $7625175.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | N/A      | N/A     | $417324.00         | $415399.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $6367000.00        | $799630.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $1051.00           | $0.77              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $1058457.00        | $1128738.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $499000.00         | $525954.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $68676.00          | $23402.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $8332808.00        | $7646110.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $159999.00         | $127512.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-12-25      | N/A      | N/A     | $5343.00           | $5280.49           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1552374.00        | $1564545.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1076810.00        | $1076416.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1000.00           | $982.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $100000.00         | $12874.27          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1407561.00        | $1305084.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1134593.00        | $1148631.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $15447.00          | $15675.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $443953.00         | $294669.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | N/A      | N/A     | $10418361.00       | $8350305.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $6999.00           | $7302.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $9000.00           | $8276.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1313000.00        | $654031.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $86940.00          | $84072.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-12-01      | N/A      | N/A     | $17000000.00       | $682439.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $5408375.00        | $5549682.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-09-01      | N/A      | N/A     | $14999020.00       | $1361066.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $5238974.00        | $5352281.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $1663999.00        | $59513.57          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $16347225.00       | $14590783.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2604546.00        | $2638255.21        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $100.00            | $100.58            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $1000.00           | $759.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $1114.00           | $1123.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $8215828.00        | $8481382.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-01-20      | N/A      | N/A     | $7010.00           | $578.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $1300007.00        | $124404.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $2254760.00        | $2274826.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $1000.00           | $794.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $200000.00         | $131251.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $5662656.00        | $4673723.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-04-01      | N/A      | N/A     | $1546991.00        | $146924.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $12123328.00       | $5854684.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $813170.00         | $118573.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1001.00           | $703.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2698970.00        | $2733280.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | N/A      | N/A     | $1001.00           | $120.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $700000.00         | $375529.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $2000.00           | $1368.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $825020.00         | $675501.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $14369252.00       | $679549.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $3523245.00        | $3634723.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $2440840.00        | $2243371.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $5937871.00        | $4119163.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-04-01      | N/A      | N/A     | $2015895.00        | $1654586.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $1000.00           | $134.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $500000.00         | $328196.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $4251107.00        | $979035.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $13594.00          | $13987.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1233160.00        | $1246243.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $18630000.00       | $15717802.28       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | N/A      | N/A     | $66156.00          | $17726.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | N/A      | N/A     | $1239000.00        | $1187259.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $119629.00         | $117918.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-25      | N/A      | N/A     | $6623.00           | $1245.81           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $1004.00           | $12.19             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $434999.00         | $312815.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2001.00           | $2069.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $8065.00           | $7976.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $16176320.00       | $15215710.05       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-20      | N/A      | N/A     | $239682076.00      | $12943817.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $1002.00           | $327.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $24980676.00       | $1117030.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $830888.00         | $728934.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $500000.00         | $507718.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $4795788.00        | $4771873.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $5730870.00        | $5373886.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $100000.00         | $68769.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1000.00           | $925.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-05-01      | N/A      | N/A     | $1456110.00        | $6243.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | N/A      | N/A     | $27.00             | $0.94              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $15244480.00       | $13347388.56       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1000.00           | $693.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $100000.00         | $78106.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $37000.00          | $29654.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $1393334.00        | $195650.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $1000.00           | $645.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $2082688.00        | $1926102.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $129413906.00      | $127922639.71      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $11463336.00       | $11592732.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | N/A      | N/A     | $825000.00         | $779413.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $338991.00         | $57199.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $6100000.00        | $4280036.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1000.00           | $1022.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $75000.00          | $49182.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | N/A      | N/A     | $1012.00           | $221.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1008.00           | $1048.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1352013.00        | $1415706.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $3287644.00        | $2549141.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $5547472.00        | $5539025.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $497285.00         | $487521.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1630000.00        | $1290876.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $44538952.00       | $36934777.40       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $865700.00         | $892086.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $5156683.00        | $3512682.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $637491.00         | $408742.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $42000.00          | $31863.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1864212.00        | $1934809.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1000.00           | $887.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $505952.00         | $522016.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $13000.00          | $6236.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $749350.00         | $632047.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $4248593.00        | $4144046.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $1002.00           | $979.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $1000.00           | $557.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $4202490.00        | $708433.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $335537.00         | $275001.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $432219.00         | $271701.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-25      | N/A      | N/A     | $109969074.00      | $2796585.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $2349664.00        | $1804170.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $1000.00           | $865.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $110000.00         | $24077.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1000.00           | $785.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $272000.00         | $45098.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $3599288.00        | $3699764.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $893000.00         | $713498.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $16056094.00       | $15840499.97       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $50000.00          | $34666.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $1977154.00        | $1186296.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $219219.00         | $8072.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $2001.00           | $1727.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $232339.00         | $231081.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1000.00           | $842.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1000.00           | $964.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $1000.00           | $536.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $2596424.00        | $2619483.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $8340290.00        | $3722947.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $5161853.00        | $1141046.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $900000.00         | $5525.39           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $9.99              | $6.87              | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $2068996.00        | $1948676.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $200000.00         | $34709.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $1021.00           | $15.81             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $18892325.00       | $14080087.01       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $236078.00         | $242257.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $16146993.00       | $128477.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $2720000.00        | $19605.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $1000.00           | $165.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | N/A      | N/A     | $75000.00          | $8986.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $790200.00         | $580557.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $4678.00           | $4742.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1157231.00        | $1039167.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-15      | N/A      | N/A     | $848841.00         | $194475.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-11-01      | N/A      | N/A     | $1000.00           | $798.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1600119.00        | $1624172.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-15      | N/A      | N/A     | $853772.00         | $920590.10         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $13948056.00       | $13398461.25       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-16      | N/A      | N/A     | $975738.00         | $960582.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2000.00           | $2055.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-25      | N/A      | N/A     | $19380369.00       | $17397011.49       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1000.00           | $949.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1690000.00        | $1104128.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $10839.00          | $11041.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $157672.00         | $144759.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $65177.00          | $14206.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $18000.00          | $5558.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2111740.00        | $2141077.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $495000.00         | $343808.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $1877298.00        | $1997180.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $494999.00         | $338839.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $5000000.00        | $30481.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1570990.00        | $1601794.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $796646.00         | $816448.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $6660700.00        | $6713117.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $2000.00           | $1192.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $11004.00          | $6751.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $2133396.00        | $93316.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $30000000.00       | $19197470.67       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $19225767.00       | $17576416.06       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $270709.00         | $214223.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $60389.00          | $31070.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $1400691.00        | $774713.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1343770.00        | $1336352.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-15      | N/A      | N/A     | $3204961.00        | $3156819.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1012010.00        | $986181.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1000.00           | $650.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $204883.00         | $28033.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $29709.00          | $25568.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1421945.00        | $1421423.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $1800483.00        | $511871.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $384708.00         | $400530.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $5422488.00        | $4870714.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $16254802.00       | $11877278.34       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $344314.00         | $331165.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $526000.00         | $475607.10         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2035-06-04      | N/A      | N/A     | $4000.00           | $3172.46           | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $121000.00         | $93225.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $44869504.00       | $25823090.63       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $5530000.00        | $3823387.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $3061.00           | $2155.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $78000.00          | $8482.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $21238208.00       | $15568112.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $1000.00           | $586.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-25      | N/A      | N/A     | $1000.00           | $992.91            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $22715188.00       | $20482781.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $49357755.00       | $1430794.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | N/A      | N/A     | $1664498.00        | $1640038.79        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2005096.00        | $2064448.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | N/A      | N/A     | $1045087.00        | $964294.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $11578672.00       | $11632052.35       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-07-31      | N/A      | N/A     | $10009000.00       | $10230675.69       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $55000.00          | $7902.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | N/A      | N/A     | $3623456.00        | $3415092.62        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $107588.00         | $96679.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $160000.00         | $46987.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $1012.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $162637.00         | $25233.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $81647.00          | $77460.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1000.00           | $777.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $2422000.00        | $1760706.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1500000.00        | $1187615.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $1026.00           | $23.52             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $3500000.00        | $20869.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $5728023.00        | $5678200.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1024841.00        | $1041241.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-25      | N/A      | N/A     | $7211025.00        | $8463361.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1680530.00        | $1623842.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-15      | N/A      | N/A     | $36159428.00       | $235396.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1615149.00        | $1018002.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1000.00           | $883.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $51000.00          | $33911.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | N/A      | N/A     | $1250000.00        | $131847.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1000.00           | $855.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $750000.00         | $45326.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $226297.00         | $220161.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $13920.00          | $14446.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $99000.00          | $12276.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $2998306.00        | $19504.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $133348.00         | $132993.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $9032871.00        | $1601165.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1000.00           | $862.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | N/A      | N/A     | $1000.00           | $608.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $39000.00          | $32749.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $106000.00         | $17877.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $5117151.00        | $3501094.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $2281303.00        | $23795.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $2431593.00        | $1733631.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $13596.00          | $13389.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-12-01      | N/A      | N/A     | $13587.00          | $13517.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $479412.00         | $476963.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $394999.00         | $266228.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $3300000.00        | $10624.51          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $629618.00         | $593617.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $31000.00          | $11474.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $709.07            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $164304.00         | $169196.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $11248127.00       | $11662005.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $3377938.00        | $479895.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1665635.00        | $1679365.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $2500000.00        | $334098.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $497129.00         | $489492.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $31887228.00       | $20391584.71       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1562284.00        | $1585391.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $90000.00          | $10902.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1000.00           | $1003.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $3025533.00        | $2270012.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-15      | N/A      | N/A     | $4657056.00        | $2927084.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $1000.00           | $105.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-25      | N/A      | N/A     | $4000.00           | $3129.66           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-01-01      | N/A      | N/A     | $1921051.00        | $1944116.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $7842530.00        | $6564567.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-25      | N/A      | N/A     | $1720000.00        | $219285.59         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $419000.00         | $221862.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $1505000.00        | $156531.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $20013247.00       | $15665087.53       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1000.00           | $876.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $1095788.00        | $915625.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $1000.00           | $289.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $273207.00         | $234513.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $3783479.00        | $2475777.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1651506.00        | $1563067.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $1203158.00        | $748235.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1000.00           | $857.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2000.00           | $1926.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $200000.00         | $35977.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $225000.00         | $37350.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $2000.00           | $1276.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1282950.00        | $1250485.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $755256.00         | $419347.62         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2011.00           | $2059.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $1619.00           | $400.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $757000.00         | $623240.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $112000.00         | $19055.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $2314230.00        | $2148073.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $369765.00         | $77280.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-25      | N/A      | N/A     | $40000000.00       | $658048.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1000.00           | $954.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $1210230.00        | $5812.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1556080.00        | $1273905.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $494914.00         | $333995.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $111574.00         | $114826.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1017128.00        | $1034730.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $1176000.00        | $114921.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | N/A      | N/A     | $37392600.00       | $21833827.66       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $1548791.00        | $498001.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $8841122.00        | $8015846.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $100000.00         | $78175.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $503853.00         | $351063.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1000.00           | $945.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $157259.00         | $159412.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $14428520.00       | $14139312.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $200295.00         | $58751.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $114929.00         | $85750.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $109062784.00      | $110820844.98      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1188126.00        | $827713.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1000.00           | $780.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $5045000.00        | $3611649.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $7218080.00        | $7192696.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $2740000.00        | $12591.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $1000000.00        | $77149.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $1360000.00        | $291858.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $1000.00           | $557.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $427000.00         | $46362.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $379763.00         | $401041.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $1333353.00        | $820557.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $2477818.00        | $2153765.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $1079030.00        | $1100598.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $418848.00         | $121017.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $79723798.00       | $49190203.58       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $1000.00           | $854.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $1000.00           | $537.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $514948.00         | $532005.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $200000.00         | $146241.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $491752.00         | $49139.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $1001.00           | $702.46            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $55.00             | $0.01              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $64000.00          | $46641.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $9967403.00        | $6123077.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $1276840.00        | $1377106.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-25      | N/A      | N/A     | $40400.00          | $32768.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $23743796.00       | $20136401.35       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $84770.00          | $30443.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $45893.00          | $24213.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $1000.00           | $137.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $97999.00          | $34327.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $8581904.00        | $8886368.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1000.00           | $839.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $12308167.00       | $9087974.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $77127.00          | $77706.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $4605528.00        | $4745859.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $2064623.00        | $2187349.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $21560512.00       | $20764732.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1000.00           | $990.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $64089240.00       | $65626954.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1000.00           | $734.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $17240.00          | $17703.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | N/A      | N/A     | $148684.00         | $28508.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $7206637.00        | $7263572.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $5931992.00        | $5620874.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $28929.00          | $26701.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $47252800.00       | $13986707.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $3502000.00        | $2338169.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $4651328.00        | $3649265.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $675975.00         | $662726.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $1026.00           | $189.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1000.00           | $547.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $640382.00         | $654392.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $1000.00           | $860.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2434443.00        | $2292004.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1000.00           | $714.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1354666.00        | $1417135.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1000.00           | $971.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $20035969.00       | $20677708.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $32714.00          | $9482.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $37761638.00       | $4430964.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1600453.00        | $882812.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1000.00           | $805.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $3948039.00        | $3879521.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $15483.00          | $12581.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1000.00           | $1012.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $21818432.00       | $10906825.17       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $912699.00         | $942301.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $195223.00         | $21407.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $4949370.00        | $4798073.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $1000.00           | $655.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $1145000.00        | $972906.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $66791.00          | $68773.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $2458868.00        | $2166062.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $13330000.00       | $10730497.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $9279424.00        | $13583.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-15      | N/A      | N/A     | $1449.00           | $1495.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1000.00           | $782.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1000.00           | $1054.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $260609.00         | $47154.84          | Agency Mortgage-Backed Securities         |

### Security 70: TD SECURITIES USA LLC (REPO)

- **C.1 - Title:** TD SECURITIES USA LLC (REPO)
- **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: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QG004T72
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2051-04-20      | N/A      | N/A     | $6679296.00        | $3880481.49        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-02-20      | N/A      | N/A     | $1673148.75        | $1376762.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | N/A      | N/A     | $67500000.00       | $64680978.52       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-04-20      | N/A      | N/A     | $6994181.25        | $552700.63         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $191250.00         | $199106.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $7788388.50        | $7672698.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-12-20      | N/A      | N/A     | $22500000.00       | $3927327.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-09-16      | N/A      | N/A     | $40886411.25       | $13438575.37       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | N/A      | N/A     | $2160768.00        | $2156834.92        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $5250000.00        | $3775191.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | N/A      | N/A     | $37500000.00       | $10872380.40       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-25      | N/A      | N/A     | $38253000.00       | $37539772.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $4043752.50        | $4012194.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-07-16      | N/A      | N/A     | $1741701.00        | $2665585.49        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $750000.00         | $781132.75         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $2485764.75        | $2285591.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | N/A      | N/A     | $18750000.00       | $10796115.84       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-08-20      | N/A      | N/A     | $9325575.00        | $782220.23         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $14189817.00       | $14195341.56       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | N/A      | N/A     | $37500000.00       | $27482546.63       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $750000.00         | $779971.00         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | N/A      | N/A     | $18750000.00       | $10797223.76       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $1821640.50        | $1974422.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $7942164.00        | $7938454.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-25      | N/A      | N/A     | $37500000.00       | $39193570.15       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-09-25      | N/A      | N/A     | $41026653.00       | $41585101.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-20      | N/A      | N/A     | $15000000.00       | $1209428.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-06-20      | N/A      | N/A     | $1469144.25        | $1321436.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-25      | N/A      | N/A     | $47372400.00       | $49693379.19       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $4948002.00        | $4948587.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-02-20      | N/A      | N/A     | $6380669.25        | $6202776.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-25      | N/A      | N/A     | $3031314.00        | $1601362.68        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2036-03-20      | N/A      | N/A     | $2842517.25        | $2785835.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-25      | N/A      | N/A     | $37749999.75       | $31982250.11       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $2297439.75        | $2494951.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | N/A      | N/A     | $37500000.00       | $11389657.80       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $1497000.00        | $298453.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $2389417.50        | $2013273.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $8062500.00        | $8329355.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-25      | N/A      | N/A     | $5881457.25        | $3819881.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $6385764.00        | $6380463.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $1500.00           | $930.60            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-01-20      | N/A      | N/A     | $5718750.00        | $1053896.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-01-20      | N/A      | N/A     | $2478045.75        | $565524.84         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | N/A      | N/A     | $45000000.00       | $42261754.42       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-25      | N/A      | N/A     | $17185310.25       | $15567994.19       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-04-25      | N/A      | N/A     | $42203360.25       | $40324190.40       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $1265905.50        | $950457.88         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $6535374.00        | $5692198.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-11-16      | N/A      | N/A     | $7500000.00        | $7113368.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-25      | N/A      | N/A     | $41026653.00       | $41355317.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $37500000.00       | $13373262.72       | Agency Collateralized Mortgage Obligation |

### Security 71: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2994171622.08
- **C.18.a - Value (excl. sponsor support):** $2994171622.08
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 72: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YF7, C.4 - ISIN: US3130B6YF79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249995390.00
- **C.18.a - Value (excl. sponsor support):** $249995390.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **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: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002CW9
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Fitch Long Rating: AA; Standard & Poor's Long Rating: AA-
- **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 MOR | 2055-02-25      | N/A      | N/A     | $10000000.00       | $9075157.58        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2086459.00        | $2178878.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $3463234.00        | $2749252.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $7346602.00        | $6943904.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1212698.00        | $1269643.81        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $1458500.00        | $1468829.40        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2030-11-25      | N/A      | N/A     | $500000.00         | $438901.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-25      | N/A      | N/A     | $100300000.00      | $1822669.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-01-25      | N/A      | N/A     | $10000000.00       | $5132844.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $4968383.00        | $3776996.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $11026215.00       | $9563218.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1484451.00        | $1534120.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $10767737.00       | $10616309.81       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | N/A      | N/A     | $1000.00           | $514.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-25      | N/A      | N/A     | $6000000.00        | $1364230.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-25      | N/A      | N/A     | $15079209.00       | $10175488.19       | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2027-09-15      | N/A      | N/A     | $375839300.00      | $374719103.83      | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $115000.00         | $73173.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1000.00           | $527.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | N/A      | N/A     | $2491236.00        | $1334163.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | N/A      | N/A     | $500760.00         | $435595.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-08-25      | N/A      | N/A     | $45549436.00       | $777796.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2208756.00        | $2029986.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $5061444.00        | $5202214.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-25      | N/A      | N/A     | $5000000.00        | $916717.47         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-05-01      | N/A      | N/A     | $15036.00          | $7807.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | N/A      | N/A     | $64000.00          | $46027.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $714.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-25      | N/A      | N/A     | $94623.00          | $60143.89          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2053-11-25      | N/A      | N/A     | $41835639.00       | $22387742.37       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-09-25      | N/A      | N/A     | $13414427.00       | $8124217.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-25      | N/A      | N/A     | $86932478.00       | $4208317.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $2275696.00        | $308272.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $4208.00           | $157.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $173496792.00      | $39630162.93       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-25      | N/A      | N/A     | $1144448.00        | $116627.16         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-11-25      | N/A      | N/A     | $3805000.00        | $2350414.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1650000.00        | $1386733.19        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $123524100.00      | $125562206.52      | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-09-25      | N/A      | N/A     | $709742.00         | $663287.28         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-12-25      | N/A      | N/A     | $10000000.00       | $7933714.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-02-25      | N/A      | N/A     | $1000000.00        | $291722.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-25      | N/A      | N/A     | $3258852.00        | $1594305.99        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $61528.00          | $1168.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $50493197.00       | $50243062.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-25      | N/A      | N/A     | $7958773.00        | $6439633.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-25      | N/A      | N/A     | $6000000.00        | $4606041.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | N/A      | N/A     | $103004740.00      | $7921945.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1017044.00        | $1059296.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1000.00           | $864.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-25      | N/A      | N/A     | $4140790.00        | $3599982.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $8093.00           | $8395.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1098.00           | $1122.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-25      | N/A      | N/A     | $1401980.00        | $787532.57         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2062-03-01      | N/A      | N/A     | $3002072.00        | $2303170.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $12809167.00       | $12310109.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | N/A      | N/A     | $81875968.00       | $17992704.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $5113471.00        | $4882665.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $118965836.00      | $48926770.53       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $13555496.00       | $13511417.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $1000.00           | $255.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $244414.00         | $220998.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | N/A      | N/A     | $4736086.00        | $4538291.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-03-15      | N/A      | N/A     | $8668033.00        | $2505752.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $21893.00          | $8882.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $151976.00         | $139564.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-25      | N/A      | N/A     | $3669472.00        | $2357852.96        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $135000.00         | $110603.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $37278427.00       | $36254407.27       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $101748835.00      | $90816346.99       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | N/A      | N/A     | $5469111.00        | $4747844.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $23639758.00       | $17646674.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-06-25      | N/A      | N/A     | $1332610.00        | $1105852.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | N/A      | N/A     | $15000000.00       | $19113712.73       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $50000.00          | $46410.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-25      | N/A      | N/A     | $4283600.00        | $3636351.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-11-25      | N/A      | N/A     | $3010.00           | $2193.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $11757448.00       | $10242996.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-25      | N/A      | N/A     | $135190.00         | $63298.25          | Agency Mortgage-Backed Securities         |

### Security 74: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2916518490.00
- **C.18.a - Value (excl. sponsor support):** $2916518490.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6HF6, C.4 - ISIN: US3130B6HF62, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399996564.00
- **C.18.a - Value (excl. sponsor support):** $399996564.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $1476665311.62
- **C.18.a - Value (excl. sponsor support):** $1476665311.62
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $53980045.38
- **C.18.a - Value (excl. sponsor support):** $53980045.38
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4375012654.64
- **C.18.a - Value (excl. sponsor support):** $4375012654.64
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MK9, C.4 - ISIN: US313385MK95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $27435928.48
- **C.18.a - Value (excl. sponsor support):** $27435928.48
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $369858009.00
- **C.18.a - Value (excl. sponsor support):** $369858009.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 81: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TM8, C.4 - ISIN: US313385TM88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $246207605.00
- **C.18.a - Value (excl. sponsor support):** $246207605.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1485785889.23
- **C.18.a - Value (excl. sponsor support):** $1485785889.23
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 83: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXMF2, C.4 - ISIN: US3130AXMF21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $225020814.75
- **C.18.a - Value (excl. sponsor support):** $225020814.75
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M56, C.4 - ISIN: US912828M565, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $598703124.00
- **C.18.a - Value (excl. sponsor support):** $598703124.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **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: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008LN5
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; Moody's Long Rating: NR; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 MORT | 2054-08-01      | N/A      | N/A     | $1946348.00        | $1795910.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1068810.00        | $1126405.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $55000.00          | $32276.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $78806530.00       | $20850444.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $20077245.00       | $17341608.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $87310942.00       | $85830803.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $8089405.00        | $7083553.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $33000.00          | $25134.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $651226.00         | $68265.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $334220.00         | $26099.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $1000000.00        | $996833.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $201000.00         | $183168.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $224000.00         | $1486.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1125000.00        | $723456.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $12000.00          | $5193.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $136000.00         | $98954.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $2775420.00        | $2786235.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $21000.00          | $4134.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $25000.00          | $504.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $881420.00         | $630293.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $50000.00          | $31165.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1015803.00        | $1019772.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $642000.00         | $420984.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $12884644.00       | $10415966.02       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $160000.00         | $125881.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $68682035.00       | $1959382.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $75000.00          | $66854.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $51692121.00       | $42856606.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $350432.00         | $235917.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $10379000.00       | $10089379.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $200000.00         | $12323.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $2053294.00        | $1555147.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $1387917.00        | $111267.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $630000.00         | $2219.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $664900.00         | $601051.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $109000.00         | $8194.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $8194162.00        | $4990039.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1048404.00        | $1043802.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $50000.00          | $13729.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2721144.00        | $2837579.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-08-01      | N/A      | N/A     | $794000.00         | $19690.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $1160400.00        | $1155366.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $10213505.00       | $10522344.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $1933000.00        | $1066511.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $9072465.00        | $9198895.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $565000.00         | $992.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $210000.00         | $1555.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | N/A      | N/A     | $1088442.00        | $874134.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $1136000.00        | $209757.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $77916051.00       | $64750238.02       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $23000.00          | $2266.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2056859.00        | $2055034.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $3000.00           | $1564.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $1048224.00        | $361140.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $2292700.00        | $2096738.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $4386000.00        | $3357465.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2122599.00        | $2203944.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $175000.00         | $19065.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $3844000.00        | $3105385.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $1494514.00        | $1042125.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $16389357.00       | $4327719.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $11000000.00       | $9020642.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $31427893.00       | $23322744.96       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $3071656.00        | $2842781.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $8000.00           | $3596.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $66750.00          | $12833.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $254575.00         | $213010.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $75000.00          | $3421.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $46210.00          | $37724.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $19105240.00       | $18127419.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $2311000.00        | $782663.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1030000.00        | $642311.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $5000.00           | $614.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $241396.00         | $122730.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $151439.00         | $12982.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $382647.00         | $141207.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $12500000.00       | $2596746.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $650615.00         | $474868.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $185000.00         | $969.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1360152.00        | $766389.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $3991297.00        | $3928372.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $22524521.00       | $13307266.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $24000.00          | $1444.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $5761818.00        | $4184122.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $283000.00         | $26821.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $28908112.00       | $25401752.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1079860.00        | $1136435.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $11415916.00       | $3828155.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $200000.00         | $150405.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $100000.00         | $65213.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $4289000.00        | $3552291.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $2173663.00        | $1581438.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $2230591.00        | $224382.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $854897.00         | $656609.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $2500000.00        | $1386397.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $1000000.00        | $175569.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $525000.00         | $391482.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $245000.00         | $2126.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $4819537.00        | $38980.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $150000.00         | $113083.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $125000.00         | $94919.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $1556000.00        | $834830.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $85254.00          | $6768.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1400000.00        | $1173677.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $71298.00          | $38440.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $10659621.00       | $10393188.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $271000.00         | $233779.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $5403476.00        | $4458883.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1045319.00        | $1093589.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $310321.00         | $3463.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $434050.00         | $43466.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $5069642.00        | $3189468.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $70000000.00       | $54722704.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $8844897.00        | $8906670.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $100000.00         | $67259.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $14412000.00       | $14065902.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2059-01-01      | N/A      | N/A     | $85000.00          | $30347.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $7604570.00        | $7083635.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $140000.00         | $78947.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $280000.00         | $43593.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $246600.00         | $82240.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $700000.00         | $668375.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | N/A      | N/A     | $1666708.00        | $1351999.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $121713.00         | $87340.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $26385218.00       | $27408841.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-08-01      | N/A      | N/A     | $2560000.00        | $776860.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $900000.00         | $746264.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $6447279.00        | $6675168.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $340000.00         | $52668.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $1550000.00        | $1325286.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $145000.00         | $109781.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $34853825.00       | $32085078.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $3800290.00        | $2206100.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $100000.00         | $80084.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $1521049.00        | $738391.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $3870000.00        | $3084361.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $100000.00         | $74195.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $2442825.00        | $376143.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $3695652.00        | $640007.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $1438390.00        | $153390.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $2380000.00        | $2305101.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $3500000.00        | $2162915.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $10241148.00       | $10368626.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $3792017.00        | $3281167.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $28058437.00       | $26003872.63       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $8229753.00        | $8261286.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $10345664.00       | $7664741.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $7087491.00        | $6920008.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $845000.00         | $758539.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $663628.00         | $552553.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $9052501.00        | $8559897.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $1172517.00        | $1183431.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $650000.00         | $15266.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $4025844.00        | $22514.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $7000.00           | $589.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1335732.00        | $1382313.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | N/A      | N/A     | $14000000.00       | $91106.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $6764649.00        | $5404218.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $664000.00         | $543956.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $6015000.00        | $91352.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $43048556.00       | $41585431.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $10000.00          | $8600.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $220892.00         | $56082.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $50606.00          | $2984.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $300000.00         | $244466.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $1245425.00        | $1279909.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $518554.00         | $430727.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $241000.00         | $85137.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $50000.00          | $32214.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $2319000.00        | $1232690.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $40215249.00       | $40477694.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $2707474.00        | $22508.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $460003.00         | $26705.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $5100000.00        | $146498.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $122815334.00      | $120254879.92      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1445665.00        | $1485052.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $5235592.00        | $4424835.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $289146.00         | $175362.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $922265.00         | $110498.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1271214.00        | $1232454.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $14000.00          | $8643.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $20035905.00       | $16306376.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $234000.00         | $3421.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $32000.00          | $646.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | N/A      | N/A     | $15000000.00       | $34604.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $8007798.00        | $1828279.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $25314191.00       | $19261319.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $543986.00         | $23617.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $25000.00          | $2502.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3125494.00        | $3254539.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $1710000.00        | $272108.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $2078291.00        | $2115732.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1501547.00        | $1494493.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $560000.00         | $348260.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $10000.00          | $5837.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | N/A      | N/A     | $795670.00         | $73225.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $190000.00         | $132024.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $9784320.00        | $9900481.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1441257.00        | $1505360.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2758088.00        | $2882270.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $136743.00         | $88136.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $2921180.00        | $1700964.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $28000.00          | $640.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $1036560.00        | $1064236.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $181171.00         | $103124.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $20000.00          | $8469.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $533143.00         | $256541.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $6080692.00        | $5640476.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $29458.00          | $20454.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $6000000.00        | $546909.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $15161450.00       | $14903095.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $9584569.00        | $8931685.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $780000.00         | $278268.38         | Agency Mortgage-Backed Securities |

### Security 86: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B57B8, C.4 - ISIN: US3130B57B88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499974000.00
- **C.18.a - Value (excl. sponsor support):** $499974000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $723422487.93
- **C.18.a - Value (excl. sponsor support):** $723422487.93
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5PJ1, C.4 - ISIN: US3130B5PJ10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $799988184.00
- **C.18.a - Value (excl. sponsor support):** $799988184.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Fitch Long Rating: NR; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **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: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25T41
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Short Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Fitch Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 M | 2064-12-15      | N/A      | N/A     | $1050000.00        | $1097442.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $58936576.00       | $33053735.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-16      | N/A      | N/A     | $117129472.00      | $85640560.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-08-20      | N/A      | N/A     | $241150.00         | $224714.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | N/A      | N/A     | $1574004.00        | $189267.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $580381.00         | $608223.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | N/A      | N/A     | $16673472.00       | $15163283.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $14853280.00       | $11227563.79       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $25000000.00       | $23122797.99       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-09-20      | N/A      | N/A     | $127723776.00      | $121734280.14      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-06-16      | N/A      | N/A     | $112272512.00      | $103061354.67      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1066416.00        | $1120044.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $7886440.00        | $7376517.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | N/A      | N/A     | $19681088.00       | $17699541.04       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-20      | N/A      | N/A     | $135000.00         | $190475.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4513496.00        | $4644754.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-15      | N/A      | N/A     | $135000.00         | $16341.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $200000.00         | $163790.20         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1300000.00        | $981667.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-04-15      | N/A      | N/A     | $9950750.00        | $10371077.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $850000.00         | $488537.38         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-08-15      | N/A      | N/A     | $9264240.00        | $8296930.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $72388096.00       | $46084505.67       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-16      | N/A      | N/A     | $30405000.00       | $8497235.27        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-11-16      | N/A      | N/A     | $20000000.00       | $1257411.58        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1079468.00        | $1124213.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $5074736.00        | $2337200.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | N/A      | N/A     | $75000.00          | $9027.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $111000.00         | $26848.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2061-09-01      | N/A      | N/A     | $100000.00         | $65357.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $2900000.00        | $3099634.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-07-16      | N/A      | N/A     | $107548000.00      | $96203481.11       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-07-15      | N/A      | N/A     | $18407020.00       | $17501983.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1366170.00        | $1258159.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-20      | N/A      | N/A     | $7595008.00        | $6107322.64        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1577542.00        | $1644331.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $4159800.00        | $3145073.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | N/A      | N/A     | $1105000.00        | $6674.17           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $517651.00         | $541984.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-06-01      | N/A      | N/A     | $3053072.00        | $2421172.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | N/A      | N/A     | $122000.00         | $34641.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $9208448.00        | $8790704.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-25      | N/A      | N/A     | $12088860.00       | $10931746.51       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-20      | N/A      | N/A     | $11378928.00       | $863891.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-04-15      | N/A      | N/A     | $1600000.00        | $1288368.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-12-20      | N/A      | N/A     | $31000000.00       | $1678378.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-03-15      | N/A      | N/A     | $4284000.00        | $2901692.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $138973.00         | $17924.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-25      | N/A      | N/A     | $315000.00         | $71984.57          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $918368.00         | $912369.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2060-01-01      | N/A      | N/A     | $75886336.00       | $56335721.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $8961260.00        | $8786340.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-20      | N/A      | N/A     | $2805000.00        | $135131.90         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-06-15      | N/A      | N/A     | $1664286.00        | $1363236.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $11949408.00       | $10083989.95       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $9285712.00        | $9262939.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $289167.00         | $9708.53           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-16      | N/A      | N/A     | $6223184.00        | $4859772.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $2324024.00        | $2365464.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | N/A      | N/A     | $9679440.00        | $8056574.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-15      | N/A      | N/A     | $351688.00         | $367578.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | N/A      | N/A     | $6043520.00        | $5486099.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | N/A      | N/A     | $1225000.00        | $127008.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $110098944.00      | $44151558.37       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | N/A      | N/A     | $3937272.00        | $513960.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $9210784.00        | $7664314.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | N/A      | N/A     | $6060160.00        | $5161165.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $7653072.00        | $4407989.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $8101296.00        | $8340490.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $8111856.00        | $6051545.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-01-15      | N/A      | N/A     | $3000000.00        | $1859583.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $120154.00         | $15229.08          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-09-16      | N/A      | N/A     | $7190000.00        | $26771.64          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-08-20      | N/A      | N/A     | $4996000.00        | $629748.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1036330.00        | $1068542.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $29137568.00       | $11947157.04       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $2045000.00        | $1323995.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $4044424.00        | $3640293.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $20822624.00       | $20850899.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $14637888.00       | $14964045.46       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | N/A      | N/A     | $7184088.00        | $6528512.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-20      | N/A      | N/A     | $165123.00         | $147383.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $25298240.00       | $1246965.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1015930.00        | $938060.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-15      | N/A      | N/A     | $324000.00         | $451857.10         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-02-15      | N/A      | N/A     | $2665290.00        | $2386958.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4000000.00        | $4010532.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $178207000.00      | $87656239.62       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | N/A      | N/A     | $78536064.00       | $9856288.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $6707750.00        | $5418678.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-12-16      | N/A      | N/A     | $145044.00         | $91757.00          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-01-01      | N/A      | N/A     | $29077440.00       | $5171211.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1845000.00        | $1383667.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $5477952.00        | $4862269.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $3315040.00        | $137504.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-01-01      | N/A      | N/A     | $1531606.00        | $421387.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $1261642.00        | $1017412.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $14434112.00       | $10161557.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $1200000.00        | $9703.30           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | N/A      | N/A     | $5191160.00        | $4486748.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $50000000.00       | $577071.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $9476450.00        | $7889734.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-15      | N/A      | N/A     | $9014320.00        | $316643.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $154000.00         | $30425.63          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2062-03-01      | N/A      | N/A     | $194256.00         | $144603.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $50000000.00       | $50034041.40       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-03-20      | N/A      | N/A     | $8122.00           | $6788.04           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $1144250.00        | $811170.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $27000.00          | $21743.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | N/A      | N/A     | $18721024.00       | $17457961.89       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-06-15      | N/A      | N/A     | $11000000.00       | $56019.78          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-06-20      | N/A      | N/A     | $10000000.00       | $11148149.05       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-09-25      | N/A      | N/A     | $8617500.00        | $1245998.14        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-05-20      | N/A      | N/A     | $5000000.00        | $259658.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $61052864.00       | $61168535.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $1764992.00        | $1745052.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-12-25      | N/A      | N/A     | $920000.00         | $918117.45         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $500000.00         | $158054.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-25      | N/A      | N/A     | $400000.00         | $15189.75          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $5432512.00        | $4940218.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $259000.00         | $32438.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-06-01      | N/A      | N/A     | $102000.00         | $21775.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-09-16      | N/A      | N/A     | $2696904.00        | $2087406.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1511078.00        | $1541857.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-15      | N/A      | N/A     | $26641088.00       | $23539676.92       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1258002.00        | $1284994.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-15      | N/A      | N/A     | $4886400.00        | $5018087.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $20395616.00       | $19155173.66       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $384500.00         | $387895.13         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $4367752.00        | $3098356.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $1199880.00        | $11838.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | N/A      | N/A     | $2393764.00        | $2053196.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-25      | N/A      | N/A     | $29553300.00       | $26769668.39       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $123027000.00      | $78355199.50       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $29206528.00       | $22528488.82       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-02-16      | N/A      | N/A     | $200000.00         | $107278.78         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $32534016.00       | $34381301.04       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $1313278.00        | $1217098.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $1621094.00        | $257781.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $11437568.00       | $9736565.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | N/A      | N/A     | $3129060.00        | $2842054.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | N/A      | N/A     | $1085210.00        | $118592.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $35653376.00       | $22346023.84       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-25      | N/A      | N/A     | $1200000.00        | $56682.46          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $273156.00         | $245695.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | N/A      | N/A     | $487958.00         | $59945.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | N/A      | N/A     | $1869000.00        | $281277.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-15      | N/A      | N/A     | $2030000.00        | $115673.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $9178304.00        | $7585152.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | N/A      | N/A     | $14000000.00       | $2169467.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-12-20      | N/A      | N/A     | $3237000.00        | $924304.34         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-15      | N/A      | N/A     | $554600.00         | $483192.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-25      | N/A      | N/A     | $22293888.00       | $21137394.76       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $8172112.00        | $8487059.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $331000.00         | $242122.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $24692864.00       | $1205129.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $6976360.00        | $6417014.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1066650.00        | $868070.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | N/A      | N/A     | $15483408.00       | $13101947.93       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-09-01      | N/A      | N/A     | $5561520.00        | $4259418.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-15      | N/A      | N/A     | $472000.00         | $584413.41         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-12-20      | N/A      | N/A     | $16866496.00       | $13828886.12       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $30013664.00       | $17731779.20       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $900000.00         | $15359.15          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $39910000.00       | $25148092.46       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | N/A      | N/A     | $22824240.00       | $4598206.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $4094432.00        | $4257977.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3276496.00        | $2921279.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $217871.00         | $216436.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | N/A      | N/A     | $3060160.00        | $2456405.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $4728160.00        | $2908952.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | N/A      | N/A     | $7010179.00        | $5949165.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $2583488.00        | $2182968.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $20000000.00       | $14195399.12       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $4929760.00        | $5105980.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | N/A      | N/A     | $43388480.00       | $34000064.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $8083184.00        | $6364321.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $276676.00         | $210749.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1138278.00        | $897975.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-07-15      | N/A      | N/A     | $875000.00         | $801775.29         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-04-15      | N/A      | N/A     | $5495420.00        | $5776571.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $190524.00         | $192425.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $4698168.00        | $152188.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-11-15      | N/A      | N/A     | $3574320.00        | $3149963.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $129224320.00      | $128992991.22      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $1000000.00        | $753728.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-03-20      | N/A      | N/A     | $2303000.00        | $3391122.64        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-07-16      | N/A      | N/A     | $12545040.00       | $9709785.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $30000000.00       | $30054781.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-08-15      | N/A      | N/A     | $9455376.00        | $8566685.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $111122048.00      | $109841563.01      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1318610.00        | $1374653.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $2014256.00        | $663879.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $5032624.00        | $5144909.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-15      | N/A      | N/A     | $784800.00         | $703529.64         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $100000000.00      | $99798904.55       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $89004544.00       | $53126780.88       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $31000.00          | $25206.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-12-16      | N/A      | N/A     | $740000.00         | $254223.57         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $981401.00         | $13652.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-01-01      | N/A      | N/A     | $1706544.00        | $501080.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-05-15      | N/A      | N/A     | $6848720.00        | $5909184.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $4369464.00        | $3400730.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-15      | N/A      | N/A     | $50203.00          | $10658.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $80000000.00       | $6101197.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | N/A      | N/A     | $6648600.00        | $5908692.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-04-15      | N/A      | N/A     | $1600000.00        | $600885.52         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1262062.00        | $1286415.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | N/A      | N/A     | $7000000.00        | $1800093.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-11-15      | N/A      | N/A     | $5125336.00        | $4164922.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $100564000.00      | $102594640.43      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $5100000.00        | $3275199.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $7187872.00        | $5996980.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-09-16      | N/A      | N/A     | $251256.00         | $130160.13         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $1780032.00        | $1739861.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-16      | N/A      | N/A     | $23822000.00       | $21188119.29       | Agency Collateralized Mortgage Obligation |

### Security 90: UBS SECURITIES LLC (REPO)

- **C.1 - Title:** UBS SECURITIES LLC (REPO)
- **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: N/A, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 0UBS18KW1
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1; Fitch Short Rating: NR; Moody's Long Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 M | 2039-04-20      | N/A      | N/A     | $66666.00          | $1473.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $25360.00          | $1.90              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | N/A      | N/A     | $25000.00          | $58.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | N/A      | N/A     | $25000.00          | $1.29              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-15      | N/A      | N/A     | $25000.00          | $22.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $26518.00          | $51.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | N/A      | N/A     | $11667.00          | $68.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | N/A      | N/A     | $108000.00         | $19.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | N/A      | N/A     | $175000.00         | $108.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $50065.00          | $651.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $25000.00          | $288.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $25479.00          | $486.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | N/A      | N/A     | $48651.00          | $1920.58           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $7245.00           | $90.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | N/A      | N/A     | $69350.00          | $18.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $1000.00           | $39.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-15      | N/A      | N/A     | $30117.00          | $318.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $62494.00          | $448.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $1000.00           | $116.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | N/A      | N/A     | $125000.00         | $403.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $10000.00          | $284.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $8667.00           | $131.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $133333.00         | $1544.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $625000.00         | $406.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $25000.00          | $176.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | N/A      | N/A     | $25000.00          | $477.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $34000.00          | $153.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | N/A      | N/A     | $74000.00          | $1132.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | N/A      | N/A     | $25000.00          | $0.98              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | N/A      | N/A     | $28000.00          | $294.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $71000.00          | $973.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $27000.00          | $353.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | N/A      | N/A     | $85000.00          | $1307.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $40048.00          | $178.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | N/A      | N/A     | $25360.00          | $199.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | N/A      | N/A     | $75000.00          | $660.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $4000.00           | $39.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $26500.00          | $344.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $15000.00          | $927.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | N/A      | N/A     | $82271.00          | $7949.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | N/A      | N/A     | $30084.00          | $508.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $25068.00          | $51.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | N/A      | N/A     | $29741.00          | $0.52              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $25000.00          | $290.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $31500.00          | $311.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | N/A      | N/A     | $25000.00          | $209.49            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $101614300.00      | $99129322.29       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $25224.00          | $99.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $31667.00          | $354.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $60000.00          | $41.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $25000.00          | $345.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | N/A      | N/A     | $1050000.00        | $99.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $35000.00          | $353.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | N/A      | N/A     | $25000.00          | $78.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $40000.00          | $257.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $25000.00          | $273.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $10000.00          | $209.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $2000.00           | $24.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $25000.00          | $80.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $37500.00          | $33.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $16667.00          | $251.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $43000.00          | $383.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $30000.00          | $8.99              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $50000.00          | $283.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | N/A      | N/A     | $25000.00          | $532.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $41333.00          | $311.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $50000.00          | $593.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $31384.00          | $38.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | N/A      | N/A     | $70000.00          | $828.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $500000.00         | $290.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-15      | N/A      | N/A     | $17500.00          | $92.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $25581.00          | $97.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $35000.00          | $354.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | N/A      | N/A     | $95000.00          | $63.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | N/A      | N/A     | $20000.00          | $4158.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | N/A      | N/A     | $30000.00          | $39.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $50000.00          | $51.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $17500.00          | $234.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | N/A      | N/A     | $42350.00          | $25.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $25652.00          | $596.71            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2030-02-28      | N/A      | N/A     | $98500800.00       | $99951216.10       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2026-09-20      | N/A      | N/A     | $25000.00          | $1.98              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | N/A      | N/A     | $35000.00          | $340.63            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2029-01-15      | N/A      | N/A     | $3088400.00        | $4877739.96        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $15000.00          | $171.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | N/A      | N/A     | $40049.00          | $2103.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | N/A      | N/A     | $73334.00          | $1072.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | N/A      | N/A     | $39000.00          | $385.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $25000.00          | $2.65              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $5000.00           | $66.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | N/A      | N/A     | $50005.00          | $358.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $25000.00          | $5.62              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $29750.00          | $41.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $70000.00          | $72.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | N/A      | N/A     | $8637.00           | $83.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $100000.00         | $44.99             | Agency Mortgage-Backed Securities  |

### Security 91: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UC8, C.4 - ISIN: US313385UC87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $196692500.00
- **C.18.a - Value (excl. sponsor support):** $196692500.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1285034110.79
- **C.18.a - Value (excl. sponsor support):** $1285034110.79
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: NORINCHUKIN BANK NEW YORK BRANCH (REPO)

- **C.1 - Title:** NORINCHUKIN BANK NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493007VSMFZCPV1NB83, C.5 - Other ID: 0QP001SL8
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: A; Fitch Long Rating: NR; Moody's Long Rating: A1; Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-11-30      | N/A      | N/A     | $297567800.00      | $306000065.00      | U.S. Treasuries (including strips) |

### Security 94: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2V28, C.4 - ISIN: US3130B2V288, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000004480.00
- **C.18.a - Value (excl. sponsor support):** $1000004480.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Short Rating: P-1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **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: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG15YV1
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Fitch Long Rating: A+; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1; Fitch Short Rating: F1; Standard & Poor's Short Rating: A-1; Moody's Long Rating: A1
- **Characteristics:** C.9 Eligible 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $18650383.00       | $6676128.40        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $8916300.00        | $4357707.88        | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2047-09-15      | N/A      | N/A     | $85000.00          | $26518.30          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2026-05-28      | N/A      | N/A     | $480000.00         | $490371.47         | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2045-09-15      | N/A      | N/A     | $85000.00          | $29518.80          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $1544500.00        | $449344.47         | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2065-09-15      | N/A      | N/A     | $85000.00          | $10216.66          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2050-05-15      | N/A      | N/A     | $16555603.05       | $4941830.95        | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2043-03-15      | N/A      | N/A     | $85000.00          | $33889.50          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2049-03-15      | N/A      | N/A     | $85000.00          | $24400.10          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-02-02      | N/A      | N/A     | $25000.00          | $25187.77          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2028-02-15      | N/A      | N/A     | $40000.00          | $40351.02          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $31150200.00       | $11535760.12       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $408903.98         | $141096.00         | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2038-09-15      | N/A      | N/A     | $85000.00          | $45713.00          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $3611693.69        | $2180502.28        | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN MOR | 2029-09-15      | N/A      | N/A     | $1000.00           | $1113.75           | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $45134000.00       | $11166557.81       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2051-05-15      | N/A      | N/A     | $920800.00         | $261773.31         | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2042-09-15      | N/A      | N/A     | $85000.00          | $34861.05          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2047-03-15      | N/A      | N/A     | $85000.00          | $27331.75          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MOR | 2032-07-15      | N/A      | N/A     | $1000.00           | $1147.24           | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2035-11-15      | N/A      | N/A     | $6880970.75        | $4433863.60        | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN BAN | 2034-03-10      | N/A      | N/A     | $22920000.00       | $23814014.97       | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2053-09-15      | N/A      | N/A     | $85000.00          | $18828.35          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2027-03-12      | N/A      | N/A     | $4590000.00        | $4460757.08        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2025-10-27      | N/A      | N/A     | $39000.00          | $39320.88          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2062-03-15      | N/A      | N/A     | $85000.00          | $12299.93          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2050-03-15      | N/A      | N/A     | $85000.00          | $22963.60          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2026-11-13      | N/A      | N/A     | $45000.00          | $45314.95          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2055-08-15      | N/A      | N/A     | $17784000.00       | $4317830.71        | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN BAN | 2030-09-13      | N/A      | N/A     | $15000.00          | $15524.07          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2026-05-08      | N/A      | N/A     | $4000.00           | $4095.68           | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2030-05-01      | N/A      | N/A     | $2000.00           | $2337.81           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2032-09-29      | N/A      | N/A     | $4341000.00        | $4330756.45        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2026-04-21      | N/A      | N/A     | $39000.00          | $39361.24          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $21518751.00       | $10378536.64       | U.S. Treasuries (including strips)  |
| FEDERAL NATIONAL MORT | 2038-08-06      | N/A      | N/A     | $2000.00           | $1098.34           | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $6205481.58        | $3122046.04        | U.S. Treasuries (including strips)  |
| FEDERAL FARM CREDIT B | 2028-03-20      | N/A      | N/A     | $30000.00          | $30408.92          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2046-11-15      | N/A      | N/A     | $19878126.11       | $7025685.14        | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2061-09-15      | N/A      | N/A     | $85000.00          | $12630.41          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $6185300.00        | $1740036.23        | U.S. Treasuries (including strips)  |
| FEDERAL FARM CREDIT B | 2026-02-09      | N/A      | N/A     | $45000.00          | $45298.29          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2026-04-24      | N/A      | N/A     | $25000.00          | $25661.05          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $14632733.00       | $4639351.90        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2047-11-15      | N/A      | N/A     | $26025000.00       | $8765506.28        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $55819767.00       | $15390179.60       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $31114500.00       | $10223197.92       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $30604499.68       | $8181133.65        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $7412267.00        | $3271152.02        | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN BAN | 2033-10-24      | N/A      | N/A     | $755000.00         | $742298.38         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2026-03-18      | N/A      | N/A     | $45000.00          | $45084.39          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $58210831.34       | $22131758.08       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $57755000.00       | $14641932.09       | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN MOR | 2040-07-13      | N/A      | N/A     | $19658000.00       | $13918111.91       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2026-07-15      | N/A      | N/A     | $39000.00          | $39399.90          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2053-03-15      | N/A      | N/A     | $85000.00          | $19341.75          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2038-06-15      | N/A      | N/A     | $32000.00          | $35099.19          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2063-09-15      | N/A      | N/A     | $85000.00          | $11359.66          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2042-06-30      | N/A      | N/A     | $10000.00          | $9701.74           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2042-02-03      | N/A      | N/A     | $1620000.00        | $1244353.05        | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $25652289.00       | $7737166.45        | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2048-09-15      | N/A      | N/A     | $85000.00          | $25163.15          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2025-11-03      | N/A      | N/A     | $22000.00          | $22161.91          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2046-09-15      | N/A      | N/A     | $85000.00          | $28061.05          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2033-09-12      | N/A      | N/A     | $11454000.00       | $11439968.85       | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $23329799.36       | $12074874.24       | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2039-09-15      | N/A      | N/A     | $85000.00          | $43906.58          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2043-09-15      | N/A      | N/A     | $85000.00          | $32938.35          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $2509000.00        | $978279.17         | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2058-09-15      | N/A      | N/A     | $85000.00          | $14400.70          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2039-03-15      | N/A      | N/A     | $85000.00          | $44644.55          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $8583296.00        | $5456375.52        | U.S. Treasuries (including strips)  |
| FEDERAL FARM CREDIT B | 2026-04-21      | N/A      | N/A     | $25000.00          | $25752.65          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORT | 2030-11-15      | N/A      | N/A     | $165000.00         | $190537.83         | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2037-11-15      | N/A      | N/A     | $31734100.00       | $18390926.44       | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN BAN | 2026-06-12      | N/A      | N/A     | $25000.00          | $24950.28          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $2178474.00        | $1144692.23        | U.S. Treasuries (including strips)  |
| FEDERAL NATIONAL MORT | 2027-11-05      | N/A      | N/A     | $14560000.00       | $14698833.64       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MOR | 2031-03-15      | N/A      | N/A     | $4510000.00        | $5160889.96        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORT | 2030-08-05      | N/A      | N/A     | $15000.00          | $13113.40          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2037-01-05      | N/A      | N/A     | $1000.00           | $834.94            | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2046-04-13      | N/A      | N/A     | $32000.00          | $21470.53          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2059-03-15      | N/A      | N/A     | $85000.00          | $14082.80          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2054-09-15      | N/A      | N/A     | $85000.00          | $17854.25          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2025-12-01      | N/A      | N/A     | $27000.00          | $27104.10          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $69609514.00       | $23167160.01       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $26835350.00       | $7903976.65        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $1407949.00        | $563359.82         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $11531732.70       | $5882775.06        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $18968597.06       | $11303481.83       | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2040-03-15      | N/A      | N/A     | $85000.00          | $39999.73          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2028-06-30      | N/A      | N/A     | $70000.00          | $71345.26          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2052-09-15      | N/A      | N/A     | $85000.00          | $19866.20          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2027-06-09      | N/A      | N/A     | $21000.00          | $21055.83          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORT | 2029-05-15      | N/A      | N/A     | $7525000.00        | $8345808.19        | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2038-11-15      | N/A      | N/A     | $4988899.46        | $2736905.25        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $17053262.99       | $9221978.29        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $28315333.00       | $12137197.60       | U.S. Treasuries (including strips)  |
| FEDERAL FARM CREDIT B | 2029-07-30      | N/A      | N/A     | $5000.00           | $4534.68           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2036-01-25      | N/A      | N/A     | $3000.00           | $2324.65           | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $13946200.00       | $3887503.25        | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN BAN | 2026-10-09      | N/A      | N/A     | $190000.00         | $194167.46         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORT | 2030-01-15      | N/A      | N/A     | $2000.00           | $2295.81           | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2049-05-15      | N/A      | N/A     | $32808800.00       | $10264069.04       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $4591367.00        | $1662960.99        | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2040-09-15      | N/A      | N/A     | $85000.00          | $38970.55          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $32354400.00       | $12452949.72       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $51240392.66       | $23994492.39       | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN BAN | 2026-03-20      | N/A      | N/A     | $22275000.00       | $21876901.20       | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2049-09-15      | N/A      | N/A     | $85000.00          | $23752.40          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $21427581.00       | $9897785.36        | U.S. Treasuries (including strips)  |
| FEDERAL FARM CREDIT B | 2027-04-21      | N/A      | N/A     | $10000.00          | $10086.83          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2041-03-15      | N/A      | N/A     | $83000.00          | $37071.95          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $24817700.00       | $7674476.64        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2055-05-15      | N/A      | N/A     | $18227000.00       | $4475931.48        | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2065-03-15      | N/A      | N/A     | $85000.00          | $10491.13          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2062-09-15      | N/A      | N/A     | $85000.00          | $11978.20          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-03-25      | N/A      | N/A     | $1059000.00        | $1039547.23        | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $32984267.00       | $13740388.04       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $53856667.00       | $18805401.70       | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2044-03-15      | N/A      | N/A     | $85000.00          | $32021.20          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2060-09-15      | N/A      | N/A     | $85000.00          | $13318.14          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2038-11-29      | N/A      | N/A     | $2000000.00        | $1883827.44        | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2051-09-15      | N/A      | N/A     | $85000.00          | $21128.45          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2063-03-15      | N/A      | N/A     | $85000.00          | $11664.81          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORT | 2037-07-15      | N/A      | N/A     | $5614000.00        | $3250258.98        | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2031-09-15      | N/A      | N/A     | $19000.00          | $14770.58          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $54492367.00       | $21493369.82       | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2057-09-15      | N/A      | N/A     | $85000.00          | $15164.85          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2055-09-15      | N/A      | N/A     | $85000.00          | $16943.90          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2046-03-15      | N/A      | N/A     | $85000.00          | $28759.75          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2049-11-15      | N/A      | N/A     | $2668200.00        | $814430.70         | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2065-09-15      | N/A      | N/A     | $84000.00          | $10096.46          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-06-12      | N/A      | N/A     | $55000.00          | $56646.43          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2056-09-15      | N/A      | N/A     | $85000.00          | $16013.15          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2032-09-30      | N/A      | N/A     | $4165000.00        | $4145728.55        | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $34284500.00       | $9350274.55        | U.S. Treasuries (including strips)  |
| FEDERAL FARM CREDIT B | 2040-10-01      | N/A      | N/A     | $3300000.00        | $2646748.96        | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2039-05-15      | N/A      | N/A     | $36044791.00       | $19214937.41       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2038-05-15      | N/A      | N/A     | $33394798.00       | $18825649.48       | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2050-09-15      | N/A      | N/A     | $85000.00          | $22349.90          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $43144500.00       | $15799861.06       | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN MOR | 2028-07-24      | N/A      | N/A     | $55220000.00       | $55621467.81       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORT | 2026-09-24      | N/A      | N/A     | $19000.00          | $18661.22          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2059-09-15      | N/A      | N/A     | $85000.00          | $14043.36          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $1576600.00        | $505625.08         | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN MOR | 2040-07-13      | N/A      | N/A     | $19029000.00       | $13666462.88       | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2036-11-15      | N/A      | N/A     | $1488205.00        | $909678.70         | U.S. Treasuries (including strips)  |
| FEDERAL FARM CREDIT B | 2026-01-02      | N/A      | N/A     | $1000.00           | $1011.20           | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2055-03-15      | N/A      | N/A     | $85000.00          | $17396.10          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2033-11-21      | N/A      | N/A     | $1000.00           | $975.05            | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2037-03-15      | N/A      | N/A     | $85000.00          | $49698.48          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2034-04-24      | N/A      | N/A     | $1000.00           | $933.50            | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2052-03-15      | N/A      | N/A     | $85000.00          | $20415.30          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2026-03-24      | N/A      | N/A     | $48000.00          | $48042.64          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $14911043.40       | $6680326.38        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $21708867.00       | $8136505.06        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $28610149.00       | $13620033.09       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2048-08-15      | N/A      | N/A     | $39608600.00       | $12857902.17       | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN MOR | 2032-07-15      | N/A      | N/A     | $44000.00          | $33242.31          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2041-09-15      | N/A      | N/A     | $83000.00          | $36029.47          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2045-03-15      | N/A      | N/A     | $85000.00          | $30297.40          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $4109389.90        | $1665548.05        | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2054-03-15      | N/A      | N/A     | $85000.00          | $18286.90          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2026-11-17      | N/A      | N/A     | $190000.00         | $195235.60         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2027-12-10      | N/A      | N/A     | $50000.00          | $49312.14          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BAN | 2025-11-14      | N/A      | N/A     | $1959000.00        | $1949373.47        | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2036-05-15      | N/A      | N/A     | $1552300.00        | $973892.84         | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN BAN | 2025-10-01      | N/A      | N/A     | $10569000.00       | $10566674.82       | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2038-03-15      | N/A      | N/A     | $85000.00          | $47208.15          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MOR | 2028-07-15      | N/A      | N/A     | $5000.00           | $4497.16           | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MOR | 2027-07-09      | N/A      | N/A     | $2000.00           | $2020.17           | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MOR | 2025-12-11      | N/A      | N/A     | $5500.00           | $5456.21           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2040-09-17      | N/A      | N/A     | $5626000.00        | $5617088.26        | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $71575000.00       | $18524826.77       | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2061-03-15      | N/A      | N/A     | $85000.00          | $12969.73          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2051-03-15      | N/A      | N/A     | $85000.00          | $21707.30          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2054-11-15      | N/A      | N/A     | $59318000.00       | $14835253.85       | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2060-03-15      | N/A      | N/A     | $85000.00          | $13675.91          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2042-03-15      | N/A      | N/A     | $85000.00          | $35869.15          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $38552000.00       | $9851963.60        | U.S. Treasuries (including strips)  |
| FEDERAL FARM CREDIT B | 2027-02-09      | N/A      | N/A     | $20000.00          | $19915.02          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $724176.99         | $208074.88         | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2037-09-15      | N/A      | N/A     | $85000.00          | $48438.10          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $871231900.00      | $1182729824.25     | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2038-08-15      | N/A      | N/A     | $1092731.00        | $608165.99         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $51142900.00       | $17421419.74       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $36325700.00       | $9815022.51        | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN MOR | 2038-11-15      | N/A      | N/A     | $15000.00          | $8150.22           | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2058-03-15      | N/A      | N/A     | $85000.00          | $14728.80          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2064-03-15      | N/A      | N/A     | $85000.00          | $11062.41          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2038-02-15      | N/A      | N/A     | $37605026.11       | $21480705.41       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2036-08-15      | N/A      | N/A     | $29973884.55       | $18562826.70       | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2048-03-15      | N/A      | N/A     | $85000.00          | $25245.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MOR | 2028-05-23      | N/A      | N/A     | $7000.00           | $7053.63           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT B | 2028-06-07      | N/A      | N/A     | $15000.00          | $15535.55          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2044-09-15      | N/A      | N/A     | $85000.00          | $31123.60          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2064-09-15      | N/A      | N/A     | $85000.00          | $10772.99          | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY AUTH | 2056-03-15      | N/A      | N/A     | $85000.00          | $16508.70          | Agency Debentures and Agency Strips |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $37187160.55       | $15707670.68       | U.S. Treasuries (including strips)  |
| TENNESSEE VALLEY AUTH | 2057-03-15      | N/A      | N/A     | $73000.00          | $13383.82          | Agency Debentures and Agency Strips |

### Security 96: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXNZ7, C.4 - ISIN: US3130AXNZ75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175017960.25
- **C.18.a - Value (excl. sponsor support):** $175017960.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285N6, C.4 - ISIN: US9128285N64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $631155885.50
- **C.18.a - Value (excl. sponsor support):** $631155885.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $2990730728.54
- **C.18.a - Value (excl. sponsor support):** $2990730728.54
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TT3, C.4 - ISIN: US313385TT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $289408087.50
- **C.18.a - Value (excl. sponsor support):** $289408087.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Long Rating: NR; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **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: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002CV1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Standard & Poor's Long Rating: AA-; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $14706826.00       | $13927612.17       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $99208.00          | $64118.60          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $812057.00         | $527877.68         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $1583828.00        | $615234.82         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $216016.00         | $94708.78          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $9040368.00        | $9017403.46        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $3024.47           | $1178.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | N/A      | N/A     | $2592600.00        | $2732614.11        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $74000.00          | $46668.51          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $200000.00         | $67799.51          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $148000.00         | $53786.74          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $300000.00         | $112689.21         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $909616.00         | $377964.12         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $108650726.00      | $9728842.18        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2031-02-28      | N/A      | N/A     | $185608900.00      | $190554281.91      | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $53591465.00       | $4140155.30        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $1500000.00        | $202920.26         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $227134.00         | $103447.79         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $60246912.00       | $10140573.36       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $56188352.00       | $9841987.69        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $709.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $134170613.00      | $10078434.87       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $663626.00         | $396972.63         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $63168448.00       | $10165315.99       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $216178.00         | $153537.26         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $13437681.00       | $13809065.66       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $70000.00          | $43652.27          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $500000.00         | $260311.94         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $109649.00         | $73182.74          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $12681451.00       | $10487978.16       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $400000.00         | $305185.70         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $201000.00         | $146512.47         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $100000.00         | $60279.69          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $70719769.00       | $29084735.80       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $1610354.00        | $533940.68         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $362632707.00      | $165390168.47      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $1567517.00        | $914637.50         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $8567767.00        | $8092428.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $874283.00         | $509573.47         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $28985499.00       | $27928058.89       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $430000.00         | $147325.91         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $11234204.00       | $10212037.67       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $200000.00         | $127029.54         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2027-03-15      | N/A      | N/A     | $209045600.00      | $211129167.95      | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $1066334.00        | $992841.34         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $74000.00          | $49191.19          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $9154997.00        | $9095910.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $189773.00         | $167890.92         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-07-01      | N/A      | N/A     | $51613760.00       | $17094379.69       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $165230.00         | $117980.18         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $28255709.00       | $24570429.20       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $50090560.00       | $9940214.62        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $100000.00         | $61754.84          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $45536.00          | $45954.55          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $14552656.00       | $13893073.45       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $433426.00         | $290879.12         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $12072576.00       | $11350695.92       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $100000.00         | $41201.76          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $100000.00         | $58693.84          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $53844736.00       | $11746162.14       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $11975849.00       | $11751640.20       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $7436632.00        | $7762732.42        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $7543760.00        | $7436079.98        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $13232473.00       | $10612471.42       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $2143232.00        | $835545.54         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $9958366.00        | $9671027.48        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $200000.00         | $138389.72         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $150000.00         | $47962.96          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $130000.00         | $88197.54          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $3341588.00        | $3067157.54        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $9699000.00        | $9509549.84        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $15632301.00       | $13825825.58       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $245000.00         | $99925.64          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $1612758.00        | $1542028.33        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $1095000.00        | $129313.46         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $649111.00         | $267862.12         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $1000.00           | $467.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $290000.00         | $175579.93         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1001986.00        | $993987.21         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $10256098.00       | $9522174.73        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $28924850.00       | $29072406.65       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $29901800.00       | $25510077.78       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $14000.00          | $6021.19           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $45000.00          | $26734.80          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $199815.00         | $205199.78         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1123215.00        | $885025.94         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $29972.00          | $25887.18          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1660405.00        | $1610121.37        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $14676452.00       | $14654851.17       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $65000.00          | $58303.17          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1195226.00        | $774451.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $955373.00         | $967539.08         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1762111.00        | $1363701.19        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $207000.00         | $137399.25         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $260000.00         | $157051.33         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $305000.00         | $189179.79         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $11736459.00       | $11572320.27       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2775444.00        | $2838928.99        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $500000.00         | $178129.55         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $1477010.00        | $267258.05         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $1346700.00        | $992384.58         | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $100000.00         | $67666.04          | Agency Mortgage-Backed Securities  |

### Security 101: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $934447587.64
- **C.18.a - Value (excl. sponsor support):** $934447587.64
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $912700386.00
- **C.18.a - Value (excl. sponsor support):** $912700386.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $2933710659.25
- **C.18.a - Value (excl. sponsor support):** $2933710659.25
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147626562.00
- **C.18.a - Value (excl. sponsor support):** $147626562.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $246233402.50
- **C.18.a - Value (excl. sponsor support):** $246233402.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXKT4, C.4 - ISIN: US3130AXKT43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000092510.00
- **C.18.a - Value (excl. sponsor support):** $1000092510.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5PM4, C.4 - ISIN: US3130B5PM49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $246942831.85
- **C.18.a - Value (excl. sponsor support):** $246942831.85
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Short Rating: P-1; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH32, C.4 - ISIN: US3133EPH329, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75020907.00
- **C.18.a - Value (excl. sponsor support):** $75020907.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3042531348.26
- **C.18.a - Value (excl. sponsor support):** $3042531348.26
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2200189068.00
- **C.18.a - Value (excl. sponsor support):** $2200189068.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3G64, C.4 - ISIN: US3130B3G642, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2000194700.00
- **C.18.a - Value (excl. sponsor support):** $2000194700.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **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: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25T25
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Fitch Long Rating: A+; Standard & Poor's Long Rating: A+; Moody's Long Rating: NR; Moody's Short Rating: NR; Fitch Short Rating: F1
- **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 M | 2055-09-20      | N/A      | N/A     | $4529616.00        | $4693548.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $12500000.00       | $12395333.33       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $708377.00         | $8274.92           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-20      | N/A      | N/A     | $1665084.00        | $161575.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $785148.00         | $821198.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | N/A      | N/A     | $1459000.00        | $407313.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-07-15      | N/A      | N/A     | $6241472.00        | $6593580.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-16      | N/A      | N/A     | $30262976.00       | $28026529.21       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $3757168.00        | $3686137.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $4825300.00        | $15656.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | N/A      | N/A     | $4613000.00        | $504110.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $701912.00         | $730290.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-02-16      | N/A      | N/A     | $25000000.00       | $19475998.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-01-16      | N/A      | N/A     | $210738.00         | $69927.17          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-04-15      | N/A      | N/A     | $90000.00          | $8567.44           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | N/A      | N/A     | $498000.00         | $53932.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2265176.00        | $2374613.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $5139648.00        | $5431477.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $325000.00         | $183379.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-16      | N/A      | N/A     | $250000.00         | $255860.43         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-06-20      | N/A      | N/A     | $13728432.00       | $1353137.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $7376432.00        | $4724290.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $31129856.00       | $28389414.21       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $1105644.00        | $959888.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5529256.00        | $5820461.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | N/A      | N/A     | $622000.00         | $41266.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $9095000.00        | $6811900.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $435822.00         | $319930.41         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $547094.00         | $33268.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-10-01      | N/A      | N/A     | $1087348.00        | $196514.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-15      | N/A      | N/A     | $1327180.00        | $830704.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | N/A      | N/A     | $1385702.00        | $146452.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $2534520.00        | $2633864.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-20      | N/A      | N/A     | $3000000.00        | $110385.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $4307020.00        | $4380491.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $19375000.00       | $18556157.85       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $4482152.00        | $4434564.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $3611000.00        | $16021.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1669194.00        | $1703579.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | N/A      | N/A     | $660000.00         | $84466.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-10-20      | N/A      | N/A     | $3000000.00        | $2177435.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $371389.00         | $350371.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-16      | N/A      | N/A     | $54488768.00       | $47225575.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-02-15      | N/A      | N/A     | $805500.00         | $818962.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $3050704.00        | $3165426.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-25      | N/A      | N/A     | $2521696.00        | $2075703.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $1850000.00        | $1366832.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $5601688.00        | $475159.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | N/A      | N/A     | $1803202.00        | $253723.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-15      | N/A      | N/A     | $5017.00           | $5398.79           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1113220.00        | $1143739.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1259382.00        | $1314484.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $4764360.00        | $4889355.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-11-15      | N/A      | N/A     | $18500000.00       | $17671941.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $26671.00          | $14183.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-06-20      | N/A      | N/A     | $663763.00         | $590234.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $815780.00         | $161659.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $10067360.00       | $14572.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | N/A      | N/A     | $5816472.00        | $417596.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-25      | N/A      | N/A     | $311255.00         | $119625.40         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-10-20      | N/A      | N/A     | $281000.00         | $76438.29          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $115583.00         | $116822.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2089052.00        | $2162395.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $16785504.00       | $12693369.79       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-09-16      | N/A      | N/A     | $8084368.00        | $6746659.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $5978000.00        | $283317.06         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $80000.00          | $46561.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2900528.00        | $2954943.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-15      | N/A      | N/A     | $625000.00         | $718248.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1055238.00        | $1116621.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | N/A      | N/A     | $16841000.00       | $9122557.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-01-20      | N/A      | N/A     | $17713952.00       | $239130.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-16      | N/A      | N/A     | $3650188.00        | $2595044.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-12-15      | N/A      | N/A     | $10570000.00       | $61442.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $19810432.00       | $6104116.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $900000.00         | $18205.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-16      | N/A      | N/A     | $520000.00         | $462509.03         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5227384.00        | $5406073.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $100000.00         | $79992.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $15169280.00       | $15385721.69       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-05-15      | N/A      | N/A     | $3129996.00        | $3281986.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $319937.00         | $232222.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $7847274.00        | $22626.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1401456.00        | $1462774.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-02-20      | N/A      | N/A     | $180000.00         | $26180.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-09-01      | N/A      | N/A     | $155000.00         | $29071.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2029596.00        | $2071340.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2361044.00        | $2446122.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $749752.00         | $593463.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | N/A      | N/A     | $2353000.00        | $2460238.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | N/A      | N/A     | $141693.00         | $240932.33         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2135484.00        | $2230765.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | N/A      | N/A     | $29996192.00       | $32912891.37       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2333740.00        | $2437867.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3308512.00        | $3424674.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | N/A      | N/A     | $2218000.00        | $2225894.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4429152.00        | $4536401.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-02-15      | N/A      | N/A     | $3756612.00        | $37145.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $985000.00         | $731523.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1417394.00        | $1447490.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1369464.00        | $1429077.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1439302.00        | $1486279.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $713000.00         | $693761.86         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1138364.00        | $1190280.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-11-20      | N/A      | N/A     | $4893344.00        | $617554.62         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $760137.00         | $17259.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1070692.00        | $964415.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $234000.00         | $81520.44          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $11000.00          | $10989.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-16      | N/A      | N/A     | $102208256.00      | $86480147.32       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $9309088.00        | $8040460.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $34000.00          | $27905.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-12-16      | N/A      | N/A     | $2000000.00        | $196400.68         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $33122.00          | $29707.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2533000.00        | $2631081.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $700694.00         | $730602.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | N/A      | N/A     | $3170000.00        | $184424.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | N/A      | N/A     | $625830.00         | $19224.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $261890.00         | $44148.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-16      | N/A      | N/A     | $22193568.00       | $16742495.32       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $23252160.00       | $17084415.17       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $501940.00         | $404963.02         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $15139000.00       | $14887083.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-05-15      | N/A      | N/A     | $14857000.00       | $567174.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1204948.00        | $1200092.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-06-15      | N/A      | N/A     | $15732944.00       | $15781272.98       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1044572.00        | $1098138.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2250776.00        | $2344388.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $17901980.00       | $4596611.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $25000000.00       | $23486956.98       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1506122.00        | $1532542.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-07-01      | N/A      | N/A     | $1495166.00        | $243618.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $151515.00         | $83265.72          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-15      | N/A      | N/A     | $3123028.00        | $2693349.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1798984.00        | $1867350.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $2156208.00        | $2079695.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | N/A      | N/A     | $1831678.00        | $1135309.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $109373.00         | $111387.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-11-15      | N/A      | N/A     | $797200.00         | $762909.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $7865536.00        | $8182362.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $42400000.00       | $2382447.20        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-06-20      | N/A      | N/A     | $1632332.00        | $176261.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-16      | N/A      | N/A     | $10855000.00       | $9709749.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $93000.00          | $44893.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | N/A      | N/A     | $185000.00         | $23307.02          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $6086424.00        | $438059.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-20      | N/A      | N/A     | $34000.00          | $14681.26          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-09-20      | N/A      | N/A     | $12108048.00       | $1117033.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-06-16      | N/A      | N/A     | $1223000.00        | $735634.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1858180.00        | $1922847.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $250000.00         | $97547.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $15313264.00       | $7216048.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-16      | N/A      | N/A     | $300000.00         | $265691.43         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1012874.00        | $1057191.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-02-20      | N/A      | N/A     | $1043672.00        | $350959.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $6580440.00        | $6846009.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1522548.00        | $1593366.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $464000.00         | $12181.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | N/A      | N/A     | $744551.00         | $627641.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-16      | N/A      | N/A     | $625000.00         | $361082.91         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-05-15      | N/A      | N/A     | $229286.00         | $70356.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $785068.00         | $818606.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-15      | N/A      | N/A     | $1131420.00        | $873893.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $113988960.00      | $67549848.88       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | N/A      | N/A     | $8581000.00        | $773000.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2017152.00        | $2101050.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1158092.00        | $1208335.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-15      | N/A      | N/A     | $22137472.00       | $19951192.17       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | N/A      | N/A     | $648045.00         | $122007.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-03-16      | N/A      | N/A     | $11780000.00       | $1779267.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $80000000.00       | $1539285.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-09-15      | N/A      | N/A     | $1075000.00        | $215736.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | N/A      | N/A     | $5539880.00        | $4724540.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $6027064.00        | $6295968.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $3868696.00        | $3914818.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $3525000.00        | $2112289.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $700083.00         | $162973.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2257064.00        | $2357765.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $30000000.00       | $23566613.34       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | N/A      | N/A     | $1898012.00        | $372988.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | N/A      | N/A     | $735000.00         | $7390.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $4626616.00        | $74490.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-16      | N/A      | N/A     | $467543.00         | $314975.04         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $3371672.00        | $3500222.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2134528.00        | $2209471.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $500000.00         | $500456.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $959901.00         | $998903.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-20      | N/A      | N/A     | $7457000.00        | $818915.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1514312.00        | $1568880.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | N/A      | N/A     | $2101088.00        | $392832.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $800252.00         | $825642.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-11-16      | N/A      | N/A     | $74929664.00       | $53350663.48       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-12-01      | N/A      | N/A     | $500000.00         | $15422.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-03-16      | N/A      | N/A     | $541311.00         | $186620.73         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-04-20      | N/A      | N/A     | $473697.00         | $342161.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $6883608.00        | $86091.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2083084.00        | $2166508.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-05-16      | N/A      | N/A     | $20000000.00       | $9481888.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $400000.00         | $59769.74          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1024366.00        | $1043585.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1044350.00        | $1098021.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-04-16      | N/A      | N/A     | $108087.00         | $47844.33          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $67863936.00       | $47838811.46       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1047496.00        | $1102383.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $979611.00         | $1014911.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-16      | N/A      | N/A     | $3013612.00        | $2226876.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1112712.00        | $1162356.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-25      | N/A      | N/A     | $827000.00         | $818710.53         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2059-06-15      | N/A      | N/A     | $4810664.00        | $5205924.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-07-16      | N/A      | N/A     | $4943000.00        | $3307294.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1236930.00        | $1280457.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $35000000.00       | $33884345.15       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $130632192.00      | $310180.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1340906.00        | $1332514.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1016226.00        | $1042830.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $906031.00         | $660791.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | N/A      | N/A     | $125000.00         | $109280.46         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $3256000.00        | $3186824.21        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $12472400.00       | $12250525.70       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $918000.00         | $124308.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $3187024.00        | $18147.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $50000000.00       | $49509503.27       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-10-15      | N/A      | N/A     | $2049528.00        | $1770633.62        | Agency Mortgage-Backed Securities         |

### Security 113: BANCO SANTANDER S.A. NEW YORK BRANCH (REPO)

- **C.1 - Title:** BANCO SANTANDER S.A. NEW YORK BRANCH (REPO)
- **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: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: OVU001D56
- **C.18 - Value (incl. sponsor support):** $1025000000.00
- **C.18.a - Value (excl. sponsor support):** $1025000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch Long Rating: A; Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Moody's Long Rating: A2; Fitch Short Rating: F1; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 M | 2042-08-20      | N/A      | N/A     | $1135884.00        | $149595.23         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1674750.00        | $1734048.43        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-09-20      | N/A      | N/A     | $1906000.00        | $180909.66         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $5522936.00        | $3700621.87        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5716876.00        | $5838881.75        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-09-20      | N/A      | N/A     | $1099002.00        | $85449.13          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2045-08-20      | N/A      | N/A     | $230384.00         | $16224.66          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $7757.00           | $7907.15           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-04-20      | N/A      | N/A     | $640000.00         | $51520.10          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $958039.00         | $1003057.36        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2042-07-15      | N/A      | N/A     | $1000.00           | $174.77            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $2546990.00        | $1818683.06        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2028-01-20      | N/A      | N/A     | $9606823.00        | $255214.43         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $25099221.00       | $17337842.93       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $39479568.00       | $27652721.66       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2046-04-20      | N/A      | N/A     | $288345.00         | $29824.86          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $520182.00         | $542941.70         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $79646992.00       | $77834568.32       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $7074192.00        | $5286613.41        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5048190.00        | $5176447.12        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2045-11-20      | N/A      | N/A     | $86000.00          | $10134.29          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2045-07-20      | N/A      | N/A     | $12830639.00       | $1417538.03        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2047-07-20      | N/A      | N/A     | $210914.00         | $25956.84          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $44195875.00       | $11055276.99       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $16898000.00       | $2593908.84        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $4421384.00        | $393048.05         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-07-20      | N/A      | N/A     | $1958491.00        | $178980.20         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2027-06-20      | N/A      | N/A     | $5606145.00        | $79186.63          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1401842.00        | $1449985.62        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $10000000.00       | $324413.54         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $80804519.00       | $65943495.95       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $3855175.00        | $2040000.11        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $14337.00          | $13695.35          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1157516.00        | $1198530.10        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $45683214.00       | $38213694.70       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $20494592.00       | $14655501.77       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-08-01      | N/A      | N/A     | $38588480.00       | $11392182.03       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-03-20      | N/A      | N/A     | $2226989.00        | $204111.72         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-12-20      | N/A      | N/A     | $221090126.00      | $15169337.52       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-01-20      | N/A      | N/A     | $4150977.00        | $594195.19         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2209134.00        | $2268609.04        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2043-02-15      | N/A      | N/A     | $9925447.00        | $1762810.01        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2049-01-20      | N/A      | N/A     | $6765174.00        | $446205.32         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $12265790.00       | $9347770.97        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $1140230.00        | $1175243.09        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $54901580.00       | $6633606.73        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $62713536.00       | $20306189.25       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1066478.00        | $1111940.18        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $26431552.00       | $9926808.50        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1801112.00        | $1432511.26        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-02-20      | N/A      | N/A     | $26475174.00       | $2672904.43        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-05-20      | N/A      | N/A     | $88000.00          | $13113.10          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2047-08-20      | N/A      | N/A     | $1118996.00        | $141050.03         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $2908791.00        | $2444864.56        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $10090420.00       | $10279742.07       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $50059473.00       | $43233064.19       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1028562.00        | $801715.74         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $8823.00           | $8906.85           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2037-09-20      | N/A      | N/A     | $43000.00          | $7301.86           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3312120.00        | $3467147.46        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $7092000.00        | $1425094.48        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $18198368.00       | $15387150.87       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2049-07-20      | N/A      | N/A     | $1414998.00        | $193727.92         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $61406690.00       | $10925826.82       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2049-07-20      | N/A      | N/A     | $40000.00          | $5018.14           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2029-02-20      | N/A      | N/A     | $2000000.00        | $61581.49          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $5182068.00        | $5400067.81        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $6672528.00        | $1075902.52        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2049-11-20      | N/A      | N/A     | $1490998.00        | $117797.40         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1183976.00        | $1228237.16        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2036-01-20      | N/A      | N/A     | $14000.00          | $5967.01           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2049-06-20      | N/A      | N/A     | $53000.00          | $5681.73           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $1207997.00        | $91066.25          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $52994178.00       | $40888673.90       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $968638.00         | $986812.12         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $6040.00           | $6157.85           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $65118976.00       | $15892642.96       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1586176.00        | $1626229.41        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1915820.00        | $1965317.22        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2958986.00        | $3084754.66        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2049-01-20      | N/A      | N/A     | $1695958.00        | $132123.19         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2041-03-15      | N/A      | N/A     | $176470.00         | $7436.20           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $28168118.00       | $8583328.27        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2028-04-20      | N/A      | N/A     | $4998999.00        | $166439.87         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $4247420.00        | $4361770.46        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $73496.00          | $65918.57          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $208000.00         | $18059.60          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2027-05-20      | N/A      | N/A     | $37109156.00       | $585962.88         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $3248148.00        | $979363.16         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1319630.00        | $1355116.61        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $60430720.00       | $12814348.13       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $1115524.00        | $1118732.44        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2043-03-20      | N/A      | N/A     | $6125.00           | $659.65            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1205756.00        | $1238180.39        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2016667.00        | $2075906.54        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1572157.00        | $1612468.44        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $270171.00         | $251466.63         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2042-09-20      | N/A      | N/A     | $677748.00         | $126793.08         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2223084.00        | $2270290.20        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $12765440.00       | $11429373.13       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $3254084.00        | $2390415.82        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2216750.00        | $2291510.63        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $10512243.00       | $5717965.93        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2018852.00        | $2091599.99        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $38725312.00       | $29797228.64       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-01-20      | N/A      | N/A     | $414459.00         | $383734.32         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2042-08-20      | N/A      | N/A     | $359345.00         | $22526.62          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $23931104.00       | $15777637.42       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1323945.00        | $1361874.76        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $10357992.00       | $8317989.29        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $83183785.00       | $63330590.69       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1987690.00        | $2039496.27        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2048-05-01      | N/A      | N/A     | $5238324.00        | $1203809.78        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1012188.00        | $1056382.49        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1619000.00        | $1388366.16        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $8569838.00        | $6224179.47        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2047-01-20      | N/A      | N/A     | $268103.00         | $37815.07          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1482243.00        | $1533993.21        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $44216448.00       | $40909849.40       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $5639486.00        | $5776627.06        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-09-15      | N/A      | N/A     | $6000.00           | $6141.74           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-02-25      | N/A      | N/A     | $182649870.00      | $113475439.82      | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL M | 2049-07-20      | N/A      | N/A     | $1993759.00        | $66204.37          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $24240736.00       | $12003716.45       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $592296.00         | $446968.09         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1881430.00        | $1402002.19        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $281831.00         | $255207.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $5046120.00        | $4070959.08        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $683986.00         | $720379.60         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1905098.00        | $1245945.66        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $70771593.00       | $70043788.82       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $5497352.00        | $5816303.48        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $2549868.00        | $1762849.15        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $340532.00         | $44200.44          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1131528.00        | $1172302.99        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-03-01      | N/A      | N/A     | $36134336.00       | $6183835.14        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2042-10-20      | N/A      | N/A     | $2096000.00        | $184522.97         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2036-01-20      | N/A      | N/A     | $428987.00         | $162520.10         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $25675000.00       | $17078240.53       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2043-02-20      | N/A      | N/A     | $292220.00         | $39229.21          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $107171762.00      | $27035111.21       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1123900.00        | $1065692.23        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $12850065.00       | $7872278.09        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $223850.00         | $211167.12         | Agency Mortgage-Backed Securities   |

### Security 114: UBS SECURITIES LLC (REPO)

- **C.1 - Title:** UBS SECURITIES LLC (REPO)
- **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: N/A, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 0UBS18KT8
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 MOR | 2028-09-01      | N/A      | N/A     | $445000.00         | $186.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $25000.00          | $14.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | N/A      | N/A     | $50000.00          | $65.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $35000.00          | $40.67             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-05-01      | N/A      | N/A     | $6000.00           | $0.37              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $40000.00          | $255.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $5000.00           | $18.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $36000.00          | $1157.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-20      | N/A      | N/A     | $76000.00          | $947.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | N/A      | N/A     | $25000.00          | $192.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $201000.00         | $202.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | N/A      | N/A     | $175000.00         | $91.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $2000.00           | $148.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | N/A      | N/A     | $12632.00          | $363.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $28000.00          | $52.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | N/A      | N/A     | $50000.00          | $23.26             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-02-01      | N/A      | N/A     | $7000.00           | $56.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $1000.00           | $241.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $15000.00          | $174.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $15000.00          | $6.79              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $165825.00         | $300.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $110000.00         | $1051.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | N/A      | N/A     | $90746.00          | $782.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $25000.00          | $87.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | N/A      | N/A     | $25000.00          | $479.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-03-01      | N/A      | N/A     | $27000.00          | $3473.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | N/A      | N/A     | $593661.00         | $351.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $5000.00           | $693.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $6000.00           | $65.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $85000.00          | $129.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | N/A      | N/A     | $399039.00         | $2125.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $62500.00          | $51.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $10000.00          | $19.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $2800.00           | $30.78             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-02-01      | N/A      | N/A     | $18334.00          | $212.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $51476.00          | $38.49             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $20000.00          | $40.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | N/A      | N/A     | $750064.00         | $857.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | N/A      | N/A     | $20000.00          | $334.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | N/A      | N/A     | $887787.00         | $719.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $143000.00         | $484.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $5535.00           | $9.02              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $145016.00         | $325.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $30000.00          | $702.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | N/A      | N/A     | $50000.00          | $119.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $15000.00          | $1479.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $1000.00           | $19.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $5000.00           | $66.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | N/A      | N/A     | $343500.00         | $728.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-20      | N/A      | N/A     | $406090.00         | $3011.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-15      | N/A      | N/A     | $645609.00         | $108.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $76000.00          | $91.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $2312.00           | $139.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | N/A      | N/A     | $25000.00          | $228.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | N/A      | N/A     | $2021.00           | $156.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $1000.00           | $13.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | N/A      | N/A     | $50000.00          | $2290.18           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | N/A      | N/A     | $13000.00          | $85.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | N/A      | N/A     | $25000.00          | $364.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $1000.00           | $100.22            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | N/A      | N/A     | $2000.00           | $261.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | N/A      | N/A     | $2750.00           | $1.46              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $4750.00           | $573.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $30000.00          | $97.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | N/A      | N/A     | $45626.00          | $513.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $39000.00          | $188.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $2896.00           | $1.37              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $100000.00         | $344.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $50000.00          | $8481.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $60000.00          | $240.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $25000.00          | $303.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $72000.00          | $1061.78           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | N/A      | N/A     | $5000.00           | $2.24              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $14000.00          | $121.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $205931.00         | $17.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $695268.00         | $1695.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $115100.00         | $1497.93           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $2500.00           | $2.67              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $229297.00         | $2185.73           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $4000.00           | $72.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $155000.00         | $317.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $5098.00           | $29.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | N/A      | N/A     | $391985.00         | $570.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-15      | N/A      | N/A     | $52728.00          | $1030.95           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $13000.00          | $7646.56           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $2000.00           | $50.21             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-03-01      | N/A      | N/A     | $13000.00          | $586.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $2000.00           | $16.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $34000.00          | $202.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $251000.00         | $182.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | N/A      | N/A     | $34319.00          | $301.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-07-20      | N/A      | N/A     | $7000.00           | $594.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $154000.00         | $257.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $5250.00           | $590.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $51000.00          | $116.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $5750.00           | $466.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | N/A      | N/A     | $10000.00          | $356.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-20      | N/A      | N/A     | $127500.00         | $24.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | N/A      | N/A     | $25000.00          | $10.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $31000.00          | $56.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $30000.00          | $21.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $70091.00          | $1085.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | N/A      | N/A     | $67919.00          | $367.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | N/A      | N/A     | $500484.00         | $432.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $1000.00           | $95.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $8000.00           | $58.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $50000.00          | $78.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-11-20      | N/A      | N/A     | $7000.00           | $179.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | N/A      | N/A     | $207000.00         | $2804.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $25188.00          | $628.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $84826.00          | $439.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $25000.00          | $393.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | N/A      | N/A     | $25000.00          | $53.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $97000.00          | $61.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $25000.00          | $561.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $2000.00           | $19.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | N/A      | N/A     | $37500.00          | $73.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $7750.00           | $809.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | N/A      | N/A     | $57000.00          | $163.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | N/A      | N/A     | $36000.00          | $787.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $3000.00           | $30.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $36435.00          | $318.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | N/A      | N/A     | $119000.00         | $125.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $51000.00          | $73.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | N/A      | N/A     | $952319.00         | $3249.58           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $58668.00          | $48.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $3000.00           | $176.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $68374.00          | $761.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-10-01      | N/A      | N/A     | $2006.00           | $147.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $4000.00           | $387.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $45000.00          | $5018.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $40000.00          | $44.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $30000.00          | $787.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-15      | N/A      | N/A     | $83807.00          | $1217.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | N/A      | N/A     | $42000.00          | $733.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $127001.00         | $61.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | N/A      | N/A     | $42711.00          | $33.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | N/A      | N/A     | $25000.00          | $93.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | N/A      | N/A     | $127000.00         | $1849.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | N/A      | N/A     | $116999.00         | $1274.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | N/A      | N/A     | $77000.00          | $568.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-09-15      | N/A      | N/A     | $16000.00          | $1446.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | N/A      | N/A     | $107500.00         | $203.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $225000.00         | $7669.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | N/A      | N/A     | $25000.00          | $74.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | N/A      | N/A     | $20000.00          | $1200.49           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $2000.00           | $269.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | N/A      | N/A     | $159000.00         | $1990.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | N/A      | N/A     | $120000.00         | $2149.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $132893.00         | $2120.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | N/A      | N/A     | $6000.00           | $22.36             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | N/A      | N/A     | $1000.00           | $156.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $19062.00          | $121.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | N/A      | N/A     | $50000.00          | $251.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $45000.00          | $710.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $145000.00         | $270.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $25226.00          | $162.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | N/A      | N/A     | $258000.00         | $320.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | N/A      | N/A     | $176850.00         | $19.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $2933.00           | $2.33              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $150000.00         | $61.28             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | N/A      | N/A     | $45000.00          | $17.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $49943.00          | $137.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $100000.00         | $147.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $60000.00          | $26.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-15      | N/A      | N/A     | $195043.00         | $2.43              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $35000.00          | $345.66            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $90000.00          | $9917.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | N/A      | N/A     | $78500.00          | $882.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $55000.00          | $1023.80           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-11-01      | N/A      | N/A     | $15000.00          | $3.36              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $2000.00           | $210.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | N/A      | N/A     | $439938.00         | $583.72            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-10-01      | N/A      | N/A     | $80000.00          | $920.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $2000.00           | $62.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | N/A      | N/A     | $106300.00         | $1743.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $465336.00         | $42.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | N/A      | N/A     | $50000.00          | $452.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $41000.00          | $1123.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $1000.00           | $51.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $15031.00          | $213.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $1000.00           | $312.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $8000.00           | $61.13             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $3000.00           | $83.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | N/A      | N/A     | $273051.00         | $3273.94           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | N/A      | N/A     | $24000.00          | $1417.08           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $38000.00          | $273.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $50000.00          | $129.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | N/A      | N/A     | $65000.00          | $43.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $84901.00          | $2043.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $29000.00          | $28.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | N/A      | N/A     | $119000.00         | $924.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $4000.00           | $231.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $25201.00          | $27.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $19000.00          | $74.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $4000.00           | $298.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $22000.00          | $1738.62           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | N/A      | N/A     | $15000.00          | $2.57              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $785000.00         | $314.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-20      | N/A      | N/A     | $133000.00         | $1462.83           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $1000.00           | $189.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $123334.00         | $69.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $60000.00          | $686.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $40000.00          | $346.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $1000.00           | $78.26             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $2666.00           | $218.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $7000.00           | $712.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $34000.00          | $220.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $53000.00          | $594.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-15      | N/A      | N/A     | $305165.00         | $10595.16          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-12-01      | N/A      | N/A     | $5000.00           | $36.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $3000.00           | $272.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-10-15      | N/A      | N/A     | $2000.00           | $0.06              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $14000.00          | $495.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-15      | N/A      | N/A     | $200000.00         | $131.77            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-10-15      | N/A      | N/A     | $25102.00          | $0.06              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $110682.00         | $655.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | N/A      | N/A     | $30000.00          | $201.92            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $1000.00           | $86.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $4000.00           | $566.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $3000.00           | $362.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $108000.00         | $342.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $16000.00          | $65.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $100100.00         | $129.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $48334.00          | $293.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-11-20      | N/A      | N/A     | $442300.00         | $1.83              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $30000.00          | $53.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $100000.00         | $9.74              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $125150.00         | $1382.76           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | N/A      | N/A     | $80000.00          | $156.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $700000.00         | $164.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $23676.00          | $25.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $70115.00          | $35.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | N/A      | N/A     | $171000.00         | $4.56              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-15      | N/A      | N/A     | $100000.00         | $2600.32           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $1000.00           | $178.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $10000.00          | $154.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $1000.00           | $107.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $3000.00           | $2307.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $32000.00          | $235.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | N/A      | N/A     | $50000.00          | $542.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | N/A      | N/A     | $70000.00          | $598.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $2000.00           | $1321.50           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $15000.00          | $10.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $15000.00          | $140.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $40650.00          | $55.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $3000.00           | $196.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-07-01      | N/A      | N/A     | $2000.00           | $92.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | N/A      | N/A     | $429167.00         | $18.46             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-08-01      | N/A      | N/A     | $10000.00          | $81.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $5000.00           | $155.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $14000.00          | $169.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | N/A      | N/A     | $125108.00         | $1410.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $2334.00           | $272.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $1000.00           | $48.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $1074.00           | $2.26              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $150000.00         | $181.51            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $8693.00           | $1445.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | N/A      | N/A     | $20000.00          | $798.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $10000.00          | $61.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | N/A      | N/A     | $25000.00          | $11.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-15      | N/A      | N/A     | $51000.00          | $83.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $25000.00          | $421.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | N/A      | N/A     | $88316.00          | $1262.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $38000.00          | $135.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $8750.00           | $1132.46           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $6000.00           | $8.44              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | N/A      | N/A     | $154000.00         | $159.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $37000.00          | $246.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $21000.00          | $18.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $87004.00          | $384.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | N/A      | N/A     | $97000.00          | $1863.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-08-20      | N/A      | N/A     | $18000.00          | $2668.46           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $1000.00           | $2.23              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $25321.00          | $131.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $367336.00         | $92.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $7000.00           | $85.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | N/A      | N/A     | $100643.00         | $280.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $2000.00           | $71.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | N/A      | N/A     | $50000.00          | $463.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $20000.00          | $28.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $35000.00          | $141.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | N/A      | N/A     | $192501.00         | $1854.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | N/A      | N/A     | $22000.00          | $392.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | N/A      | N/A     | $50000.00          | $825.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-20      | N/A      | N/A     | $33000.00          | $1312.56           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $3000.00           | $198.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $42000.00          | $32.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $15000.00          | $170.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $1000.00           | $151.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | N/A      | N/A     | $617500.00         | $9234.73           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $7000.00           | $5.45              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $1000.00           | $172.56            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | N/A      | N/A     | $1000.00           | $99.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $437168.00         | $1263.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $2000.00           | $33.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $1000.00           | $183.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | N/A      | N/A     | $150000.00         | $3327.17           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $19000.00          | $180.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $2000.00           | $20.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $3333.00           | $350.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $12000.00          | $1391.33           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $42000.00          | $112.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | N/A      | N/A     | $185000.00         | $1.95              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | N/A      | N/A     | $2000.00           | $133.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | N/A      | N/A     | $5000.00           | $2.66              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | N/A      | N/A     | $25000.00          | $85.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $150000.00         | $92.99             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-01-01      | N/A      | N/A     | $5000.00           | $32.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | N/A      | N/A     | $25000.00          | $5.34              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $75000.00          | $46.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $25000.00          | $461.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $145261.00         | $491.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $2000.00           | $200.28            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $57000.00          | $62.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | N/A      | N/A     | $25000.00          | $364.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $3000.00           | $382.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $90333.00          | $52.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $85000.00          | $37.49             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | N/A      | N/A     | $370000.00         | $262.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $40000.00          | $4.51              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $160000.00         | $1048.37           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $18000.00          | $84.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $36000.00          | $1369.97           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $16907.00          | $82.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $6000.00           | $217.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $6500.00           | $565.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | N/A      | N/A     | $367187.00         | $192.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $40064.00          | $89.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $20000.00          | $233.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $90000.00          | $2248.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | N/A      | N/A     | $238000.00         | $122.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | N/A      | N/A     | $1000000.00        | $1473.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $6672.00           | $44.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $763000.00         | $405.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $136000.00         | $39.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $51000.00          | $335.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | N/A      | N/A     | $80200.00          | $1681.31           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $2000.00           | $155.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $5000.00           | $96.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $17023.00          | $42.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $156000.00         | $115.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $29000.00          | $352.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | N/A      | N/A     | $40000.00          | $20.96             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $22000.00          | $193.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | N/A      | N/A     | $114500.00         | $67.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-20      | N/A      | N/A     | $5000.00           | $49.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | N/A      | N/A     | $35000.00          | $410.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | N/A      | N/A     | $1270528.00        | $60.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $40000.00          | $77.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $1000.00           | $193.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $1667.00           | $254.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $5000.00           | $121.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $8000.00           | $822.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $10000.00          | $65.32             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $8000.00           | $347.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $25000.00          | $88.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | N/A      | N/A     | $72500.00          | $706.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $163000.00         | $336.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-11-01      | N/A      | N/A     | $6000.00           | $16.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $10000.00          | $53.66             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $3000.00           | $697.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $1011.00           | $69.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $3334.00           | $11.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $15000.00          | $152.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $3000.00           | $320.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $265400.00         | $93.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $332187.00         | $5339.37           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $1000.00           | $35.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | N/A      | N/A     | $11000.00          | $26.09             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-05-01      | N/A      | N/A     | $1000.00           | $59.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | N/A      | N/A     | $98468.00          | $1172.47           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-07-01      | N/A      | N/A     | $80667.00          | $519.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $2000.00           | $12.07             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $34000.00          | $54.87             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | N/A      | N/A     | $5000.00           | $307.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | N/A      | N/A     | $215508.00         | $2723.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $20000.00          | $426.37            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | N/A      | N/A     | $2000.00           | $146.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | N/A      | N/A     | $665136.00         | $28.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | N/A      | N/A     | $84936.00          | $98.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $40000.00          | $68.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | N/A      | N/A     | $10000.00          | $383.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | N/A      | N/A     | $56000.00          | $492.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $22779.00          | $202.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $6000.00           | $72.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $2000.00           | $329.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | N/A      | N/A     | $35000.00          | $686.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | N/A      | N/A     | $22500.00          | $345.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $1000.00           | $59.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | N/A      | N/A     | $25000.00          | $486.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $97000.00          | $43.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $50151.00          | $102.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $15000.00          | $0.41              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | N/A      | N/A     | $235500.00         | $129.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $40000.00          | $844.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $66000.00          | $382.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $44205.00          | $404.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $25000.00          | $47.15             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-11-01      | N/A      | N/A     | $2250.00           | $1.33              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $10000.00          | $21.76             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $6000.00           | $435.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | N/A      | N/A     | $176500.00         | $1822.14           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $19000.00          | $80.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $25000.00          | $56.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $25000.00          | $33.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $1000.00           | $114.72            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $30000.00          | $153.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $5000.00           | $44.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-09-20      | N/A      | N/A     | $1000.00           | $119.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $33000.00          | $610.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $32000.00          | $95.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $29521.00          | $564.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-11-01      | N/A      | N/A     | $50000.00          | $32.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $3000.00           | $255.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $2000.00           | $68.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $199000.00         | $341.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $25000.00          | $227.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $25000.00          | $78.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | N/A      | N/A     | $305000.00         | $64.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $2200.00           | $283.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $29000.00          | $111.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $31539.00          | $5.32              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $255000.00         | $371.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $10000.00          | $1005.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | N/A      | N/A     | $45000.00          | $482.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $4000.00           | $115.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $2000.00           | $1560.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $404000.00         | $263.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $32000.00          | $283.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $25069.00          | $22.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $100000.00         | $140.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $15000.00          | $1199.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $4000.00           | $556.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $25000.00          | $16.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $180000.00         | $88.26             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-04-01      | N/A      | N/A     | $20000.00          | $1761.34           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $50000.00          | $215.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $25035.00          | $498.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $25000.00          | $24.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | N/A      | N/A     | $65000.00          | $761.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $7000.00           | $90.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $1000.00           | $50.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | N/A      | N/A     | $380000.00         | $276.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | N/A      | N/A     | $8000.00           | $313.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | N/A      | N/A     | $33000.00          | $225.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | N/A      | N/A     | $25000.00          | $486.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | N/A      | N/A     | $25000.00          | $2.80              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $1000.00           | $8.05              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $2000.00           | $1564.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | N/A      | N/A     | $246566.00         | $720.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | N/A      | N/A     | $28000.00          | $452.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | N/A      | N/A     | $40000.00          | $398.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $5000.00           | $604.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $38000.00          | $423.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | N/A      | N/A     | $8000.00           | $16.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | N/A      | N/A     | $25000.00          | $16.73             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $88000.00          | $745.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | N/A      | N/A     | $18750.00          | $199.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $134000.00         | $886.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $50000.00          | $36.44             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | N/A      | N/A     | $19000.00          | $33.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $80702.00          | $425.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | N/A      | N/A     | $51000.00          | $182.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | N/A      | N/A     | $12000.00          | $59.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | N/A      | N/A     | $75000.00          | $46.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $160000.00         | $292.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $4500.00           | $585.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $25000.00          | $44.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $25000.00          | $264.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | N/A      | N/A     | $75000.00          | $484.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $51000.00          | $137.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $207901.00         | $221.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $69500.00          | $59.66             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $50000.00          | $644.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $25000.00          | $32.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | N/A      | N/A     | $1000.00           | $38.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | N/A      | N/A     | $40000.00          | $32.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $44000.00          | $808.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | N/A      | N/A     | $187484.00         | $1865.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | N/A      | N/A     | $75000.00          | $120.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $25724.00          | $97.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | N/A      | N/A     | $259167.00         | $4935.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $37000.00          | $49.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $24140.00          | $26.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $100000.00         | $85.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $3000.00           | $339.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $31000.00          | $238.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | N/A      | N/A     | $49000.00          | $843.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $110000.00         | $646.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $2000.00           | $14.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | N/A      | N/A     | $79000.00          | $1061.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $55805.00          | $340.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $1000.00           | $276.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | N/A      | N/A     | $5000.00           | $17.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $3000.00           | $261.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | N/A      | N/A     | $625000.00         | $100.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1000.00           | $679.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | N/A      | N/A     | $180282.00         | $2332.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | N/A      | N/A     | $160000.00         | $8.27              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | N/A      | N/A     | $624673.00         | $2017.02           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $8000.00           | $720.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $16831.00          | $6.99              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | N/A      | N/A     | $5000.00           | $229.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $50000.00          | $74.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | N/A      | N/A     | $132000.00         | $46.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-10-01      | N/A      | N/A     | $1000.00           | $60.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | N/A      | N/A     | $28333.00          | $715.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | N/A      | N/A     | $214000.00         | $197.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $50000.00          | $196.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $5000.00           | $178.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1000.00           | $114.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $35000.00          | $195.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | N/A      | N/A     | $55000.00          | $14.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $1000.00           | $169.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $100000.00         | $111.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $17750.00          | $1335.58           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $65977.00          | $433.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | N/A      | N/A     | $68000.00          | $20.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $60335.00          | $100.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | N/A      | N/A     | $25000.00          | $297.28            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-09-01      | N/A      | N/A     | $25000.00          | $36.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | N/A      | N/A     | $1212334.00        | $810.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | N/A      | N/A     | $48312.00          | $26.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $7000.00           | $109.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | N/A      | N/A     | $90000.00          | $1015.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $8000.00           | $104.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | N/A      | N/A     | $440600.00         | $1393.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | N/A      | N/A     | $29000.00          | $256.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-06-20      | N/A      | N/A     | $10000.00          | $1572.08           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | N/A      | N/A     | $2311.00           | $122.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | N/A      | N/A     | $160431.00         | $98.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $35000.00          | $1912.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $50000.00          | $13.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $1000.00           | $45.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $50000.00          | $321.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $2000.00           | $77.24             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-01-01      | N/A      | N/A     | $25000.00          | $40.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | N/A      | N/A     | $43092.00          | $33.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $20363.00          | $84.75             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | N/A      | N/A     | $13500.00          | $132.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $25034.00          | $205.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $90000.00          | $1504.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $50000.00          | $460.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | N/A      | N/A     | $50111.00          | $206.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | N/A      | N/A     | $453451.00         | $98.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-08-01      | N/A      | N/A     | $1000.00           | $31.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | N/A      | N/A     | $2000.00           | $126.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $1000.00           | $62.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | N/A      | N/A     | $25000.00          | $15.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $240000.00         | $215.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-15      | N/A      | N/A     | $70000.00          | $90.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | N/A      | N/A     | $36000.00          | $40.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | N/A      | N/A     | $39667.00          | $8248.19           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $20000.00          | $292.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | N/A      | N/A     | $47000.00          | $451.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | N/A      | N/A     | $50000.00          | $474.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | N/A      | N/A     | $126000.00         | $1396.05           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $3000.00           | $10.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $10000.00          | $95.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $1000.00           | $675.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | N/A      | N/A     | $182000.00         | $54.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $75000.00          | $274.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $28000.00          | $11.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-20      | N/A      | N/A     | $149000.00         | $3269.90           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $25000.00          | $130.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000.00           | $765.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $5200.00           | $4139.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | N/A      | N/A     | $10000.00          | $668.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $3000.00           | $124.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | N/A      | N/A     | $132336.00         | $1451.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $8000.00           | $0.08              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $8000.00           | $1359.08           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $1000.00           | $258.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-11-01      | N/A      | N/A     | $2000.00           | $131.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | N/A      | N/A     | $503419.00         | $138.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | N/A      | N/A     | $40000.00          | $2309.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $2750.00           | $481.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $5000.00           | $42.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $40000.00          | $23.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $46000.00          | $407.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | N/A      | N/A     | $203000.00         | $125.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $18000.00          | $113.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $29000.00          | $170.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $70000.00          | $113.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | N/A      | N/A     | $15000.00          | $111.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $5000.00           | $12.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $108334.00         | $9.64              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $25012.00          | $107.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $22000.00          | $1359.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $52500.00          | $399.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $9000.00           | $403.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $18000.00          | $164.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $35000.00          | $940.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $4000.00           | $85.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | N/A      | N/A     | $49000.00          | $562.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $153745.00         | $510.20            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $4246.00           | $564.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $1000.00           | $97.32             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $1001.00           | $97.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $42993.00          | $181.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $64000.00          | $697.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $6003.00           | $35.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $13000.00          | $155.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $261000.00         | $377.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | N/A      | N/A     | $14667.00          | $86.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $8000.00           | $27.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $6000.00           | $1124.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $11000.00          | $281.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | N/A      | N/A     | $8000.00           | $246.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | N/A      | N/A     | $110000.00         | $157.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $10000.00          | $18.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $51584.00          | $397.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $20000.00          | $2320.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $34000.00          | $4.82              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $10000.00          | $133.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | N/A      | N/A     | $33120.00          | $17.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $61678.00          | $53.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $3000.00           | $454.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | N/A      | N/A     | $94759.00          | $1471.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | N/A      | N/A     | $85000.00          | $225.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | N/A      | N/A     | $52000.00          | $1128.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $75000.00          | $216.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $78000.00          | $446.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $370000.00         | $2316.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | N/A      | N/A     | $413466.00         | $351.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-11-01      | N/A      | N/A     | $1000.00           | $67.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $30000.00          | $25.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $25000.00          | $87.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-20      | N/A      | N/A     | $46796.00          | $479.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $400000.00         | $4955.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | N/A      | N/A     | $25000.00          | $8.54              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $1000.00           | $75.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | N/A      | N/A     | $29043.00          | $263.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $125000.00         | $22.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-20      | N/A      | N/A     | $593000.00         | $352.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $15000.00          | $14.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $35445.00          | $251.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $18000.00          | $12.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $130000.00         | $379.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | N/A      | N/A     | $382750.00         | $40.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $25000.00          | $6686.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $75000.00          | $1299.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $36300.00          | $27.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $51000.00          | $648.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $61500.00          | $2112.83           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $3150.00           | $1034.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $45299.00          | $139.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $330000.00         | $258.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $20000.00          | $74.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $500000.00         | $620.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | N/A      | N/A     | $249432.00         | $159.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | N/A      | N/A     | $570000.00         | $598.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $204000.00         | $617.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-08-01      | N/A      | N/A     | $56000.00          | $27.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $91000.00          | $238.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | N/A      | N/A     | $25000.00          | $57.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $100000.00         | $239.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $1000.00           | $115.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | N/A      | N/A     | $155207.00         | $1723.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-15      | N/A      | N/A     | $30000.00          | $130.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $25000.00          | $194.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $73000.00          | $165.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-01-01      | N/A      | N/A     | $3000.00           | $155.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $110000.00         | $68.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $2750.00           | $284.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $230000.00         | $504.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $130416.00         | $968.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $30000.00          | $6.31              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $60000.00          | $50.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $28729.00          | $575.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $1334.00           | $118.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $51053.00          | $392.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $10000.00          | $386.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $30000.00          | $19.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $10000.00          | $14.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-15      | N/A      | N/A     | $30000.00          | $194.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | N/A      | N/A     | $214315.00         | $433.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $25000.00          | $117.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $3300.00           | $321.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $25000.00          | $180.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $84000.00          | $489.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-12-20      | N/A      | N/A     | $18750.00          | $965.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-20      | N/A      | N/A     | $323940.00         | $3.15              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $3000.00           | $277.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $16000.00          | $11226.67          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $15000.00          | $91.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $3000.00           | $287.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $50000.00          | $1046.07           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-06-01      | N/A      | N/A     | $1000.00           | $708.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $8000.00           | $717.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $151000.00         | $59.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $5000.00           | $9.41              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | N/A      | N/A     | $180000.00         | $30.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $42047.00          | $384.82            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $5000.00           | $448.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | N/A      | N/A     | $500840.00         | $4708.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | N/A      | N/A     | $83395.00          | $3638.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | N/A      | N/A     | $115000.00         | $62.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | N/A      | N/A     | $405000.00         | $449.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | N/A      | N/A     | $300000.00         | $36.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | N/A      | N/A     | $50000.00          | $650.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $150001.00         | $671.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | N/A      | N/A     | $61000.00          | $756.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | N/A      | N/A     | $371162.00         | $265.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $32000.00          | $169.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | N/A      | N/A     | $7000.00           | $86.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | N/A      | N/A     | $25000.00          | $174.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $1000.00           | $176.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $30343.00          | $85.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | N/A      | N/A     | $25000.00          | $29.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $7500.00           | $6.54              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-15      | N/A      | N/A     | $115000.00         | $58.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $7000.00           | $1320.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-15      | N/A      | N/A     | $60000.00          | $519.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $31000.00          | $802.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $1000.00           | $315.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | N/A      | N/A     | $61000.00          | $837.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $7000.00           | $6.58              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $7750.00           | $560.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $1000.00           | $83.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-06-20      | N/A      | N/A     | $6650.00           | $721.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-12-01      | N/A      | N/A     | $4000.00           | $1.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1000.00           | $233.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | N/A      | N/A     | $473000.00         | $737.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | N/A      | N/A     | $5000.00           | $7.31              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $992308.00         | $1233.21           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $2000.00           | $40.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | N/A      | N/A     | $331787.00         | $269.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $26720.00          | $65.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | N/A      | N/A     | $30000.00          | $224.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $5000.00           | $2446.36           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $17376.00          | $1241.16           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $2250000.00        | $5873.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | N/A      | N/A     | $46431.00          | $977.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $261000.00         | $377.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-01-20      | N/A      | N/A     | $5000.00           | $266.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-04-20      | N/A      | N/A     | $50000.00          | $2045.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $12000.00          | $812.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $130433.00         | $313.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | N/A      | N/A     | $38000.00          | $537.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $50000.00          | $348.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $63454.00          | $94.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-20      | N/A      | N/A     | $5000.00           | $67.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $61565.00          | $1432.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $164000.00         | $446.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | N/A      | N/A     | $41339.00          | $144.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $106000.00         | $105.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $37000.00          | $1807.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | N/A      | N/A     | $125000.00         | $23.36             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | N/A      | N/A     | $31000.00          | $269.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | N/A      | N/A     | $25000.00          | $292.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | N/A      | N/A     | $25000.00          | $443.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $26996.00          | $364.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $10000.00          | $561.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $40600.00          | $67.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $100000.00         | $349.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $3000.00           | $33.59             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $684.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $20000.00          | $136.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | N/A      | N/A     | $25000.00          | $781.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $160000.00         | $55.22             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $1000.00           | $616.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $44707.00          | $1183.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-10-20      | N/A      | N/A     | $6000.00           | $659.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-02-20      | N/A      | N/A     | $13000.00          | $841.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $150000.00         | $228.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $25000.00          | $297.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-15      | N/A      | N/A     | $5000.00           | $342.94            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-09-01      | N/A      | N/A     | $49000.00          | $27.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | N/A      | N/A     | $179688.00         | $2298.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | N/A      | N/A     | $34000.00          | $3.82              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $185000.00         | $31.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $2000.00           | $68.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | N/A      | N/A     | $312252.00         | $297.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $7100.00           | $829.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-20      | N/A      | N/A     | $61431.00          | $747.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $13000.00          | $3.33              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | N/A      | N/A     | $85000.00          | $212.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $157353.00         | $2479.81           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $7000.00           | $83.95             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $28750.00          | $55.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | N/A      | N/A     | $281566.00         | $441.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $19500.00          | $261.98            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $10000.00          | $63.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | N/A      | N/A     | $47000.00          | $6.37              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $25000.00          | $29.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | N/A      | N/A     | $25000.00          | $299.43            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | N/A      | N/A     | $285000.00         | $11.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | N/A      | N/A     | $713684.00         | $702.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $34000.00          | $48.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | N/A      | N/A     | $215000.00         | $110.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-11-01      | N/A      | N/A     | $6800.00           | $0.07              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $25891.00          | $432.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $16000.00          | $364.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | N/A      | N/A     | $198000.00         | $1973.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $100000.00         | $71.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $120000.00         | $84.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $6000.00           | $0.18              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $25046.00          | $29.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $6000.00           | $566.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $5000.00           | $2.72              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | N/A      | N/A     | $323730.00         | $25.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $4000.00           | $421.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | N/A      | N/A     | $215500.00         | $2894.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | N/A      | N/A     | $25000.00          | $305.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | N/A      | N/A     | $203000.00         | $125.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | N/A      | N/A     | $82000.00          | $147.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-12-20      | N/A      | N/A     | $10000.00          | $225.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $26000.00          | $194.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | N/A      | N/A     | $182080.00         | $1871.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $177000.00         | $286.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $55455.00          | $91.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $7000.00           | $70.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $2000.00           | $27.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $78000.00          | $376.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $89000.00          | $1412.06           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $3000.00           | $256.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $23500.00          | $764.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $13770.00          | $134.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $29000.00          | $215.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $5000.00           | $1.21              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $27997.00          | $95.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | N/A      | N/A     | $108000.00         | $210.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $54000.00          | $494.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | N/A      | N/A     | $265000.00         | $337.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $82145.00          | $451.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-01-01      | N/A      | N/A     | $320000.00         | $1.11              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $25027.00          | $102.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $80000.00          | $128.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $6780.00           | $273.03            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $1000.00           | $199.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | N/A      | N/A     | $50000.00          | $108.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $55000.00          | $859.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $1000.00           | $7.26              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-11-01      | N/A      | N/A     | $15000.00          | $11.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $50000.00          | $2222.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $25000.00          | $243.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $4314.00           | $329.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $3000.00           | $285.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $5000.00           | $483.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $24000.00          | $154.91            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | N/A      | N/A     | $7000.00           | $3.48              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | N/A      | N/A     | $181542.00         | $2632.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | N/A      | N/A     | $8500.00           | $408.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $33710.00          | $249.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-20      | N/A      | N/A     | $213729.00         | $3624.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $55000.00          | $277.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-03-20      | N/A      | N/A     | $26600.00          | $2414.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $25487.00          | $44.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $5000.00           | $575.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | N/A      | N/A     | $179667.00         | $1591.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $67000.00          | $551.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $1003.00           | $203.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $1000.00           | $9.95              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $25000.00          | $26.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | N/A      | N/A     | $30000.00          | $152.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | N/A      | N/A     | $160718.00         | $106.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $31000.00          | $26.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | N/A      | N/A     | $40000.00          | $204.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-11-01      | N/A      | N/A     | $2000.00           | $0.98              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | N/A      | N/A     | $10000.00          | $29.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $23000.00          | $60.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $165000.00         | $264.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | N/A      | N/A     | $10000.00          | $47.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | N/A      | N/A     | $100000.00         | $34.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | N/A      | N/A     | $75625.00          | $969.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $30000.00          | $42.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $2750.00           | $475.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $6000.00           | $1023.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-03-20      | N/A      | N/A     | $18000.00          | $1939.97           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $64611.00          | $481.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $6000.00           | $638.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $3800.00           | $1264.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $9600.00           | $7795.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $10000.00          | $56.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $69250.00          | $2954.04           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $1000.00           | $65.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $58000.00          | $611.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $90000.00          | $1903.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $20000.00          | $159.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | N/A      | N/A     | $110000.00         | $2307.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $25000.00          | $430.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | N/A      | N/A     | $50171.00          | $30.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $7750.00           | $1021.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | N/A      | N/A     | $50000.00          | $825.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-07-20      | N/A      | N/A     | $28000.00          | $1201.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $6000.00           | $1020.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $10000.00          | $3118.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | N/A      | N/A     | $60289.00          | $671.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $1000.00           | $110.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $5000.00           | $624.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $8000.00           | $42.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $442668.00         | $464.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | N/A      | N/A     | $82500.00          | $1192.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $25000.00          | $215.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $15000.00          | $255.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $214000.00         | $592.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $28220.00          | $277.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $75000.00          | $86.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | N/A      | N/A     | $40000.00          | $452.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $123273.00         | $3669.53           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-03-01      | N/A      | N/A     | $10000.00          | $4.25              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $2000.00           | $154.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $1000.00           | $11.63             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-09-01      | N/A      | N/A     | $4000.00           | $212.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-07-01      | N/A      | N/A     | $10000.00          | $81.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $58750.00          | $592.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $15000.00          | $10.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $4420.00           | $5.26              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | N/A      | N/A     | $319000.00         | $621.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | N/A      | N/A     | $197950.00         | $3243.74           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $100048.00         | $127.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $60000.00          | $1071.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $33208.00          | $347.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $244000.00         | $1497.94           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $768000.00         | $623.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | N/A      | N/A     | $175000.00         | $32.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $30000.00          | $103.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | N/A      | N/A     | $59768.00          | $438.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | N/A      | N/A     | $10000.00          | $96.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $41000.00          | $1154.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $114000.00         | $115.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $112000.00         | $674.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-05-20      | N/A      | N/A     | $29000.00          | $1597.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $2000.00           | $15.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | N/A      | N/A     | $30137.00          | $5.95              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $9000.00           | $773.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | N/A      | N/A     | $30000.00          | $59.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | N/A      | N/A     | $93179.00          | $301.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $1000.00           | $573.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-06-01      | N/A      | N/A     | $30000.00          | $80.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $8000.00           | $67.46             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $5000.00           | $2.13              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $25070.00          | $215.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | N/A      | N/A     | $11000.00          | $339.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | N/A      | N/A     | $73500.00          | $934.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | N/A      | N/A     | $95000.00          | $24.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $23000.00          | $112.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $2000.00           | $490.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $185000.00         | $1048.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | N/A      | N/A     | $48000.00          | $1047.80           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $150000.00         | $143.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-15      | N/A      | N/A     | $110000.00         | $11.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | N/A      | N/A     | $75000.00          | $63.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $4500.00           | $144.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $85990.00          | $663.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $3000.00           | $389.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | N/A      | N/A     | $167250.00         | $2073.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $34000.00          | $1450.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $42000.00          | $24.43             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | N/A      | N/A     | $2000.00           | $141.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $32000.00          | $4.27              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | N/A      | N/A     | $208300.00         | $3577.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $27333.00          | $1127.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $112450.00         | $1891.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $930000.00         | $829.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $20835.00          | $172.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $94000.00          | $200.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $9000.00           | $172.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | N/A      | N/A     | $543496.00         | $7.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | N/A      | N/A     | $25000.00          | $257.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $3000.00           | $391.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $37000.00          | $564.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-20      | N/A      | N/A     | $63000.00          | $832.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $25000.00          | $7.84              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $44000.00          | $33.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $65040.00          | $172.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | N/A      | N/A     | $120000.00         | $271.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-09-01      | N/A      | N/A     | $60000.00          | $2318.18           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | N/A      | N/A     | $37000.00          | $16.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $1000.00           | $3.13              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $20000.00          | $84.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $21000.00          | $96.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | N/A      | N/A     | $25000.00          | $344.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $29000.00          | $218.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | N/A      | N/A     | $80000.00          | $124.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $16667.00          | $43.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | N/A      | N/A     | $236250.00         | $2983.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $115000.00         | $64.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $1000.00           | $229.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | N/A      | N/A     | $23333.00          | $135.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $10000.00          | $129.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $1000.00           | $159.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $2000.00           | $259.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $4000.00           | $439.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | N/A      | N/A     | $126050.00         | $2019.21           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-11-01      | N/A      | N/A     | $100000.00         | $7.71              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | N/A      | N/A     | $4400.00           | $55.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $2000.00           | $181.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $8000.00           | $964.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-03-01      | N/A      | N/A     | $2167.00           | $352.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $27000.00          | $120.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $4000.00           | $394.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-20      | N/A      | N/A     | $10000.00          | $1664.41           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $30000.00          | $228.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1000.00           | $17.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $25000.00          | $639.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $10000.00          | $81.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $170000.00         | $133.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $35000.00          | $155.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $40000.00          | $705.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | N/A      | N/A     | $35091.00          | $204.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $25000.00          | $183.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $25000.00          | $95.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $37000.00          | $16.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $100000.00         | $1628.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-04-20      | N/A      | N/A     | $5000.00           | $113.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-15      | N/A      | N/A     | $29195.00          | $2.70              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $205000.00         | $47.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | N/A      | N/A     | $175000.00         | $177.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-09-20      | N/A      | N/A     | $25000.00          | $788.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $190000.00         | $72.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | N/A      | N/A     | $125000.00         | $565.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | N/A      | N/A     | $86000.00          | $328.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $2000.00           | $311.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | N/A      | N/A     | $289750.00         | $189.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | N/A      | N/A     | $125000.00         | $8.33              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $8667.00           | $484.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-07-01      | N/A      | N/A     | $100000.00         | $1124.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $200000.00         | $70.96             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $6000.00           | $429.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $40000.00          | $3.67              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-01-01      | N/A      | N/A     | $7000.00           | $6.87              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $7755.00           | $96.99             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $100000.00         | $343.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-09-20      | N/A      | N/A     | $33000.00          | $1168.83           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $41000.00          | $2187.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | N/A      | N/A     | $25000.00          | $279.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $32000.00          | $18.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $50000.00          | $583.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | N/A      | N/A     | $25000.00          | $322.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | N/A      | N/A     | $50000.00          | $348.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | N/A      | N/A     | $50000.00          | $553.56            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $165000.00         | $129.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $30762.00          | $204.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | N/A      | N/A     | $961000.00         | $879.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | N/A      | N/A     | $1010000.00        | $997.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $10500.00          | $1370.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $45000.00          | $857.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | N/A      | N/A     | $2000.00           | $67.88             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-02-01      | N/A      | N/A     | $1000.00           | $9.26              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | N/A      | N/A     | $18000.00          | $191.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $25000.00          | $301.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | N/A      | N/A     | $145000.00         | $105.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $11000.00          | $79.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-20      | N/A      | N/A     | $353000.00         | $133.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-11-20      | N/A      | N/A     | $65361.00          | $3719.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | N/A      | N/A     | $35000.00          | $320.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $2000.00           | $196.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $90000.00          | $1545.01           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $13000.00          | $1128.61           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $69000.00          | $537.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | N/A      | N/A     | $182800.00         | $1890.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | N/A      | N/A     | $694000.00         | $596.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $50000.00          | $94.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $55980.00          | $40.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $1646232.00        | $1147.43           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-01-01      | N/A      | N/A     | $1129.00           | $43.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $14001.00          | $137.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | N/A      | N/A     | $72000.00          | $300.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $3000.00           | $260.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | N/A      | N/A     | $25000.00          | $10.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-09-01      | N/A      | N/A     | $1000.00           | $14.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $50000.00          | $102.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | N/A      | N/A     | $45000.00          | $198.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | N/A      | N/A     | $25020.00          | $4.70              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $105000.00         | $206.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | N/A      | N/A     | $110000.00         | $1414.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | N/A      | N/A     | $27000.00          | $74.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | N/A      | N/A     | $92000.00          | $1014.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-12-20      | N/A      | N/A     | $15000.00          | $462.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | N/A      | N/A     | $160000.00         | $10.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | N/A      | N/A     | $50084.00          | $2020.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $5000.00           | $12.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $225000.00         | $425.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $1667.00           | $289.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | N/A      | N/A     | $1000.00           | $4.77              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $107500.00         | $572.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | N/A      | N/A     | $60000.00          | $319.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $17000.00          | $276.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-15      | N/A      | N/A     | $15000.00          | $278.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $14000.00          | $9.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-20      | N/A      | N/A     | $20000.00          | $269.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | N/A      | N/A     | $37498.00          | $19.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $80000.00          | $1405.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-09-20      | N/A      | N/A     | $10000.00          | $515.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $148705.00         | $51.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $1000.00           | $174.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $54667.00          | $680.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | N/A      | N/A     | $113406.00         | $1365.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-15      | N/A      | N/A     | $183500.00         | $113.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $25000.00          | $17.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $2000.00           | $792.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $2000.00           | $130.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $1031.00           | $8.36              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $4000.00           | $187.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $37500.00          | $182.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $30000.00          | $586.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $7000.00           | $799.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $5000.00           | $550.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $2000.00           | $62.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $5000.00           | $5.45              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-08-15      | N/A      | N/A     | $28000.00          | $2309.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $30000.00          | $473.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $7000.00           | $4346.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-15      | N/A      | N/A     | $77000.00          | $149.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $604500.00         | $803.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $2804.00           | $20.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $5000.00           | $683.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $25000.00          | $30.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | N/A      | N/A     | $80000.00          | $12.54             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $1000.00           | $132.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $6000.00           | $610.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $3667.00           | $33.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $151000.00         | $2794.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $35000.00          | $328.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | N/A      | N/A     | $188666.00         | $421.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $80000.00          | $14886.06          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $18000.00          | $173.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $42000.00          | $14.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $6250.00           | $33.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $10000.00          | $187.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | N/A      | N/A     | $50000.00          | $573.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $25000.00          | $4.74              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $30000.00          | $44.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | N/A      | N/A     | $23000.00          | $13.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | N/A      | N/A     | $565000.00         | $204.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $1188.00           | $99.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $27000.00          | $41.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $20000.00          | $243.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $25000.00          | $12.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | N/A      | N/A     | $54000.00          | $454.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $4000.00           | $33.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | N/A      | N/A     | $92000.00          | $1441.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | N/A      | N/A     | $61000.00          | $272.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $75000.00          | $33.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $40000.00          | $447.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $85000.00          | $3390.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | N/A      | N/A     | $90000.00          | $287.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | N/A      | N/A     | $56500.00          | $220.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $1000.00           | $159.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $35000.00          | $12.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $7000.00           | $21.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | N/A      | N/A     | $57715.00          | $1924.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | N/A      | N/A     | $25000.00          | $1076.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | N/A      | N/A     | $100000.00         | $10.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $1000.00           | $212.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | N/A      | N/A     | $170000.00         | $51.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $12000.00          | $88.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $45359.00          | $48.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | N/A      | N/A     | $155000.00         | $14.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $8000.00           | $63.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $50000.00          | $54.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $3000.00           | $10.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $529000.00         | $485.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-12-20      | N/A      | N/A     | $2000.00           | $112.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $34400.00          | $107.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | N/A      | N/A     | $124000.00         | $1168.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $55000.00          | $29.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | N/A      | N/A     | $17000.00          | $1468.76           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $11000.00          | $552.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | N/A      | N/A     | $335538.00         | $427.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $1000.00           | $1.96              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $9666.00           | $774.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $3750.00           | $476.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $89000.00          | $135.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-20      | N/A      | N/A     | $190041.00         | $21.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $15000.00          | $6.30              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $14000.00          | $8643.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-20      | N/A      | N/A     | $79000.00          | $55.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | N/A      | N/A     | $1000.00           | $24.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | N/A      | N/A     | $400000.00         | $114.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | N/A      | N/A     | $297000.00         | $64.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | N/A      | N/A     | $52500.00          | $736.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $95000.00          | $29.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $32732.00          | $26.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $29000.00          | $317.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $60000.00          | $2064.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $81464.00          | $271.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | N/A      | N/A     | $140000.00         | $1992.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $234353.00         | $291.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | N/A      | N/A     | $205456.00         | $329.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | N/A      | N/A     | $25000.00          | $170.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $1000.00           | $137.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $60000.00          | $0.66              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $56558.00          | $92.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $171363.00         | $4790.38           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | N/A      | N/A     | $10000.00          | $20.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | N/A      | N/A     | $25000.00          | $281.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $25000.00          | $243.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | N/A      | N/A     | $115000.00         | $2166.81           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-04-01      | N/A      | N/A     | $12000.00          | $65.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $3000.00           | $27.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | N/A      | N/A     | $61667.00          | $843.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $4000.00           | $336.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $35000.00          | $2019.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | N/A      | N/A     | $305595.00         | $12.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | N/A      | N/A     | $6000.00           | $609.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-20      | N/A      | N/A     | $15000.00          | $1251.55           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | N/A      | N/A     | $25000.00          | $20.73             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $20750.00          | $251.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $47000.00          | $78.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $10000.00          | $1042.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | N/A      | N/A     | $36700.00          | $19.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $29000.00          | $22457.20          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $10000.00          | $536.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | N/A      | N/A     | $15000.00          | $124.58            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $5000.00           | $515.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | N/A      | N/A     | $90000.00          | $1421.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | N/A      | N/A     | $87000.00          | $1154.33           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $1000.00           | $139.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $6000.00           | $1.16              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | N/A      | N/A     | $1222071.00        | $1224.30           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-06-01      | N/A      | N/A     | $33000.00          | $34.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $5000.00           | $186.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000.00           | $755.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | N/A      | N/A     | $25000.00          | $181.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $48694.00          | $709.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $40000.00          | $102.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-20      | N/A      | N/A     | $18000.00          | $213.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $61000.00          | $226.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $3000.00           | $138.03            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $5000.00           | $5.28              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | N/A      | N/A     | $4750.00           | $310.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $30000.00          | $79.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $2000.00           | $1440.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $119282.00         | $291.26            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $2000.00           | $617.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $275000.00         | $312.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $105000.00         | $1287.35           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $25000.00          | $206.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $127000.00         | $573.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $96081.00          | $1457.92           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $4000.00           | $333.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | N/A      | N/A     | $219000.00         | $233.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | N/A      | N/A     | $10000.00          | $392.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | N/A      | N/A     | $45000.00          | $282.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $1919000.00        | $520.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $85000.00          | $246.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | N/A      | N/A     | $353050.00         | $656.32            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $10000.00          | $70.27             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | N/A      | N/A     | $3000.00           | $238.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $68000.00          | $511.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $2000.00           | $83.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | N/A      | N/A     | $13000.00          | $206.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $8000.00           | $0.57              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $50000.00          | $16.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | N/A      | N/A     | $146590.00         | $2605.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $75000.00          | $51.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | N/A      | N/A     | $110000.00         | $4.16              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | N/A      | N/A     | $35098.00          | $593.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | N/A      | N/A     | $40000.00          | $570.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $50060.00          | $223.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | N/A      | N/A     | $65523.00          | $200.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | N/A      | N/A     | $25307.00          | $15.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | N/A      | N/A     | $24000.00          | $846.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | N/A      | N/A     | $60000.00          | $26.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $50000.00          | $158.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $82000.00          | $106.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $564000.00         | $362.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | N/A      | N/A     | $80331.00          | $58.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | N/A      | N/A     | $200000.00         | $67.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $35000.00          | $109.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | N/A      | N/A     | $642460.00         | $8240.01           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $2000.00           | $253.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-06-20      | N/A      | N/A     | $15000.00          | $3388.53           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $10000.00          | $11.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $25000.00          | $371.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $183000.00         | $2302.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | N/A      | N/A     | $119000.00         | $4146.71           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $40000.00          | $85.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | N/A      | N/A     | $30000.00          | $262.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $1000.00           | $91.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | N/A      | N/A     | $372000.00         | $1359.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $25000.00          | $24.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $6000.00           | $56.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $4500.00           | $112.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $130000.00         | $61.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $1468.00           | $24.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | N/A      | N/A     | $26402.00          | $178.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $25000.00          | $31.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $90000.00          | $1068.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $25000.00          | $209.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | N/A      | N/A     | $45000.00          | $43.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $120000.00         | $78.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $5000.00           | $576.20            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $10000.00          | $58.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $35000.00          | $399.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | N/A      | N/A     | $70333.00          | $1101.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | N/A      | N/A     | $61541.00          | $386.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $25000.00          | $0.36              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $17000.00          | $16324.82          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $6000.00           | $533.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $44000.00          | $589.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | N/A      | N/A     | $14500.00          | $3338.95           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $90100.00          | $47.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $1000.00           | $81.70             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | N/A      | N/A     | $25000.00          | $71.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $10900.00          | $8508.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $85000.00          | $69.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $56000.00          | $128.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $14000.00          | $247.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $27000.00          | $2469.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | N/A      | N/A     | $388976.00         | $19.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $1000.00           | $104.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | N/A      | N/A     | $27000.00          | $217.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | N/A      | N/A     | $45000.00          | $765.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $560000.00         | $154.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $2000.00           | $54.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $225000.00         | $23.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $20079.00          | $202.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | N/A      | N/A     | $185030.00         | $1336.51           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $79830.00          | $500.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $1000.00           | $2.04              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | N/A      | N/A     | $117157.00         | $19.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $17000.00          | $8.65              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | N/A      | N/A     | $639680.00         | $2196.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $337400.00         | $350.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-15      | N/A      | N/A     | $25000.00          | $883.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $6000.00           | $42.13             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-08-01      | N/A      | N/A     | $5000.00           | $334.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | N/A      | N/A     | $82000.00          | $865.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-02-01      | N/A      | N/A     | $50000.00          | $10.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $1000.00           | $20.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $2000.00           | $117.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | N/A      | N/A     | $25000.00          | $56.52             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | N/A      | N/A     | $20000.00          | $172.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $2000.00           | $20.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $43500.00          | $97.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | N/A      | N/A     | $365000.00         | $52.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $50000.00          | $122.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | N/A      | N/A     | $692666.00         | $65.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $30000.00          | $11.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $25736.00          | $3.15              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $135000.00         | $402.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $135000.00         | $12.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $35000.00          | $10.61             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $4500.00           | $397.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | N/A      | N/A     | $12500.00          | $47.76             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $7000.00           | $589.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $7000.00           | $91.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $25000.00          | $3.92              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-15      | N/A      | N/A     | $20803.00          | $1477.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $67000.00          | $833.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $3000.00           | $287.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $7650.00           | $74.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $25000.00          | $166.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $15000.00          | $21.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | N/A      | N/A     | $175000.00         | $292.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $1000.00           | $938.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $30000.00          | $6.74              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | N/A      | N/A     | $75000.00          | $1175.52           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $3000.00           | $470.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | N/A      | N/A     | $102500.00         | $2547.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-20      | N/A      | N/A     | $227000.00         | $227.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $5000.00           | $142.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-12-01      | N/A      | N/A     | $5000.00           | $74.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $4000.00           | $489.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | N/A      | N/A     | $60874.00          | $1057.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-15      | N/A      | N/A     | $55000.00          | $119.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $1000.00           | $72.60             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | N/A      | N/A     | $9000.00           | $62.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | N/A      | N/A     | $57500.00          | $345.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $5000.00           | $325.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | N/A      | N/A     | $25000.00          | $585.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $160000.00         | $1995.85           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-01-01      | N/A      | N/A     | $49000.00          | $303.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $346500.00         | $1140.26           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $8032.00           | $60.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $71626.00          | $66.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $2000.00           | $218.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $32000.00          | $220.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $1000.00           | $16.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $1000.00           | $171.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $1500.00           | $235.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $57000.00          | $165.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $150330.00         | $1526.73           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $4000.00           | $517.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $18000.00          | $28.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | N/A      | N/A     | $230000.00         | $13.31             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-07-01      | N/A      | N/A     | $1000.00           | $119.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $4000.00           | $135.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $11273.00          | $0.43              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $60000.00          | $212.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $45000.00          | $45.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $107000.00         | $1220.14           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $5000.00           | $592.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | N/A      | N/A     | $33334.00          | $424.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $32057.00          | $217.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $127040.00         | $288.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $4000.00           | $309.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $3000.00           | $497.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | N/A      | N/A     | $225000.00         | $3119.62           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-05-01      | N/A      | N/A     | $4000.00           | $9.97              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | N/A      | N/A     | $50000.00          | $5222.96           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $4000.00           | $99.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | N/A      | N/A     | $26854.00          | $309.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $139972.00         | $477.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $32531.00          | $19.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | N/A      | N/A     | $50000.00          | $41.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $10000.00          | $1735.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-15      | N/A      | N/A     | $25000.00          | $0.31              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $15000.00          | $19.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $125000.00         | $90.20             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $4071.00           | $201.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-15      | N/A      | N/A     | $4000.00           | $298.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $29000.00          | $114.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $130460.00         | $162.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | N/A      | N/A     | $30000.00          | $315.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $3000.00           | $203.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $145006.00         | $1755.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-15      | N/A      | N/A     | $157000.00         | $473.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $175000.00         | $23.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $1000.00           | $101.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $3000.00           | $268.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $37118.00          | $283.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $35000.00          | $143.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $4500.00           | $436.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $4000.00           | $93.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $100000.00         | $319.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $24000.00          | $255.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $50000.00          | $64.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $25000.00          | $15.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $1000.00           | $97.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $40000.00          | $211.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | N/A      | N/A     | $52168.00          | $371.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-20      | N/A      | N/A     | $202000.00         | $114.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $5000.00           | $4.24              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $25000.00          | $67.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | N/A      | N/A     | $210085.00         | $3783.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | N/A      | N/A     | $25000.00          | $6.98              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $1000.00           | $157.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | N/A      | N/A     | $55000.00          | $1191.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | N/A      | N/A     | $26000.00          | $315.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $25000.00          | $19.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | N/A      | N/A     | $77667.00          | $158.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $15000.00          | $376.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $40680.00          | $407.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $30000.00          | $81.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $50000.00          | $115.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-20      | N/A      | N/A     | $315464.00         | $2608.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $200000.00         | $276.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $25843.00          | $210.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $10000.00          | $4.87              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | N/A      | N/A     | $375000.00         | $246.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $6800.00           | $4995.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $110000.00         | $106.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $25000.00          | $348.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-01-01      | N/A      | N/A     | $7000.00           | $61.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | N/A      | N/A     | $247500.00         | $0.65              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $3220.00           | $190.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $45000.00          | $427.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-12-20      | N/A      | N/A     | $85000.00          | $952.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $28000.00          | $1250.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $6000.00           | $41.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $25839.00          | $8.42              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $16600.00          | $1448.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | N/A      | N/A     | $75000.00          | $1896.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | N/A      | N/A     | $44670.00          | $1070.66           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | N/A      | N/A     | $12000.00          | $15.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $125000.00         | $319.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | N/A      | N/A     | $67545.00          | $6826.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $26000.00          | $242.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | N/A      | N/A     | $50058.00          | $942.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $2500.00           | $460.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $1000.00           | $145.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $26058.00          | $33.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $1045000.00        | $2751.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $37000.00          | $29.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $1000.00           | $118.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $25025.00          | $3.25              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-20      | N/A      | N/A     | $14000.00          | $289.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | N/A      | N/A     | $105000.00         | $1615.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $41084.00          | $183.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $7000.00           | $477.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | N/A      | N/A     | $46000.00          | $700.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | N/A      | N/A     | $50000.00          | $3.40              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-03-01      | N/A      | N/A     | $5000.00           | $344.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $656412.00         | $2190.45           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $2000.00           | $269.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $65000.00          | $25.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $7000.00           | $190.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-05-01      | N/A      | N/A     | $1000.00           | $60.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-20      | N/A      | N/A     | $85000.00          | $973.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | N/A      | N/A     | $3000.00           | $290.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $50000.00          | $1513.81           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $12000.00          | $887.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $3000.00           | $76.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $16000.00          | $27.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $25000.00          | $21.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | N/A      | N/A     | $25000.00          | $163.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | N/A      | N/A     | $45000.00          | $34.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $60000.00          | $80.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | N/A      | N/A     | $147368.00         | $1384.58           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $10000.00          | $47.42             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-09-01      | N/A      | N/A     | $1000.00           | $123.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $6000.00           | $778.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $31000.00          | $36.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $1000.00           | $95.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | N/A      | N/A     | $25000.00          | $231.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $431250.00         | $1563.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $25000.00          | $627.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $1219.00           | $4.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $102000.00         | $1247.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $2000.00           | $1.02              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $110000.00         | $72.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | N/A      | N/A     | $100000.00         | $8.69              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $32000.00          | $6497.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $34500.00          | $127.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | N/A      | N/A     | $45000.00          | $432.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $16000.00          | $7.27              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $100000.00         | $361.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $15000.00          | $44.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | N/A      | N/A     | $309691.00         | $443.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-01-01      | N/A      | N/A     | $100000.00         | $20.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $247000.00         | $127.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $40000.00          | $40.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $5000.00           | $3166.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $155000.00         | $51.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | N/A      | N/A     | $1123999.00        | $504.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | N/A      | N/A     | $87000.00          | $5.51              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $40000.00          | $437.82            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $17000.00          | $1324.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $52000.00          | $722.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $129000.00         | $84.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-15      | N/A      | N/A     | $175562.00         | $47.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | N/A      | N/A     | $4667.00           | $20.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $400000.00         | $370.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | N/A      | N/A     | $188000.00         | $1283.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | N/A      | N/A     | $698377.00         | $1135.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $63000.00          | $885.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | N/A      | N/A     | $40294.00          | $21.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $3072.00           | $123.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $1000.00           | $65.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $175000.00         | $377.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $10000.00          | $108.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | N/A      | N/A     | $3000.00           | $119.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | N/A      | N/A     | $165248.00         | $220.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $12684.00          | $610.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $18000.00          | $13756.13          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | N/A      | N/A     | $20000.00          | $303.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | N/A      | N/A     | $192000.00         | $199.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $4000.00           | $299.58            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | N/A      | N/A     | $2000.00           | $170.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $7500.00           | $1008.91           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $4000.00           | $2889.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | N/A      | N/A     | $122000.00         | $2428.65           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $4000.00           | $384.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $14000.00          | $43.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $100000.00         | $1375.10           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-10-01      | N/A      | N/A     | $40000.00          | $142.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $60000.00          | $252.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | N/A      | N/A     | $3000.00           | $30.51             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-10-01      | N/A      | N/A     | $23000.00          | $10868.42          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-15      | N/A      | N/A     | $170000.00         | $7.65              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $6000.00           | $501.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | N/A      | N/A     | $170000.00         | $470.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $50000.00          | $21.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $80333.00          | $810.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | N/A      | N/A     | $80000.00          | $6.58              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1200.00           | $848.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $14000.00          | $8.35              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $37000.00          | $84.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | N/A      | N/A     | $19000.00          | $819.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | N/A      | N/A     | $507853.00         | $1437.84           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $5000.00           | $614.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $27000.00          | $351.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $3000.00           | $37.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | N/A      | N/A     | $80000.00          | $450.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-08-20      | N/A      | N/A     | $25000.00          | $1281.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $37034.00          | $538.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | N/A      | N/A     | $205488.00         | $142.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $2000.00           | $153.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | N/A      | N/A     | $25000.00          | $245.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $10000.00          | $4.72              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $5000.00           | $24.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $99000.00          | $91.24             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $6000.00           | $514.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-05-01      | N/A      | N/A     | $3000.00           | $2114.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $60622.00          | $2.53              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $11000.00          | $139.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | N/A      | N/A     | $166275.00         | $2261.17           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $4500.00           | $390.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $305000.00         | $740.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $1815.00           | $5.66              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $75000.00          | $190.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | N/A      | N/A     | $51000.00          | $408.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1000.00           | $676.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | N/A      | N/A     | $25107.00          | $3.80              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $4000.00           | $3100.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-06-20      | N/A      | N/A     | $55000.00          | $3182.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | N/A      | N/A     | $10000.00          | $426.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $25000.00          | $202.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $7000.00           | $4834.17           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-03-01      | N/A      | N/A     | $110000.00         | $32.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $1000.00           | $72.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $28000.00          | $195.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-20      | N/A      | N/A     | $339950.00         | $23.99             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $2000.00           | $281.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-06-20      | N/A      | N/A     | $23000.00          | $687.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $1000.00           | $121.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $82667.00          | $623.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $45507.00          | $184.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | N/A      | N/A     | $265000.00         | $63.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | N/A      | N/A     | $25000.00          | $26.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $190369.00         | $205.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $2000.00           | $228.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $5641.00           | $29.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $20000.00          | $231.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | N/A      | N/A     | $4882.00           | $170.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | N/A      | N/A     | $20000.00          | $50.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $26000.00          | $3.09              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-15      | N/A      | N/A     | $14000.00          | $184.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-15      | N/A      | N/A     | $36265.00          | $9.95              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $36962.00          | $24.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | N/A      | N/A     | $25000.00          | $11.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $15000.00          | $21.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $25000.00          | $431.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1000.00           | $6.42              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $5000.00           | $42.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | N/A      | N/A     | $203904.00         | $1323.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | N/A      | N/A     | $251459.00         | $206.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $6000.00           | $506.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $2000.00           | $64.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | N/A      | N/A     | $348364.00         | $37.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $3000.00           | $48.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | N/A      | N/A     | $68000.00          | $421.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $772579.00         | $1865.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $35000.00          | $57.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | N/A      | N/A     | $128000.00         | $131.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $24791.00          | $139.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | N/A      | N/A     | $83000.00          | $750.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $2000.00           | $62.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | N/A      | N/A     | $90914.00          | $759.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | N/A      | N/A     | $31500.00          | $705.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | N/A      | N/A     | $204000.00         | $2445.21           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $30000.00          | $161.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | N/A      | N/A     | $116300.00         | $995.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $1000.00           | $96.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $60000.00          | $211.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $140000.00         | $27.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $6000.00           | $24.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $15000.00          | $99.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | N/A      | N/A     | $45000.00          | $958.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $1000.00           | $7.81              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $1000.00           | $52.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $111000.00         | $14.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $4000.00           | $75.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $25000.00          | $153.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $10000.00          | $119.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $55003.00          | $312.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $13000.00          | $23.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $325000.00         | $156.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | N/A      | N/A     | $60000.00          | $125.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | N/A      | N/A     | $37500.00          | $511.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $75000.00          | $1583.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $25114.00          | $652.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $2000.00           | $14.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | N/A      | N/A     | $146000.00         | $11.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | N/A      | N/A     | $100000.00         | $124.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | N/A      | N/A     | $50000.00          | $3042.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | N/A      | N/A     | $26890.00          | $180.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $10000.00          | $202.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-20      | N/A      | N/A     | $125000.00         | $1928.35           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $8500.00           | $105.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | N/A      | N/A     | $1006.00           | $89.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $50882.00          | $2274.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $25000.00          | $16.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $1000.00           | $29.15             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-08-01      | N/A      | N/A     | $3680.00           | $151.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $99000.00          | $2204.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | N/A      | N/A     | $101000.00         | $937.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $50000.00          | $156.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | N/A      | N/A     | $25000.00          | $275.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $105000.00         | $186.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $5000.00           | $58.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $25000.00          | $46.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $51667.00          | $70.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $65000.00          | $141.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $64486.00          | $629.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $25000.00          | $556.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $2000.00           | $1337.53           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $1000.00           | $77.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $345000.00         | $328.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $2000.00           | $120.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $9000.00           | $1112.64           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-09-01      | N/A      | N/A     | $3500.00           | $235.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $2000.00           | $214.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $30000.00          | $659.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-09-20      | N/A      | N/A     | $132000.00         | $6078.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $50284.00          | $65.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | N/A      | N/A     | $923522.00         | $2608.82           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $50000.00          | $78.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $50060.00          | $61.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-08-01      | N/A      | N/A     | $15000.00          | $684.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-15      | N/A      | N/A     | $25000.00          | $90.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | N/A      | N/A     | $150000.00         | $774.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $3249.00           | $390.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $135000.00         | $793.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $4000.00           | $24.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | N/A      | N/A     | $35375.00          | $280.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $13000.00          | $41.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | N/A      | N/A     | $14000.00          | $145.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | N/A      | N/A     | $88051.00          | $106.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $90500.00          | $1163.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-15      | N/A      | N/A     | $55000.00          | $605.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $12000.00          | $105.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $3104.00           | $1582.22           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $1000.00           | $198.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $12000.00          | $269.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $60000.00          | $53.02             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $46000000.00       | $43288484.00       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $50000.00          | $346.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $116650.00         | $1549.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-15      | N/A      | N/A     | $29499.00          | $9.43              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-02-01      | N/A      | N/A     | $1000.00           | $86.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $25000.00          | $232.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $95000.00          | $335.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | N/A      | N/A     | $305000.00         | $350.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $11000.00          | $6.80              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $27241.00          | $30.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $39000.00          | $18.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | N/A      | N/A     | $68750.00          | $411.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | N/A      | N/A     | $93077.00          | $217.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-04-01      | N/A      | N/A     | $5000.00           | $76.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $3108.00           | $11.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $4500.00           | $694.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $2500.00           | $1.85              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | N/A      | N/A     | $25000.00          | $72.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $75000.00          | $16.03             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | N/A      | N/A     | $1000.00           | $8.50              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-15      | N/A      | N/A     | $15000.00          | $4223.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | N/A      | N/A     | $35667.00          | $448.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $5000.00           | $120.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | N/A      | N/A     | $335000.00         | $101.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $1000.00           | $83.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | N/A      | N/A     | $30000.00          | $18.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | N/A      | N/A     | $123000.00         | $111.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $7080.00           | $46.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $16000.00          | $27.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $35000.00          | $119.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $26179.00          | $391.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | N/A      | N/A     | $28500.00          | $118.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $1000.00           | $34.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $217319.00         | $318.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | N/A      | N/A     | $65000.00          | $121.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $201554.00         | $294.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $46666.00          | $50.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $49000.00          | $45.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $50000.00          | $439.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-09-01      | N/A      | N/A     | $1000.00           | $85.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | N/A      | N/A     | $145000.00         | $3470.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | N/A      | N/A     | $49000.00          | $242.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | N/A      | N/A     | $266113.00         | $180.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $10000.00          | $25.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | N/A      | N/A     | $40000.00          | $76.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $3000.00           | $12.94             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-10-01      | N/A      | N/A     | $3000.00           | $174.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $180000.00         | $53.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $45000.00          | $515.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $15000.00          | $63.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | N/A      | N/A     | $125000.00         | $43.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $50000.00          | $574.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | N/A      | N/A     | $139000.00         | $5905.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $100000.00         | $115.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $4000.00           | $438.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | N/A      | N/A     | $218918.00         | $2594.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $67500.00          | $14.38             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-02-01      | N/A      | N/A     | $50000.00          | $9.08              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $263382.00         | $7350.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-20      | N/A      | N/A     | $13667.00          | $476.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-03-01      | N/A      | N/A     | $25000.00          | $11.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $63000.00          | $32.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $1000.00           | $71.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $30000.00          | $144.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $132812.00         | $216.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-04-01      | N/A      | N/A     | $15000.00          | $101.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | N/A      | N/A     | $50000.00          | $87.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | N/A      | N/A     | $573178.00         | $562.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $6000.00           | $95.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $25146.00          | $328.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | N/A      | N/A     | $618259.00         | $10.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $1500.00           | $160.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | N/A      | N/A     | $253394.00         | $3707.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-04-20      | N/A      | N/A     | $11000.00          | $5654.20           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $3000.00           | $226.67            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $25000.00          | $130.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $30041.00          | $53.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $1000.00           | $219.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $32000.00          | $360.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | N/A      | N/A     | $27457.00          | $270.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | N/A      | N/A     | $5000.00           | $246.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $70000.00          | $87.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | N/A      | N/A     | $50000.00          | $827.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $2750.00           | $21.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $240000.00         | $136.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $3000.00           | $43.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | N/A      | N/A     | $82500.00          | $1465.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | N/A      | N/A     | $386750.00         | $902.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $96000.00          | $125.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $45000.00          | $42.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $5000.00           | $484.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $2000.00           | $1318.76           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | N/A      | N/A     | $1000.00           | $20.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $35373.00          | $93.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | N/A      | N/A     | $25000.00          | $414.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $4000.00           | $653.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | N/A      | N/A     | $50012.00          | $41.49             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $4000.00           | $588.92            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-05-01      | N/A      | N/A     | $5000.00           | $2.02              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | N/A      | N/A     | $26000.00          | $248.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $1000.00           | $26.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $26000.00          | $25.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $25000.00          | $64.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $100896.00         | $396.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $25000.00          | $53.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | N/A      | N/A     | $25000.00          | $222.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $8000.00           | $97.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | N/A      | N/A     | $47000.00          | $871.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $25000.00          | $75.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $68000.00          | $3019.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $25000.00          | $557.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $65000.00          | $7.42              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $25035.00          | $705.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $3000.00           | $2326.66           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-12-01      | N/A      | N/A     | $4000.00           | $90.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $240000.00         | $588.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | N/A      | N/A     | $32085.00          | $703.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $18000.00          | $1773.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $23000.00          | $198.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $3000.00           | $746.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | N/A      | N/A     | $34029.00          | $395.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $15000.00          | $268.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $68000.00          | $25.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | N/A      | N/A     | $81129.00          | $1583.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $25000.00          | $421.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-05-01      | N/A      | N/A     | $4000.00           | $52.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-11-20      | N/A      | N/A     | $185000.00         | $1.51              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | N/A      | N/A     | $125000.00         | $540.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $25000.00          | $1327.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $68000.00          | $211.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $99990.00          | $223.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $25000.00          | $14.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | N/A      | N/A     | $40051.00          | $172.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-12-01      | N/A      | N/A     | $1000.00           | $126.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | N/A      | N/A     | $11000.00          | $560.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-07-20      | N/A      | N/A     | $45629.00          | $1422.45           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $20000.00          | $1009.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-10-20      | N/A      | N/A     | $246839.00         | $0.34              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $3454.00           | $45.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $34000.00          | $280.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $37000.00          | $251.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-05-01      | N/A      | N/A     | $45000.00          | $24.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $163000.00         | $4633.81           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $6000.00           | $76.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | N/A      | N/A     | $811666.00         | $2144.27           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $7000.00           | $57.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $25000.00          | $82.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $200440.00         | $2850.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $75000.00          | $21.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $50000.00          | $579.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $130218.00         | $18.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $3000.00           | $125.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $34440.00          | $26.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $30000.00          | $55.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | N/A      | N/A     | $160000.00         | $795.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $50000.00          | $83.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $30000.00          | $5.91              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | N/A      | N/A     | $9500.00           | $555.20            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-11-01      | N/A      | N/A     | $2000.00           | $18.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $4000.00           | $609.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $75000.00          | $438.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $13500.00          | $1354.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | N/A      | N/A     | $360000.00         | $89.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $3000.00           | $417.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $10000.00          | $63.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-02-20      | N/A      | N/A     | $40000.00          | $2092.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | N/A      | N/A     | $14168.00          | $433.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | N/A      | N/A     | $9000.00           | $433.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $25281.00          | $814.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-01-01      | N/A      | N/A     | $27000.00          | $34.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $32500.00          | $688.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $10000.00          | $69.39             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-06-01      | N/A      | N/A     | $36668.00          | $30.27             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-01-01      | N/A      | N/A     | $1000.00           | $66.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $74265.00          | $12.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | N/A      | N/A     | $30000.00          | $513.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | N/A      | N/A     | $10000.00          | $134.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | N/A      | N/A     | $25000.00          | $36.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $25050.00          | $449.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $1000.00           | $18.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $2000.00           | $80.32             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | N/A      | N/A     | $425000.00         | $300.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $20000.00          | $3.94              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $1000.00           | $108.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $131690.00         | $46.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $11000.00          | $1432.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $12500.00          | $359.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | N/A      | N/A     | $615020.00         | $576.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $34000.00          | $119.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $1000.00           | $491.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-20      | N/A      | N/A     | $59000.00          | $393.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $3000.00           | $340.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | N/A      | N/A     | $97000.00          | $3616.78           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $5000.00           | $1.88              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $25000.00          | $265.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-20      | N/A      | N/A     | $35000.00          | $448.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | N/A      | N/A     | $773319.00         | $671.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | N/A      | N/A     | $27000.00          | $1051.38           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $2000.00           | $83.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $29000.00          | $16.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | N/A      | N/A     | $50000.00          | $133.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | N/A      | N/A     | $50834.00          | $388.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $25000.00          | $403.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $80000.00          | $400.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | N/A      | N/A     | $25000.00          | $24.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $70000.00          | $2927.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $42651.00          | $68.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $75000.00          | $524.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $66000.00          | $384.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $10000.00          | $536.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $50000.00          | $123.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $6000.00           | $166.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $77000.00          | $860.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | N/A      | N/A     | $32183.00          | $426.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-11-20      | N/A      | N/A     | $25000.00          | $0.10              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | N/A      | N/A     | $297500.00         | $198.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-02-20      | N/A      | N/A     | $20000.00          | $547.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | N/A      | N/A     | $399500.00         | $256.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $145000.00         | $165.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $28275.00          | $78.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | N/A      | N/A     | $55000.00          | $189.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $175000.00         | $921.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $50125.00          | $179.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-15      | N/A      | N/A     | $260000.00         | $256.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-20      | N/A      | N/A     | $65000.00          | $0.87              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | N/A      | N/A     | $337000.00         | $213.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $25000.00          | $178.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | N/A      | N/A     | $91043.00          | $318.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | N/A      | N/A     | $92000.00          | $854.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | N/A      | N/A     | $390459.00         | $187.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $10000.00          | $173.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $4000.00           | $478.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $1000.00           | $27.68             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-02-01      | N/A      | N/A     | $10000.00          | $100.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | N/A      | N/A     | $106426.00         | $1862.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $45000.00          | $872.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | N/A      | N/A     | $35249.00          | $258.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | N/A      | N/A     | $50000.00          | $0.74              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $48000.00          | $76.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | N/A      | N/A     | $141000.00         | $208.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $1000.00           | $14.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $25000.00          | $17.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $20000.00          | $17346.08          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $5000.00           | $81.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $23000.00          | $177.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $10000.00          | $22.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $28000.00          | $28.32             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $20715.00          | $30.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $13000.00          | $8.87              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | N/A      | N/A     | $25000.00          | $481.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | N/A      | N/A     | $43000.00          | $426.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | N/A      | N/A     | $1000.00           | $37.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | N/A      | N/A     | $125305.00         | $840.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | N/A      | N/A     | $170526.00         | $34.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $65000.00          | $204.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $1000.00           | $36.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-07-20      | N/A      | N/A     | $32000.00          | $2354.87           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $270000.00         | $120.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $25000.00          | $0.97              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-15      | N/A      | N/A     | $50000.00          | $3921.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | N/A      | N/A     | $377500.00         | $29.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $7000.00           | $739.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $2500.00           | $329.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $43000.00          | $208.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $84000.00          | $381.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $1000.00           | $7.80              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $26000.00          | $292.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $20000.00          | $137.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $3000.00           | $385.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $98000.00          | $411.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $10000.00          | $752.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $160000.00         | $463.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | N/A      | N/A     | $66057.00          | $603.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $36000.00          | $156.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | N/A      | N/A     | $5000.00           | $2.65              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $30000.00          | $33.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | N/A      | N/A     | $50000.00          | $800.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | N/A      | N/A     | $50170.00          | $981.35            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $19000.00          | $105.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $6000.00           | $225.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $1770.00           | $962.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-09-20      | N/A      | N/A     | $6000.00           | $769.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | N/A      | N/A     | $25000.00          | $283.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $6577.00           | $55.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $15000.00          | $228.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | N/A      | N/A     | $71250.00          | $2215.49           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $11000.00          | $37.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $10000.00          | $101.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $1000.00           | $10.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $150000.00         | $360.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $260500.00         | $306.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $2192.00           | $88.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | N/A      | N/A     | $12000.00          | $554.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $1000.00           | $5.81              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $1004.00           | $195.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | N/A      | N/A     | $55000.00          | $530.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $1000.00           | $102.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1900.00           | $990.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | N/A      | N/A     | $63853.00          | $46.52             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $15000.00          | $1513.71           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $30000.00          | $169.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $4000.00           | $369.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $22000.00          | $35.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $109696.00         | $141.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $241000.00         | $703.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | N/A      | N/A     | $462427.00         | $89.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $2000.00           | $357.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $2000.00           | $275.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | N/A      | N/A     | $500000.00         | $117.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $1000.00           | $89.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $1000.00           | $58.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $67000.00          | $253.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $30000.00          | $438.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | N/A      | N/A     | $680000.00         | $81.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | N/A      | N/A     | $83000.00          | $753.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $8000.00           | $5.86              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | N/A      | N/A     | $2000.00           | $26.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $15000.00          | $5.14              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $1000.00           | $77.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | N/A      | N/A     | $40000.00          | $26.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-02-20      | N/A      | N/A     | $5000.00           | $614.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $53000.00          | $356.13            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | N/A      | N/A     | $5000.00           | $2.57              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $15000.00          | $7.88              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $4750.00           | $445.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $25000.00          | $424.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | N/A      | N/A     | $10000.00          | $148.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $200000.00         | $554.32            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $2000.00           | $390.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $1000.00           | $31.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $120000.00         | $370.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $1000.00           | $4.76              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $3000.00           | $52.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $16000.00          | $27.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $6000.00           | $335.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $1000.00           | $78.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $107000.00         | $293.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | N/A      | N/A     | $75293.00          | $2338.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | N/A      | N/A     | $25667.00          | $95.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-20      | N/A      | N/A     | $100000.00         | $16.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $35500.00          | $1307.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $50000.00          | $443.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | N/A      | N/A     | $92500.00          | $1128.20           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $42000.00          | $318.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $38000.00          | $175.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $24500.00          | $2986.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $26000.00          | $258.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $9770.00           | $56.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $2015.00           | $174.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | N/A      | N/A     | $200000.00         | $20434.73          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $33000.00          | $55.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $61022.00          | $798.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $11000.00          | $976.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $42000.00          | $213.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $35000.00          | $56.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $182000.00         | $247.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $1994.00           | $0.40              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | N/A      | N/A     | $152706.00         | $107.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | N/A      | N/A     | $165619.00         | $91.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $2000.00           | $185.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $2000.00           | $73.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $3866.00           | $4.75              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | N/A      | N/A     | $7999.00           | $144.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-15      | N/A      | N/A     | $40000.00          | $1772.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $50000.00          | $4551.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $90000.00          | $460.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | N/A      | N/A     | $15000.00          | $1215.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $250000.00         | $103.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | N/A      | N/A     | $120328.00         | $1447.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | N/A      | N/A     | $25000.00          | $57.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | N/A      | N/A     | $1007334.00        | $39.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | N/A      | N/A     | $12500.00          | $82.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $25000.00          | $176.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | N/A      | N/A     | $60688.00          | $217.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $2000.00           | $196.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $12093.00          | $30.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | N/A      | N/A     | $73296.00          | $17.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | N/A      | N/A     | $676836.00         | $466.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $40000.00          | $260.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $56000.00          | $53.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | N/A      | N/A     | $31000.00          | $48.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $10500.00          | $1617.11           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $22000.00          | $192.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | N/A      | N/A     | $50000.00          | $4.20              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $18667.00          | $154.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $45000.00          | $110.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | N/A      | N/A     | $125000.00         | $3086.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $80000.00          | $55.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $60000.00          | $501.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $400000.00         | $191.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $75000.00          | $130.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $74000.00          | $150.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $4000.00           | $291.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | N/A      | N/A     | $145645.00         | $1.07              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $15000.00          | $19.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | N/A      | N/A     | $40000.00          | $1410.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-10-25      | N/A      | N/A     | $3000.00           | $0.31              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $60110.00          | $2005.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | N/A      | N/A     | $40576.00          | $452.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-15      | N/A      | N/A     | $10000.00          | $407.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $18000.00          | $33.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | N/A      | N/A     | $13988.00          | $563.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $35000.00          | $92.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $34000.00          | $115.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | N/A      | N/A     | $75000.00          | $967.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $70000.00          | $871.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $7000.00           | $68.67             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $6000.00           | $451.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $100000.00         | $173.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $15018.00          | $64.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-12-01      | N/A      | N/A     | $23000.00          | $104.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $3000.00           | $451.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $40044.00          | $714.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-05-01      | N/A      | N/A     | $44500.00          | $3.27              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $14000.00          | $348.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $31000.00          | $812.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $240500.00         | $1466.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $6000.00           | $33.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $4000.00           | $365.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | N/A      | N/A     | $402491.00         | $260.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | N/A      | N/A     | $67242.00          | $1029.23           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | N/A      | N/A     | $17000.00          | $83.56             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $497000.00         | $2979.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $50000.00          | $11903.57          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $3000.00           | $126.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $55000.00          | $170.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $39000.00          | $343.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $8000.00           | $1479.54           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $15000.00          | $88.19             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2030-02-28      | N/A      | N/A     | $151499200.00      | $153730013.15      | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2029-11-15      | N/A      | N/A     | $53000.00          | $83.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | N/A      | N/A     | $75000.00          | $904.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $2550.00           | $203.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | N/A      | N/A     | $566000.00         | $274.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | N/A      | N/A     | $346000.00         | $1437.93           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $35000.00          | $6079.24           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $11500.00          | $663.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $86083.00          | $1078.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $25332.00          | $995.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | N/A      | N/A     | $30000.00          | $268.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $15000.00          | $15.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | N/A      | N/A     | $125000.00         | $45.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | N/A      | N/A     | $375000.00         | $840.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $10000.00          | $110.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $25000.00          | $143.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $70000.00          | $6879.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | N/A      | N/A     | $27000.00          | $8.42              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $1672740.00        | $3069.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | N/A      | N/A     | $84000.00          | $97.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $6000.00           | $4.42              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $5000.00           | $20.59             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $45000.00          | $414.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-08-20      | N/A      | N/A     | $15000.00          | $332.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-15      | N/A      | N/A     | $25000.00          | $310.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $45000.00          | $217.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $19686.00          | $197.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | N/A      | N/A     | $450000.00         | $40.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $4991.00           | $10.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | N/A      | N/A     | $25000.00          | $1.61              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $25000.00          | $163.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $25000.00          | $264.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $18000.00          | $1197.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | N/A      | N/A     | $20000.00          | $250.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $32000.00          | $241.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-20      | N/A      | N/A     | $33000.00          | $444.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $14999.00          | $626.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | N/A      | N/A     | $6000.00           | $20.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $30000.00          | $364.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $11000.00          | $1031.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $10000.00          | $267.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-02-20      | N/A      | N/A     | $25000.00          | $1309.51           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | N/A      | N/A     | $8000.00           | $403.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-15      | N/A      | N/A     | $100000.00         | $633.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $2000.00           | $58.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-15      | N/A      | N/A     | $25000.00          | $245.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $25056.00          | $2.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $30000.00          | $618.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | N/A      | N/A     | $70000.00          | $78.41             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | N/A      | N/A     | $1000.00           | $51.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $413000.00         | $534.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | N/A      | N/A     | $35141.00          | $703.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | N/A      | N/A     | $50000.00          | $773.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $14667.00          | $3.13              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $2000.00           | $149.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $1000.00           | $95.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-15      | N/A      | N/A     | $14000.00          | $424.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-20      | N/A      | N/A     | $532500.00         | $443.82            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | N/A      | N/A     | $2000.00           | $110.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | N/A      | N/A     | $6000.00           | $4.11              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $25000.00          | $20.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $1220000.00        | $431.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $56000.00          | $925.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $25000.00          | $98.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1000.00           | $777.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $2000.00           | $31.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | N/A      | N/A     | $26884.00          | $200.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $7333.00           | $0.93              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | N/A      | N/A     | $78000.00          | $931.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $15000.00          | $16.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $1000.00           | $36.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | N/A      | N/A     | $164000.00         | $13.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | N/A      | N/A     | $30000.00          | $51.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $50000.00          | $571.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $9000.00           | $29.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $45000.00          | $166.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $27874.00          | $2944.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $40000.00          | $55.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | N/A      | N/A     | $208040.00         | $944.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | N/A      | N/A     | $171000.00         | $1668.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $25000.00          | $606.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $6000.00           | $98.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $51000.00          | $492.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $13000.00          | $73.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $261160.00         | $3662.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $25000.00          | $640.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $15000.00          | $20.43             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | N/A      | N/A     | $64000.00          | $231.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $80000.00          | $42.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $89833.00          | $1357.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $25000.00          | $80.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $50000.00          | $276.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $1000.00           | $104.60            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $3000.00           | $309.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $1000.00           | $101.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $1000.00           | $79.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $1000.00           | $86.90             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $50000.00          | $15242.46          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | N/A      | N/A     | $25524.00          | $180.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $36740.00          | $335.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | N/A      | N/A     | $25000.00          | $190.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | N/A      | N/A     | $31200.00          | $13.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $50000.00          | $1.56              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-10-01      | N/A      | N/A     | $3000.00           | $237.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-15      | N/A      | N/A     | $55000.00          | $1010.09           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $3000.00           | $526.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $3000.00           | $23.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $50000.00          | $145.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-08-01      | N/A      | N/A     | $50000.00          | $6.37              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $52000.00          | $314.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $6000.00           | $51.90             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $8000.00           | $53.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-15      | N/A      | N/A     | $42621.00          | $1086.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | N/A      | N/A     | $81874.00          | $1665.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | N/A      | N/A     | $26195.00          | $201.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | N/A      | N/A     | $48000.00          | $494.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | N/A      | N/A     | $532708.00         | $464.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $36916.00          | $224.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | N/A      | N/A     | $164834.00         | $2036.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $10000.00          | $972.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $50350.00          | $310.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | N/A      | N/A     | $25002.00          | $111.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | N/A      | N/A     | $103000.00         | $373.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $30000.00          | $55.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $1000.00           | $153.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $75101.00          | $765.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-10-20      | N/A      | N/A     | $9800.00           | $770.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $11000.00          | $31.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | N/A      | N/A     | $90000.00          | $2274.99           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $5000.00           | $10.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $162000.00         | $1606.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $6000.00           | $26.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1000.00           | $257.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-20      | N/A      | N/A     | $252500.00         | $3.01              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $14000.00          | $59.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | N/A      | N/A     | $382650.00         | $2553.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | N/A      | N/A     | $30000.00          | $1144.03           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $9000.00           | $97.77             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $3334.00           | $62.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | N/A      | N/A     | $45000.00          | $33.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $1000.00           | $68.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $76389.00          | $4.80              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $60000.00          | $608.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $1000.00           | $30.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $113000.00         | $2175.79           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $11500.00          | $332.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $690000.00         | $325.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $50000.00          | $124.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $12333.00          | $62.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $10000.00          | $73.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-15      | N/A      | N/A     | $35000.00          | $999.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | N/A      | N/A     | $76000.00          | $1125.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $163000.00         | $450.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-15      | N/A      | N/A     | $1232000.00        | $1410.23           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $13040.00          | $46.43             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | N/A      | N/A     | $25000.00          | $44.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $60000.00          | $203.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | N/A      | N/A     | $9616.00           | $304.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | N/A      | N/A     | $363100.00         | $129.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1000.00           | $84.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $360000.00         | $1604.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $13000.00          | $2912.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $2500.00           | $847.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $60651.00          | $261.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $7750.00           | $742.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | N/A      | N/A     | $80327.00          | $679.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $25000.00          | $195.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $12500.00          | $1658.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $77000.00          | $21.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $60000.00          | $1374.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | N/A      | N/A     | $25000.00          | $50.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | N/A      | N/A     | $49000.00          | $188.17            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $1200.00           | $695.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $109000.00         | $163.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $33000.00          | $287.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | N/A      | N/A     | $25000.00          | $161.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $237670.00         | $81.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | N/A      | N/A     | $11000.00          | $648.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $15000.00          | $14.91             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $8000.00           | $598.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | N/A      | N/A     | $489020.00         | $34.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $6000.00           | $26.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $1000.00           | $27.04             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $20000.00          | $96.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $270000.00         | $1860.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $150000.00         | $441.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $63333.00          | $709.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $5000.00           | $112.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-15      | N/A      | N/A     | $25000.00          | $825.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $170000.00         | $3360.76           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-07-01      | N/A      | N/A     | $12000.00          | $0.30              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | N/A      | N/A     | $77520.00          | $1061.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | N/A      | N/A     | $438000.00         | $512.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $2000.00           | $14.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $217000.00         | $1653.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | N/A      | N/A     | $147600.00         | $1924.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $1000.00           | $155.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $84000.00          | $376.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $3000.00           | $24.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-01-01      | N/A      | N/A     | $6000.00           | $7.56              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-05-20      | N/A      | N/A     | $275055.00         | $146.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $199231.00         | $394.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $28000.00          | $170.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-03-01      | N/A      | N/A     | $311000.00         | $65.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $10000.00          | $67.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-03-01      | N/A      | N/A     | $5000.00           | $0.07              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $25000.00          | $574.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $21500.00          | $992.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | N/A      | N/A     | $315310.00         | $654.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | N/A      | N/A     | $518500.00         | $1620.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-15      | N/A      | N/A     | $45000.00          | $263.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $147500.00         | $53.82             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-05-01      | N/A      | N/A     | $1000.00           | $133.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $251881.00         | $4508.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | N/A      | N/A     | $50000.00          | $338.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $133000.00         | $245.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-06-01      | N/A      | N/A     | $5000.00           | $175.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | N/A      | N/A     | $280041.00         | $3102.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | N/A      | N/A     | $119000.00         | $1370.73           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $6253.00           | $58.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $452189.00         | $440.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $25000.00          | $7.02              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $100000.00         | $26.41             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $15000.00          | $104.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | N/A      | N/A     | $30000.00          | $427.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $26000.00          | $376.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $38000.00          | $100.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $25000.00          | $303.03            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-10-01      | N/A      | N/A     | $10000.00          | $194.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $81000.00          | $1212.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $25000.00          | $124.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $35121.00          | $111.51            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $44000.00          | $109.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $90500.00          | $568.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | N/A      | N/A     | $117226.00         | $234.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $26250.00          | $527.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $3000.00           | $300.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $72000.00          | $487.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $1000.00           | $94.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $73000.00          | $450.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $140000.00         | $617.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $11000.00          | $101.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | N/A      | N/A     | $12500.00          | $405.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | N/A      | N/A     | $141000.00         | $80.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $44277.00          | $636.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $106750.00         | $1515.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | N/A      | N/A     | $114000.00         | $1818.35           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $20000.00          | $150.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | N/A      | N/A     | $591500.00         | $155.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $1000.00           | $40.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | N/A      | N/A     | $25000.00          | $250.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | N/A      | N/A     | $201000.00         | $1962.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $15000.00          | $2346.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | N/A      | N/A     | $11000.00          | $158.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $31000.00          | $466.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $35399.00          | $83.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | N/A      | N/A     | $400000.00         | $539.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | N/A      | N/A     | $16168.00          | $85.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | N/A      | N/A     | $451460.00         | $5463.17           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | N/A      | N/A     | $20000.00          | $25.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | N/A      | N/A     | $50000.00          | $23.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $9000.00           | $53.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $1000.00           | $142.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $170000.00         | $0.73              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | N/A      | N/A     | $25000.00          | $462.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $55860.00          | $774.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $1000.00           | $232.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $117000.00         | $222.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $225000.00         | $146.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $65000.00          | $27.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-20      | N/A      | N/A     | $10000.00          | $439.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $405000.00         | $391.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | N/A      | N/A     | $109000.00         | $1557.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $41000.00          | $289.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $210500.00         | $237.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | N/A      | N/A     | $50000.00          | $614.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $45054.00          | $302.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $42000.00          | $51.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $50000.00          | $672.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $5000.00           | $4.39              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | N/A      | N/A     | $40000.00          | $502.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | N/A      | N/A     | $110732.00         | $1094.94           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-09-01      | N/A      | N/A     | $10000.00          | $6.63              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | N/A      | N/A     | $200000.00         | $2518.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $10000.00          | $42.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | N/A      | N/A     | $159725.00         | $48.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | N/A      | N/A     | $500050.00         | $1066.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | N/A      | N/A     | $268267.00         | $537.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $80664.00          | $27.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | N/A      | N/A     | $25000.00          | $141.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-15      | N/A      | N/A     | $15000.00          | $695.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-15      | N/A      | N/A     | $66006.00          | $1055.99           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $7000.00           | $15.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $298000.00         | $1531.89           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $2000.00           | $27.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $1000.00           | $113.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-10-20      | N/A      | N/A     | $20000.00          | $1621.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $35000.00          | $1.15              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | N/A      | N/A     | $56000.00          | $4.32              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | N/A      | N/A     | $90000.00          | $23.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $1000.00           | $128.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $243629.00         | $4780.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | N/A      | N/A     | $54554.00          | $819.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $60000.00          | $600.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $30000.00          | $166.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $35000.00          | $441.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | N/A      | N/A     | $100268.00         | $250.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | N/A      | N/A     | $75103.00          | $247.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | N/A      | N/A     | $35000.00          | $561.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $30000.00          | $20.85             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $10000.00          | $105.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | N/A      | N/A     | $8000.00           | $286.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $105333.00         | $263.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $1000.00           | $479.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | N/A      | N/A     | $14019.00          | $151.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | N/A      | N/A     | $42000.00          | $7455.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | N/A      | N/A     | $25000.00          | $39.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $25000.00          | $104.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $13000.00          | $168.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | N/A      | N/A     | $60000.00          | $252.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | N/A      | N/A     | $102256.00         | $608.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-12-20      | N/A      | N/A     | $30000.00          | $856.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $4000.00           | $91.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $3000.00           | $2003.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $16000.00          | $939.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $1000.00           | $77.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $10000.00          | $26.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $25000.00          | $122.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $12000.00          | $18.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $1000.00           | $62.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | N/A      | N/A     | $57000.00          | $37.01             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-10-01      | N/A      | N/A     | $60000.00          | $6.56              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $1000.00           | $206.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $9000.00           | $70.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $30000.00          | $210.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | N/A      | N/A     | $3000.00           | $39.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $25000.00          | $59.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | N/A      | N/A     | $330500.00         | $56.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | N/A      | N/A     | $65000.00          | $306.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-05-20      | N/A      | N/A     | $10000.00          | $152.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | N/A      | N/A     | $70000.00          | $11.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | N/A      | N/A     | $105000.00         | $1109.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | N/A      | N/A     | $98000.00          | $192.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-11-01      | N/A      | N/A     | $1034.00           | $38.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | N/A      | N/A     | $20000.00          | $153.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $360000.00         | $463.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $1000.00           | $15.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $125000.00         | $291.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | N/A      | N/A     | $33900.00          | $534.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $25000.00          | $116.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-20      | N/A      | N/A     | $810960.00         | $274.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | N/A      | N/A     | $75000.00          | $65.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | N/A      | N/A     | $25000.00          | $267.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $15000.00          | $54.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $25000.00          | $86.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | N/A      | N/A     | $127045.00         | $50.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-15      | N/A      | N/A     | $25250.00          | $333.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $1362641.00        | $724.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $25000.00          | $197.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-06-01      | N/A      | N/A     | $50000.00          | $65.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $25614.00          | $21.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $25000.00          | $22.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | N/A      | N/A     | $43000.00          | $1266.74           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $13250.00          | $493.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $50000.00          | $200.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $19200.00          | $257.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | N/A      | N/A     | $369366.00         | $1304.68           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $14000.00          | $27.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $40000.00          | $330.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $36000.00          | $22.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $75000.00          | $153.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | N/A      | N/A     | $25408.00          | $5.25              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $7000.00           | $41.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | N/A      | N/A     | $37365.00          | $525.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | N/A      | N/A     | $6500.00           | $539.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | N/A      | N/A     | $185000.00         | $1530.71           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | N/A      | N/A     | $13000.00          | $100.28            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $3000.00           | $211.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $25000.00          | $54.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-15      | N/A      | N/A     | $75000.00          | $711.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $43000.00          | $340.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | N/A      | N/A     | $388500.00         | $423.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | N/A      | N/A     | $1000.00           | $167.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | N/A      | N/A     | $30000.00          | $18.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $15000.00          | $73.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-11-20      | N/A      | N/A     | $50000.00          | $861.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $1000.00           | $3.21              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $92291.00          | $822.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $29036.00          | $53.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $60000.00          | $1602.09           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $35000.00          | $110.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $50000.00          | $690.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | N/A      | N/A     | $43196.00          | $365.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | N/A      | N/A     | $167000.00         | $2314.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | N/A      | N/A     | $25000.00          | $14.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | N/A      | N/A     | $175000.00         | $68.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $52000.00          | $116.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $25320.00          | $1.34              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $22000.00          | $156.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | N/A      | N/A     | $368000.00         | $183.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $30000.00          | $324.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-05-01      | N/A      | N/A     | $155000.00         | $332.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | N/A      | N/A     | $60136.00          | $27.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $1000.00           | $70.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $3000.00           | $29.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-15      | N/A      | N/A     | $75000.00          | $137.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $4000.00           | $2089.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | N/A      | N/A     | $134210.00         | $1358.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-11-20      | N/A      | N/A     | $9000.00           | $1296.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | N/A      | N/A     | $25000.00          | $40.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $218842.00         | $832.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $8000.00           | $72.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $8000.00           | $95.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | N/A      | N/A     | $102954.00         | $99.63             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $25000.00          | $711.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | N/A      | N/A     | $38000.00          | $11.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | N/A      | N/A     | $175000.00         | $108.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $4500.00           | $31.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-02-01      | N/A      | N/A     | $2000.00           | $21.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | N/A      | N/A     | $55000.00          | $636.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $48540.00          | $265.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $2000.00           | $78.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $3000.00           | $124.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $210000.00         | $30.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $60000.00          | $318.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | N/A      | N/A     | $54618.00          | $77.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $32000.00          | $74.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $35000.00          | $1730.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | N/A      | N/A     | $1452397.00        | $65.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $25000.00          | $383.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | N/A      | N/A     | $121500.00         | $61.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $19000.00          | $8.73              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $11448.00          | $19.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $25862.00          | $572.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $205000.00         | $256.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $105000.00         | $387.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $27000.00          | $14.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $1000.00           | $127.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $116000.00         | $783.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $355829.00         | $3413.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | N/A      | N/A     | $69000.00          | $2759.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | N/A      | N/A     | $164192.00         | $2342.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $200000.00         | $437.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $54000.00          | $204.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | N/A      | N/A     | $13000.00          | $106.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | N/A      | N/A     | $10000.00          | $29.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | N/A      | N/A     | $250000.00         | $278.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $370000.00         | $177.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $10000.00          | $7.35              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $1000.00           | $301.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | N/A      | N/A     | $152547.00         | $122.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $75000.00          | $132.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | N/A      | N/A     | $329645.00         | $1655.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | N/A      | N/A     | $289630.00         | $162.72            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $2000.00           | $15.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-10-20      | N/A      | N/A     | $95821.00          | $0.01              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $8000.00           | $22.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $21000.00          | $154.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | N/A      | N/A     | $12000.00          | $722.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $5000.00           | $2314.08           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-11-01      | N/A      | N/A     | $7000.00           | $0.63              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $102771.00         | $8.50              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $105000.00         | $1209.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $106500.00         | $658.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | N/A      | N/A     | $45000.00          | $421.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-15      | N/A      | N/A     | $15000.00          | $206.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $42667.00          | $101.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $6000.00           | $267.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | N/A      | N/A     | $1130643.00        | $299.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | N/A      | N/A     | $25265.00          | $4.07              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $25639.00          | $939.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-07-01      | N/A      | N/A     | $25000.00          | $9.10              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $242000.00         | $314.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $2000.00           | $241.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | N/A      | N/A     | $746000.00         | $1058.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $24000.00          | $60.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $15000.00          | $260.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $57000.00          | $322.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | N/A      | N/A     | $8667.00           | $321.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $80000.00          | $32.40             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | N/A      | N/A     | $75000.00          | $37.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $85000.00          | $310.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-06-01      | N/A      | N/A     | $25000.00          | $2.51              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $18342.00          | $112.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $158547.00         | $102.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $6500.00           | $409.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $85000.00          | $586.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | N/A      | N/A     | $208000.00         | $1721.47           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $23000.00          | $3445.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $4000.00           | $254.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $120127.00         | $649.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $72000.00          | $149.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | N/A      | N/A     | $397000.00         | $1251.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $2000.00           | $23.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $1000.00           | $118.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-15      | N/A      | N/A     | $116118.00         | $37.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $120000.00         | $204.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $45000.00          | $36.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $25000.00          | $104.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | N/A      | N/A     | $74500.00          | $689.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $10000.00          | $105.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $60000.00          | $47.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $1334.00           | $109.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $25000.00          | $70.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $100000.00         | $130.35            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $6000.00           | $2618.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $6000.00           | $325.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $83000.00          | $541.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $65000.00          | $162.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $69096.00          | $78.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $100000.00         | $4.79              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | N/A      | N/A     | $70000.00          | $41.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | N/A      | N/A     | $205000.00         | $90.11             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1000.00           | $838.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $55324.00          | $1602.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $4000.00           | $734.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | N/A      | N/A     | $10000.00          | $10.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | N/A      | N/A     | $30000.00          | $763.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | N/A      | N/A     | $133479.00         | $1815.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $350000.00         | $68.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | N/A      | N/A     | $25028.00          | $1771.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | N/A      | N/A     | $43431.00          | $489.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $45000.00          | $48.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | N/A      | N/A     | $25000.00          | $416.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $35000.00          | $61.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-06-20      | N/A      | N/A     | $35000.00          | $807.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $2000.00           | $53.01             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $13000.00          | $118.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $77220.00          | $70.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | N/A      | N/A     | $10000.00          | $7.09              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-08-01      | N/A      | N/A     | $1000.00           | $74.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $14500.00          | $225.72            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $3000.00           | $78.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | N/A      | N/A     | $185884.00         | $497.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $105000.00         | $870.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $75000.00          | $567.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $100000.00         | $180.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $15188.00          | $45.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $26000.00          | $1334.83           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $4666.00           | $361.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $8765.00           | $231.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $3000.00           | $160.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $2000.00           | $914.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $60000.00          | $86.71             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $3000.00           | $105.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $125000.00         | $191.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | N/A      | N/A     | $35003.00          | $344.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $15000.00          | $63.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $66333.00          | $59.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $70000.00          | $1290.92           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $1000.00           | $224.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | N/A      | N/A     | $130050.00         | $196.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $26500.00          | $2852.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | N/A      | N/A     | $25449.00          | $73.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $45000.00          | $522.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | N/A      | N/A     | $1118173.00        | $1501.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-15      | N/A      | N/A     | $25000.00          | $25.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | N/A      | N/A     | $82825.00          | $1.12              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $266667.00         | $3089.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $140285.00         | $925.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $40000.00          | $113.73            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $33000.00          | $271.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $9500.00           | $1857.81           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | N/A      | N/A     | $35000.00          | $7.93              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-04-01      | N/A      | N/A     | $2000.00           | $262.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $77500.00          | $52.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | N/A      | N/A     | $30000.00          | $393.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | N/A      | N/A     | $169500.00         | $703.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $2000.00           | $145.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | N/A      | N/A     | $32000.00          | $536.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $211250.00         | $4667.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | N/A      | N/A     | $205000.00         | $2779.16           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $6032.00           | $169.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $26000.00          | $759.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $50000.00          | $136.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | N/A      | N/A     | $5000.00           | $286.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $54000.00          | $287.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $25982.00          | $509.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-02-01      | N/A      | N/A     | $10465.00          | $1015.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $1000.00           | $96.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-15      | N/A      | N/A     | $109000.00         | $163.77            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $5000.00           | $1.89              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $1000.00           | $79.37             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $2000.00           | $216.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | N/A      | N/A     | $25114.00          | $1.06              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $1112.00           | $10.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-11-01      | N/A      | N/A     | $5000.00           | $0.92              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-07-20      | N/A      | N/A     | $185000.00         | $11790.41          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | N/A      | N/A     | $50000.00          | $543.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $30000.00          | $296.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $1096.00           | $31.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $1000.00           | $8.73              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $127232.00         | $192.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | N/A      | N/A     | $75000.00          | $513.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $110000.00         | $1603.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $155000.00         | $382.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $25000.00          | $156.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $227500.00         | $185.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $85000.00          | $4104.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | N/A      | N/A     | $50000.00          | $86.05             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | N/A      | N/A     | $3000.00           | $620.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $50000.00          | $141.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $75000.00          | $18.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $35000.00          | $29.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $1000.00           | $115.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-11-01      | N/A      | N/A     | $65000.00          | $33.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $1667.00           | $50.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | N/A      | N/A     | $25000.00          | $777.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $15000.00          | $79.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $19000.00          | $1969.42           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $4000.00           | $594.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | N/A      | N/A     | $590000.00         | $361.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $35000.00          | $125.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $24000.00          | $166.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $22500.00          | $701.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | N/A      | N/A     | $256500.00         | $454.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $34500.00          | $1651.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-20      | N/A      | N/A     | $30000.00          | $22.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $12000.00          | $139.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $18000.00          | $28.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $29500.00          | $41.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $25026.00          | $127.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $39000.00          | $86.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | N/A      | N/A     | $50054.00          | $802.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | N/A      | N/A     | $81000.00          | $168.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | N/A      | N/A     | $10000.00          | $70.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $1000.00           | $8.46              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | N/A      | N/A     | $5333.00           | $117.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $9423.00           | $1704.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | N/A      | N/A     | $25413.00          | $197.90            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | N/A      | N/A     | $48000.00          | $250.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $8000.00           | $27.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | N/A      | N/A     | $33983.00          | $458.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | N/A      | N/A     | $346000.00         | $184.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $64000.00          | $140.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | N/A      | N/A     | $70000.00          | $80.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $2000.00           | $27.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | N/A      | N/A     | $1155000.00        | $350.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | N/A      | N/A     | $15000.00          | $143.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-02-01      | N/A      | N/A     | $3000.00           | $99.86             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $1000.00           | $123.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | N/A      | N/A     | $25000.00          | $566.29            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-06-01      | N/A      | N/A     | $3000.00           | $806.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $126972.00         | $169.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $50000.00          | $465.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $10000.00          | $151.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $1737667.00        | $561.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-10-15      | N/A      | N/A     | $6347.00           | $0.69              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | N/A      | N/A     | $75000.00          | $879.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | N/A      | N/A     | $105000.00         | $920.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | N/A      | N/A     | $1667.00           | $73.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1000.00           | $653.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $3000.00           | $383.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | N/A      | N/A     | $20000.00          | $2005.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | N/A      | N/A     | $389152.00         | $488.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-15      | N/A      | N/A     | $9506.00           | $734.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $116000.00         | $67.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | N/A      | N/A     | $19166.00          | $212.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $200000.00         | $201.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-04-20      | N/A      | N/A     | $15000.00          | $674.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-20      | N/A      | N/A     | $20000.00          | $96.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | N/A      | N/A     | $533490.00         | $235.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-05-01      | N/A      | N/A     | $7000.00           | $77.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $43000.00          | $368.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $10000.00          | $101.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $100000.00         | $790.40            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | N/A      | N/A     | $50000.00          | $249.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $5750.00           | $706.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-20      | N/A      | N/A     | $25000.00          | $263.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $25000.00          | $96.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $115000.00         | $157.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $4000.00           | $86.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $45000.00          | $161.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $25000.00          | $86.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $1000.00           | $163.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | N/A      | N/A     | $73500.00          | $10421.07          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $50000.00          | $721.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $100000.00         | $2.75              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | N/A      | N/A     | $98000.00          | $2174.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $60000.00          | $205.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $25000.00          | $501.13            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-04-01      | N/A      | N/A     | $46000.00          | $11.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $20000.00          | $121.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $15000.00          | $2.52              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $77500.00          | $123.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $40000.00          | $356.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | N/A      | N/A     | $79000.00          | $535.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $9000.00           | $317.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $94073.00          | $752.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $34000.00          | $549.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $1000.00           | $161.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $70000.00          | $199.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $3000.00           | $21.30             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | N/A      | N/A     | $10000.00          | $1.18              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $12500.00          | $711.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $58000.00          | $369.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | N/A      | N/A     | $5000.00           | $68.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $4000.00           | $768.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $50000.00          | $304.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $95000.00          | $12.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | N/A      | N/A     | $51500.00          | $525.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $17000.00          | $9.40              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $107000.00         | $12.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $50000.00          | $790.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | N/A      | N/A     | $80000.00          | $865.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $15000.00          | $295.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $201290.00         | $168.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $18000.00          | $37.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | N/A      | N/A     | $73000.00          | $772.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $12334.00          | $3.91              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | N/A      | N/A     | $35000.00          | $198.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $105000.00         | $2148.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $32000.00          | $29.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $114500.00         | $1156.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $25000.00          | $380.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $1118.00           | $111.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $1000.00           | $109.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $34753.00          | $66.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | N/A      | N/A     | $199605.00         | $2262.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | N/A      | N/A     | $65000.00          | $463.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $6100.00           | $715.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | N/A      | N/A     | $69337.00          | $1053.77           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $10000.00          | $169.29            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $6000.00           | $473.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $25000.00          | $16.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $50000.00          | $804.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | N/A      | N/A     | $5000.00           | $4.01              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | N/A      | N/A     | $28571.00          | $523.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | N/A      | N/A     | $7500.00           | $124.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-15      | N/A      | N/A     | $10000.00          | $2153.26           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $3667.00           | $4.09              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | N/A      | N/A     | $30039.00          | $391.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $13000.00          | $56.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | N/A      | N/A     | $14000.00          | $170.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $75000.00          | $436.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | N/A      | N/A     | $60000.00          | $10.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $3500.00           | $318.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | N/A      | N/A     | $69000.00          | $16.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | N/A      | N/A     | $61836.00          | $682.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | N/A      | N/A     | $14000.00          | $167.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | N/A      | N/A     | $162500.00         | $30.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $4000.00           | $83.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $11233.00          | $35.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | N/A      | N/A     | $125000.00         | $96.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $302500.00         | $431.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | N/A      | N/A     | $129000.00         | $233.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-20      | N/A      | N/A     | $20000.00          | $778.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | N/A      | N/A     | $192525.00         | $108.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-03-01      | N/A      | N/A     | $52000.00          | $105.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | N/A      | N/A     | $403538.00         | $580.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | N/A      | N/A     | $290000.00         | $515.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | N/A      | N/A     | $50000.00          | $1186.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | N/A      | N/A     | $863332.00         | $600.28            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $1000.00           | $135.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $1000.00           | $633.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | N/A      | N/A     | $18000.00          | $760.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $53000.00          | $352.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $85000.00          | $160.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | N/A      | N/A     | $354300.00         | $39.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $210000.00         | $2092.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $25000.00          | $44.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $41000.00          | $1035.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $3000.00           | $36.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $20000.00          | $63.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $1000.00           | $213.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-01-20      | N/A      | N/A     | $30000.00          | $720.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $1000.00           | $161.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | N/A      | N/A     | $290000.00         | $80.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $137500.00         | $1715.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-05-20      | N/A      | N/A     | $192332.00         | $84.59             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $1000.00           | $77.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $302000.00         | $448.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $3000.00           | $379.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | N/A      | N/A     | $298000.00         | $64.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $4000.00           | $731.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | N/A      | N/A     | $285469.00         | $3385.44           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $20000.00          | $13935.16          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | N/A      | N/A     | $207750.00         | $2941.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | N/A      | N/A     | $1811000.00        | $1737.82           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-02-01      | N/A      | N/A     | $1000.00           | $209.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-01-01      | N/A      | N/A     | $19000.00          | $167.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $49000.00          | $247.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $25000.00          | $137.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $25000.00          | $72.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $3000.00           | $45.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $25000.00          | $22.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $25000.00          | $191.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $47000.00          | $152.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $3000.00           | $446.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $2000.00           | $439.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $53000.00          | $132.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $26460.00          | $204.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | N/A      | N/A     | $50000.00          | $192.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $33878.00          | $164.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $25000.00          | $136.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $144063.00         | $104.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $35000.00          | $109.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-02-01      | N/A      | N/A     | $16000.00          | $75.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | N/A      | N/A     | $25000.00          | $393.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $122000.00         | $689.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | N/A      | N/A     | $50070.00          | $640.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $3000.00           | $257.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | N/A      | N/A     | $265000.00         | $1866.52           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | N/A      | N/A     | $22000.00          | $48.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-08-20      | N/A      | N/A     | $25000.00          | $2096.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $25000.00          | $115.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $4000.00           | $345.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | N/A      | N/A     | $427610.00         | $83.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | N/A      | N/A     | $55000.00          | $124.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $5000.00           | $4.19              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | N/A      | N/A     | $44000.00          | $894.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | N/A      | N/A     | $53000.00          | $3933.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $20000.00          | $278.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $60000.00          | $52.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $3000.00           | $385.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $1000.00           | $46.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-15      | N/A      | N/A     | $25000.00          | $86.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | N/A      | N/A     | $469500.00         | $3837.68           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $3000.00           | $296.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | N/A      | N/A     | $30000.00          | $434.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $25028.00          | $1925.88           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $5000.00           | $130.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | N/A      | N/A     | $115000.00         | $1799.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $75000.00          | $69.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | N/A      | N/A     | $103377.00         | $1956.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $37216.00          | $11.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | N/A      | N/A     | $10000.00          | $383.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $5500.00           | $1008.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $30000.00          | $234.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $182000.00         | $283.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $75000.00          | $192.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $67500.00          | $691.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $100000.00         | $73.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | N/A      | N/A     | $420000.00         | $556.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $117831.00         | $1446.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-01-20      | N/A      | N/A     | $15000.00          | $484.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $3000.00           | $1000.76           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-07-01      | N/A      | N/A     | $7000.00           | $28.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $43000.00          | $482.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | N/A      | N/A     | $25811.00          | $20.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $1000.00           | $72.20             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $15000.00          | $74.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $50000.00          | $132.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | N/A      | N/A     | $845448.00         | $1129.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-20      | N/A      | N/A     | $45250.00          | $514.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $300000.00         | $4219.21           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $134000.00         | $152.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $514000.00         | $568.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-15      | N/A      | N/A     | $175000.00         | $30.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | N/A      | N/A     | $30734.00          | $95.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $25000.00          | $230.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $100000.00         | $689.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $100000.00         | $549.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | N/A      | N/A     | $255000.00         | $3.27              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | N/A      | N/A     | $50000.00          | $516.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | N/A      | N/A     | $85000.00          | $206.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $75150.00          | $186.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $12000.00          | $9.10              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $1000.00           | $327.28            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2029-01-15      | N/A      | N/A     | $3261600.00        | $5151287.60        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $240000.00         | $688.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | N/A      | N/A     | $52729.00          | $5095.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | N/A      | N/A     | $60006.00          | $654.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | N/A      | N/A     | $265301.00         | $1300.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $25000.00          | $8.72              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | N/A      | N/A     | $1000.00           | $18.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $3000.00           | $95.55             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | N/A      | N/A     | $3000.00           | $1.21              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $30097.00          | $13.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $50000.00          | $376.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $30000.00          | $560.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-09-01      | N/A      | N/A     | $60000.00          | $154.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $125000.00         | $133.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $125000.00         | $106.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $13000.00          | $702.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-15      | N/A      | N/A     | $30000.00          | $2180.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | N/A      | N/A     | $476819.00         | $249.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $35405.00          | $228.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $13000.00          | $3.73              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $5000.00           | $3389.16           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-08-01      | N/A      | N/A     | $300000.00         | $7.97              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | N/A      | N/A     | $122000.00         | $1156.59           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-10-01      | N/A      | N/A     | $6000.00           | $3.16              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $1000.00           | $0.46              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $4000.00           | $127.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-01-15      | N/A      | N/A     | $29000.00          | $788.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $26000.00          | $285.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $40552.00          | $243.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | N/A      | N/A     | $2000.00           | $45.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | N/A      | N/A     | $32500.00          | $249.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $3000.00           | $1.68              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-06-01      | N/A      | N/A     | $5000.00           | $61.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | N/A      | N/A     | $25000.00          | $3.06              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $51054.00          | $144.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | N/A      | N/A     | $259500.00         | $3296.78           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-07-01      | N/A      | N/A     | $1950.00           | $16.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | N/A      | N/A     | $44000.00          | $504.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $14500.00          | $67.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $11000.00          | $121.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $201000.00         | $364.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $27002.00          | $512.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | N/A      | N/A     | $170000.00         | $39.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $80000.00          | $549.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | N/A      | N/A     | $96000.00          | $687.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-08-01      | N/A      | N/A     | $215000.00         | $60.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | N/A      | N/A     | $48334.00          | $89.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $100000.00         | $98.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $75000.00          | $2604.36           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $55000.00          | $133.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $1000.00           | $1.52              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $9000.00           | $59.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $80102.00          | $425.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | N/A      | N/A     | $572000.00         | $1854.32           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $7000.00           | $1.37              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-20      | N/A      | N/A     | $159000.00         | $2458.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | N/A      | N/A     | $49000.00          | $2.91              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | N/A      | N/A     | $412156.00         | $259.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $35000.00          | $15.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-15      | N/A      | N/A     | $60000.00          | $123.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $4000.00           | $133.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $120000.00         | $874.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | N/A      | N/A     | $283417.00         | $302.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $1142000.00        | $2939.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $22422.00          | $167.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $4030.00           | $228.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | N/A      | N/A     | $2000.00           | $297.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | N/A      | N/A     | $175000.00         | $9.77              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | N/A      | N/A     | $10000.00          | $533.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $95000.00          | $77.67             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $6000.00           | $535.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | N/A      | N/A     | $25000.00          | $2.80              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $40000.00          | $39.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $12500.00          | $1069.92           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $7334.00           | $58.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $15000.00          | $7332.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | N/A      | N/A     | $100000.00         | $13.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | N/A      | N/A     | $25000.00          | $306.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | N/A      | N/A     | $3000.00           | $277.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $78000.00          | $1512.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $66032.00          | $287.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $38000.00          | $372.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-03-01      | N/A      | N/A     | $2077.00           | $100.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $38000.00          | $355.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $1000.00           | $131.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $1000.00           | $140.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $10000.00          | $61.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $3000.00           | $49.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $10000.00          | $5937.81           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $12000.00          | $1080.37           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1000.00           | $736.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $2000.00           | $303.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | N/A      | N/A     | $68924.00          | $812.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $15000.00          | $6.31              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $15000.00          | $4766.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | N/A      | N/A     | $10000.00          | $620.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $30000.00          | $157.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $1600.00           | $13.95             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | N/A      | N/A     | $2467.00           | $0.08              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $70000.00          | $31.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-20      | N/A      | N/A     | $15942.00          | $207.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $45000.00          | $375.59            | Agency Mortgage-Backed Securities  |

### Security 115: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZV0, C.4 - ISIN: US3133EPZV03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140015419.60
- **C.18.a - Value (excl. sponsor support):** $140015419.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **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: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010YR4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Fitch Long Rating: AA-
- **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 MOR | 2046-02-15      | N/A      | N/A     | $1000000.00        | $804197.45         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $1453.00           | $0.94              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | N/A      | N/A     | $1000.00           | $120.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $3697230.00        | $3560768.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2005760.00        | $1403043.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $424743.00         | $3431.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $1007.00           | $74.27             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1000.00           | $984.06            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-20      | N/A      | N/A     | $2465.00           | $182.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $2089592.00        | $2108128.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-02      | N/A      | N/A     | $27972924.00       | $26091730.53       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $15168512.00       | $15613341.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $248950.00         | $1148.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $4018.00           | $187.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $500000.00         | $61168.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-20      | N/A      | N/A     | $87266.00          | $2017.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $1849.00           | $219.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $7000000.00        | $5712851.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $12094.00          | $477.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $1173.00           | $18.17             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $24404.00          | $25039.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $1051.00           | $4.42              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $45443.00          | $47304.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $2002.00           | $1944.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $4355896.00        | $4409643.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $223657.00         | $163434.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $12000.00          | $8085.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1841812.00        | $1877343.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $7980272.00        | $8031142.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $1975677.00        | $575691.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | N/A      | N/A     | $800000.00         | $94565.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1242560.00        | $1219420.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $3088.00           | $7.29              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $19244413.00       | $15958797.37       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $2362.00           | $46.37             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $365823.00         | $295443.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $8740193.00        | $123058.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1001.00           | $1063.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-02-01      | N/A      | N/A     | $514286.00         | $5594.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $256994.00         | $171317.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-25      | N/A      | N/A     | $1250000.00        | $82442.40          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $85000.00          | $34055.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $464976.00         | $480568.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-25      | N/A      | N/A     | $429000.00         | $399575.29         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-11-20      | N/A      | N/A     | $38893.00          | $1282.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $72073.00          | $65504.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $915060.00         | $941113.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $14000.00          | $1792.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-25      | N/A      | N/A     | $3360.00           | $573.35            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $1000.00           | $710.95            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $7931760.00        | $8135039.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $734862.00         | $781789.45         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $112001.00         | $34803.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $419931.00         | $250.86            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $212244.00         | $218042.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $1500.00           | $1201.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $3279064.00        | $3113170.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1483050.00        | $1442823.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $81369.00          | $328.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-25      | N/A      | N/A     | $69306423.00       | $543575.55         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-04-25      | N/A      | N/A     | $271448.00         | $238436.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $684889.00         | $41057.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $3636.00           | $4.01              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-20      | N/A      | N/A     | $11344.00          | $154.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $392550.00         | $240147.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $250000.00         | $15660.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1104.00           | $926.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-25      | N/A      | N/A     | $1132.00           | $644.18            | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $79900000.00       | $705554.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $459219.00         | $303032.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1037758.00        | $253528.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $24372.00          | $1203.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $198018.00         | $8933.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-11-01      | N/A      | N/A     | $2352.00           | $16.88             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $1291000.00        | $281784.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $2339.00           | $454.78            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $25469312.00       | $24190446.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $40010039.00       | $20627317.82       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $194691073.00      | $13825.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-25      | N/A      | N/A     | $1930248.00        | $2265473.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-07-25      | N/A      | N/A     | $5050000.00        | $241043.83         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $7288529.00        | $5603065.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $54342.00          | $42872.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $2176603.00        | $2248452.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $2267607.00        | $2177537.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $16124.00          | $14496.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $1694352.00        | $5409.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-25      | N/A      | N/A     | $395001.00         | $334846.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $3303681.00        | $3296947.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $150000.00         | $139595.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-04-01      | N/A      | N/A     | $2986653.00        | $51153.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $9059753.00        | $8575175.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $1672.00           | $2.22              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-15      | N/A      | N/A     | $12407918.00       | $11185971.79       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | N/A      | N/A     | $4419.00           | $58.54             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $1235880.00        | $867290.84         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $500000.00         | $349826.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $88000.00          | $61621.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-20      | N/A      | N/A     | $1000000.00        | $48213.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | N/A      | N/A     | $254787.00         | $0.15              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1003.00           | $1046.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $2428750.00        | $380638.38         | Agency Mortgage-Backed Securities         |
| GNAR WN 784594 M      | 2042-09-20      | N/A      | N/A     | $2710.00           | $454.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1360174.00        | $1254710.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | N/A      | N/A     | $1684719.00        | $1025443.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $404129.00         | $304188.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $180000.00         | $43975.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $5000000.00        | $31909.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $1094.00           | $121.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $1500000.00        | $42354.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1344960.00        | $1238005.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $2231620.00        | $391519.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $26564.00          | $150.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $1526188.00        | $416261.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $27190.00          | $3.34              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $99000.00          | $94033.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1000.00           | $994.88            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $1148.00           | $1027.39           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | N/A      | N/A     | $3780.00           | $137.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | N/A      | N/A     | $15484.00          | $69.44             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $2964573.00        | $2986750.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $5073.00           | $26.55             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | N/A      | N/A     | $2000.00           | $755.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $3425.00           | $29.84             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $38338.00          | $6022.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1520000.00        | $1208303.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1813429.00        | $1794568.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $7180312.00        | $115847.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3032053.00        | $3072614.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $47035.00          | $37762.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $9621727.00        | $9780148.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $100000000.00      | $99994304.68       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $434216.00         | $447544.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $170000.00         | $174014.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $4207328.00        | $4214799.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $15809840.00       | $12677253.81       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-05-01      | N/A      | N/A     | $8668.00           | $0.64              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $3748107.00        | $3136252.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $387812.00         | $315219.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $1339.00           | $4.79              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $479999.00         | $434937.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $64314185.00       | $6818.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1050000.00        | $860010.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-20      | N/A      | N/A     | $250000.00         | $4974.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $1750000.00        | $37780.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $19999000.00       | $29849.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | N/A      | N/A     | $526628.00         | $502796.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $5140.00           | $158.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $7041862.00        | $45157.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $8720394.00        | $8652981.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1000.00           | $750.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $13473.00          | $188.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $58000.00          | $38786.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $354658.00         | $38112.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $898574.00         | $275832.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $1450000.00        | $661969.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1120703.00        | $1115114.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-04-01      | N/A      | N/A     | $13040.00          | $12.73             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $2275553.00        | $2245060.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $28993.00          | $30300.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $523496.00         | $543828.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $1434.00           | $67.37             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $134999.00         | $99679.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | N/A      | N/A     | $1000.00           | $958.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $49132.00          | $6552.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $15389700.00       | $14352828.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $668354.00         | $562457.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $376998.00         | $71697.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $50000.00          | $50996.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $96001.00          | $59558.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $84025.00          | $50397.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $3000.00           | $2883.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1024.00           | $958.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $1850000.00        | $2502.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1360014.00        | $1421123.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $948997.00         | $7375.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-25      | N/A      | N/A     | $3311768.00        | $149908.41         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $11443393.00       | $8689885.07        | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-08-12      | N/A      | N/A     | $6000.00           | $4767.43           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2037-02-01      | N/A      | N/A     | $1655.00           | $53.08             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1540280.00        | $1562328.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $1173617.00        | $195763.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $400978.00         | $247555.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $22995747.00       | $193988.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $724948.00         | $711921.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-20      | N/A      | N/A     | $1000000.00        | $34163.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $19687.00          | $20264.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $4107.00           | $2873.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $1541684.00        | $619649.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $11000.00          | $1761.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $1032.00           | $49.28             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $672681.00         | $101006.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $1000000.00        | $27663.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $125010.00         | $149.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $178975.00         | $109219.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $3420.00           | $386.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $95999.00          | $79016.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1008.00           | $828.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $877828.00         | $16532.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $910013.00         | $928502.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1865225.00        | $1685708.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-25      | N/A      | N/A     | $50000.00          | $42222.34          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-10-15      | N/A      | N/A     | $1011.00           | $277.79            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $5479704.00        | $4595387.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-25      | N/A      | N/A     | $396837.00         | $391005.62         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-25      | N/A      | N/A     | $388990.00         | $383113.89         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2036-10-01      | N/A      | N/A     | $93857392.00       | $986327.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $1017.00           | $76.18             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $4108893.00        | $293559.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $3575582.00        | $2745482.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $7305817.00        | $6369472.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | N/A      | N/A     | $775000.00         | $59864.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | N/A      | N/A     | $1024.00           | $37.15             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $31608585.00       | $29125219.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $1100000.00        | $4133.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | N/A      | N/A     | $1918.00           | $14.63             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $700000.00         | $8934.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $384122.00         | $388963.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-08-01      | N/A      | N/A     | $1137802.00        | $12777.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $300000.00         | $61182.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $208930.00         | $214373.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $22494.00          | $21505.62          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-02-24      | N/A      | N/A     | $3669000.00        | $2932374.87        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1568868.00        | $1613050.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $5744327.00        | $5674761.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $1000.00           | $30.65             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | N/A      | N/A     | $90000.00          | $90160.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $250000.00         | $783.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $20322251.00       | $20160322.67       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $49000000.00       | $12853433.05       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $13042800.00       | $7818303.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $8772.00           | $8261.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-12-25      | N/A      | N/A     | $89522.00          | $88474.58          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $31262.00          | $150.25            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | N/A      | N/A     | $1686.00           | $1736.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-20      | N/A      | N/A     | $1300000.00        | $54166.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $4592432.00        | $12709.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $1831412.00        | $29220.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $632000.00         | $327572.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $444366.00         | $7042.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $1000.00           | $66.79             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $79503.00          | $79291.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $192424.00         | $12593.43          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $1100.00           | $1118.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | N/A      | N/A     | $3341.00           | $3.88              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $192483.00         | $15732.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $3094100.00        | $2806822.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $19948165.00       | $12756665.35       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-01-01      | N/A      | N/A     | $700000.00         | $143.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-07-01      | N/A      | N/A     | $1400000.00        | $5634.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $50000.00          | $49991.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $1000.00           | $559.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1436164.00        | $1347046.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $9974.00           | $897.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | N/A      | N/A     | $11666.00          | $2373.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $11616.00          | $18.06             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $2409.00           | $65.24             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $1000.00           | $614.31            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $1003.00           | $177.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $400000.00         | $39462.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-06-01      | N/A      | N/A     | $1821.00           | $1868.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $16000.00          | $9858.58           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $1016080.00        | $1055818.21        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $6420679.00        | $5391355.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $3681384.00        | $3164854.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-05-20      | N/A      | N/A     | $1379.00           | $1418.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $24000.00          | $1563.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $3610.00           | $78.76             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $11000.00          | $7132.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $5544.00           | $3601.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | N/A      | N/A     | $9153.00           | $33.26             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $1370.00           | $153.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $6216273.00        | $6041165.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $23124301.00       | $16404652.43       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-20      | N/A      | N/A     | $1048.00           | $21.73             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $26804534.00       | $16179147.03       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $3440847.00        | $3504325.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $2230247.00        | $2248967.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | N/A      | N/A     | $1209.00           | $14.59             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $722848.00         | $730949.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $473084.00         | $480014.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $91469.00          | $8149.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $6011.00           | $50.70             | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-01-24      | N/A      | N/A     | $811000.00         | $613789.13         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $391998.00         | $62500.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $1450000.00        | $7456.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $13596154.00       | $13114507.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $2959000.00        | $767339.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $60000.00          | $11859.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $1683.00           | $0.11              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | N/A      | N/A     | $8242.00           | $1.17              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $24000.00          | $3146.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $125000.00         | $109327.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $50013319.00       | $84089.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $502996.00         | $29244.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $1760000.00        | $11397.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | N/A      | N/A     | $1955332.00        | $921032.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $175000.00         | $62921.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $16632.00          | $71.71             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-07-01      | N/A      | N/A     | $342000.00         | $26048.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $1000.00           | $155.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $4000.00           | $330.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $200000.00         | $135449.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $3634267.00        | $2852134.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $86984.00          | $31290.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | N/A      | N/A     | $1040.00           | $216.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $150000.00         | $150004.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $1178020.00        | $926040.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1078274.00        | $1079197.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2033-08-08      | N/A      | N/A     | $570000.00         | $555699.33         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2040-11-01      | N/A      | N/A     | $1016.00           | $0.88              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | N/A      | N/A     | $10147411.00       | $1855247.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-05-01      | N/A      | N/A     | $79000.00          | $33830.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-25      | N/A      | N/A     | $20111.00          | $3782.94           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $18226.00          | $31.31             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $18000000.00       | $122383.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $14866656.00       | $13982817.32       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-07-01      | N/A      | N/A     | $29498.00          | $260.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-20      | N/A      | N/A     | $28772.00          | $1472.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $1021.00           | $1.48              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-07-01      | N/A      | N/A     | $5000.00           | $521.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $6749999.00        | $1496220.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | N/A      | N/A     | $3338.00           | $116.79            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-01-25      | N/A      | N/A     | $510000.00         | $446622.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1001.00           | $1010.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-02-01      | N/A      | N/A     | $1628.00           | $8.90              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $89265.00          | $4658.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $1818132.00        | $195833.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $1000.00           | $195.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $67937.00          | $1557.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $230510.00         | $181079.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $22521005.00       | $664899.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $34000.00          | $4134.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $6110.00           | $61.81             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $10745.00          | $1207.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $3000000.00        | $16656.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1127999.00        | $1158643.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $300000.00         | $89.61             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | N/A      | N/A     | $1444.00           | $1444.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-01-01      | N/A      | N/A     | $30000.00          | $27519.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $33166756.00       | $30767675.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $3000.00           | $199.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1407848.00        | $773430.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $191271.00         | $195261.78         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $11858.00          | $10365.53          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-04-14      | N/A      | N/A     | $386000.00         | $322169.80         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1368232.00        | $691950.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $41858.00          | $3308.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $74000.00          | $64543.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-05-01      | N/A      | N/A     | $7660978.00        | $9473.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | N/A      | N/A     | $1450000.00        | $20095.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $85260.00          | $47.59             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1000.00           | $915.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $4499000.00        | $1816139.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1194849.00        | $1222760.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $1046.00           | $24.71             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $12720000.00       | $684910.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $96989.00          | $7002.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $2000.00           | $1954.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $17274.00          | $137.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | N/A      | N/A     | $53745848.00       | $2996813.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-25      | N/A      | N/A     | $452000.00         | $166480.98         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-12-25      | N/A      | N/A     | $14288434.00       | $13853592.03       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $2000.00           | $138.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $35000.00          | $11115.42          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $509274.00         | $68337.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | N/A      | N/A     | $1047.00           | $80.12             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $4766420.00        | $4673781.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $488560.00         | $360370.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $53287514.00       | $41710051.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $981340.00         | $792671.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $835587.00         | $527849.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | N/A      | N/A     | $1970.00           | $1421.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2036-02-25      | N/A      | N/A     | $2030000.00        | $1594431.92        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-09-01      | N/A      | N/A     | $7641.00           | $2.49              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-08-01      | N/A      | N/A     | $24968844.00       | $14891.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $46018066.00       | $37491359.49       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $1013.00           | $7.12              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $1000.00           | $1051.31           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1024.00           | $1043.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $9584085.00        | $7614989.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-02-20      | N/A      | N/A     | $12334067.00       | $133498.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | N/A      | N/A     | $6679010.00        | $663042.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $45000.00          | $46367.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $182258.00         | $50779.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | N/A      | N/A     | $204459.00         | $210402.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $6718554.00        | $1225270.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $497049.00         | $7843.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-07-01      | N/A      | N/A     | $3264.00           | $0.46              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-12-01      | N/A      | N/A     | $762187.00         | $1344.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $43531437.00       | $40233881.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $585061.00         | $97654.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $879269.00         | $906739.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-25      | N/A      | N/A     | $249000.00         | $180390.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $9000.00           | $6094.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $255000.00         | $42534.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $113636193.00      | $68540.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $47240717.00       | $46606389.85       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $5939655.00        | $3465847.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $125000.00         | $99870.27          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $8000.00           | $6588.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $13263413.00       | $580178.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $16145.00          | $11249.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $1200.00           | $165.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $5806.00           | $4993.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $100000000.00      | $100114283.06      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $4991974.00        | $68910.56          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-06-01      | N/A      | N/A     | $273930.00         | $56.98             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | N/A      | N/A     | $2584.00           | $2062.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $48322957.00       | $244724.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $868966.00         | $566535.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $1009.00           | $26.22             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-04-25      | N/A      | N/A     | $4406.00           | $82.58             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $762568.00         | $788626.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1742698.00        | $1771345.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $413518.00         | $303210.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $504342.00         | $470502.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $702164.00         | $459361.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1344938.00        | $600109.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $200000.00         | $57244.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-20      | N/A      | N/A     | $2240.00           | $19.43             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $1405.00           | $915.59            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1009.00           | $834.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $1030390.00        | $343632.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | N/A      | N/A     | $191983.00         | $180943.20         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $2398.00           | $1.14              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $51549866.00       | $51291270.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $219252.00         | $147591.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1012783.00        | $1037040.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $100000.00         | $62246.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $460000.00         | $43222.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $477621.00         | $16633.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $6683024.00        | $5168096.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $43000.00          | $4066.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-25      | N/A      | N/A     | $4953.00           | $4003.27           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $184824.00         | $55.39             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $1211546.00        | $1211850.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $4000.00           | $483.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000.00           | $765.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3303116.00        | $3391937.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $670233.00         | $459329.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-25      | N/A      | N/A     | $127450.00         | $115051.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $11542723.00       | $39328.53          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $2041719.00        | $212891.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1200000.00        | $978460.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-20      | N/A      | N/A     | $7842.00           | $62.85             | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2042-03-24      | N/A      | N/A     | $17000.00          | $14248.66          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-03-01      | N/A      | N/A     | $7576275.00        | $876611.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $4000.00           | $192.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-06-01      | N/A      | N/A     | $2636828.00        | $1104.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $1192.00           | $716.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $2467779.00        | $1370207.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $4534264.00        | $3090484.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $90828059.00       | $7239398.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | N/A      | N/A     | $1550000.00        | $440557.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-09-01      | N/A      | N/A     | $7108.00           | $121.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $1003.00           | $4.99              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $3538476.00        | $3588872.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $835578.00         | $533793.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-03-25      | N/A      | N/A     | $1292980.00        | $657564.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $11711244.00       | $11096246.99       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $282858.00         | $191730.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | N/A      | N/A     | $134256.00         | $149524.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-12-01      | N/A      | N/A     | $1530867.00        | $35964.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $17466.00          | $233.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $33000.00          | $14646.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $3097587.00        | $2789589.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $400000.00         | $346150.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $6000.00           | $5656.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $1000.00           | $62.30             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $494000.00         | $400056.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-01      | N/A      | N/A     | $8130.00           | $397.97            | Agency Mortgage-Backed Securities         |

### Security 117: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **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):** $99627639.00
- **C.18.a - Value (excl. sponsor support):** $99627639.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6N28, C.4 - ISIN: US3130B6N286, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $388560363.61
- **C.18.a - Value (excl. sponsor support):** $388560363.61
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-10
- **C.13 - Final Legal Maturity Date:** 2027-06-10
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5575568506.45
- **C.18.a - Value (excl. sponsor support):** $5575568506.45
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1050648049.50
- **C.18.a - Value (excl. sponsor support):** $1050648049.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: BANK OF MONTREAL (REPO)

- **C.1 - Title:** BANK OF MONTREAL (REPO)
- **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: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0QH004QB5
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Fitch Long Rating: AA; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa2; Fitch Short Rating: F1+
- **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 MORT | 2029-10-01      | N/A      | N/A     | $36622000.00       | $36784048.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $47724000.00       | $48946052.58       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-16      | N/A      | N/A     | $18402207.00       | $3870357.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $45600000.00       | $46461487.88       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $30300228.00       | $13943845.37       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $50400000.00       | $51128013.99       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $30000000.00       | $27956998.91       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $42164000.00       | $43131968.31       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | N/A      | N/A     | $41000000.00       | $11466755.70       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-06-01      | N/A      | N/A     | $47289000.00       | $48447020.93       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-25      | N/A      | N/A     | $4399909.00        | $4402079.62        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $30000000.00       | $22351021.10       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | N/A      | N/A     | $5000000.00        | $6371237.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $42077000.00       | $42362638.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-25      | N/A      | N/A     | $53793.00          | $46111.13          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-08-20      | N/A      | N/A     | $29426005.00       | $8508668.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-10-01      | N/A      | N/A     | $47123000.00       | $47548790.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $46377000.00       | $46746606.65       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | N/A      | N/A     | $49324000.00       | $49747948.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $36558000.00       | $37451120.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | N/A      | N/A     | $42079460.00       | $42934313.57       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-20      | N/A      | N/A     | $35000000.00       | $3244715.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-06-01      | N/A      | N/A     | $36020000.00       | $37143727.93       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $40000000.00       | $41051691.12       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $59175000.00       | $50150055.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $98000000.00       | $75865909.36       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-25      | N/A      | N/A     | $181667.00         | $168446.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-25      | N/A      | N/A     | $4170871.00        | $3970439.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $45265000.00       | $43145831.03       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-25      | N/A      | N/A     | $2994236.00        | $2972367.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $29000000.00       | $11874687.07       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $39500000.00       | $40261714.15       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $100000000.00      | $37079893.71       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $50353027.00       | $50191434.37       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $10060000.00       | $4550298.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-25      | N/A      | N/A     | $656627.00         | $542294.88         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $167507181.00      | $166977097.61      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-06-01      | N/A      | N/A     | $43700000.00       | $44708549.85       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-16      | N/A      | N/A     | $35241929.00       | $9546097.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-12-20      | N/A      | N/A     | $100821000.00      | $8584432.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $40000000.00       | $22686887.86       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-10-25      | N/A      | N/A     | $776000.00         | $733378.03         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2043-05-20      | N/A      | N/A     | $18281000.00       | $14386330.69       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $23624931.00       | $24261519.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-25      | N/A      | N/A     | $8100736.00        | $1007990.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-25      | N/A      | N/A     | $4686000.00        | $4159554.17        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2051-02-20      | N/A      | N/A     | $9308962.00        | $2531387.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $50000000.00       | $51783988.90       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | N/A      | N/A     | $7569437.00        | $665255.11         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $30001019.00       | $3598984.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $40471744.00       | $41584627.03       | Agency Mortgage-Backed Securities         |

### Security 122: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008LS4
- **C.18 - Value (incl. sponsor support):** $48000000.00
- **C.18.a - Value (excl. sponsor support):** $48000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Short Rating: NR; Moody's Long Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Fitch Long Rating: NR; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2037-11-15      | N/A      | N/A     | $319176.00         | $184972.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | N/A      | N/A     | $10224.00          | $7305.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $3885.60           | $1011.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $8064.00           | $2268.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $148176.00         | $49315.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $11832.00          | $11348.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | N/A      | N/A     | $1124628.00        | $1180949.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | N/A      | N/A     | $141653.37         | $36999.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | N/A      | N/A     | $19104.00          | $6752.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | N/A      | N/A     | $36624.00          | $13228.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | N/A      | N/A     | $385255.20         | $840648.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $14400.00          | $7252.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $1768.80           | $1116.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $159832.80         | $62320.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | N/A      | N/A     | $626928.00         | $486237.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-31      | N/A      | N/A     | $1488.00           | $1482.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $12408.00          | $3493.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | N/A      | N/A     | $900240.00         | $501033.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $249288.00         | $245821.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $935016.00         | $930425.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $77872.80          | $79868.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $864.00            | $845.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $936.00            | $918.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $20666.40          | $21796.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | N/A      | N/A     | $67257.60          | $67003.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $326479.20         | $349265.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $664879.20         | $581219.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | N/A      | N/A     | $72.00             | $20.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | N/A      | N/A     | $381789.60         | $326642.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $475752.00         | $318863.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $919.20            | $277.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | N/A      | N/A     | $34872.00          | $8797.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $11352.00          | $12662.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $172344.00         | $172909.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $323148.00         | $240791.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | N/A      | N/A     | $2.40              | $2.09              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $510616.80         | $450298.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | N/A      | N/A     | $313416.00         | $196633.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | N/A      | N/A     | $6264.00           | $1935.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $125208.00         | $30977.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $59040.00          | $25307.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | N/A      | N/A     | $134964.00         | $149722.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $7656.00           | $2046.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $601488.00         | $261160.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | N/A      | N/A     | $267285.60         | $269446.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $723441.60         | $822156.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $696.00            | $188.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | N/A      | N/A     | $348900.00         | $93294.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $23304.00          | $8041.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | N/A      | N/A     | $4320.00           | $1318.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $159240.00         | $43880.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $698985.60         | $693306.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $2071632.00        | $1933120.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $359088.00         | $350828.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $166008.00         | $50070.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | N/A      | N/A     | $82231.20          | $86609.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $748891.20         | $994308.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | N/A      | N/A     | $282590.40         | $299406.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $770208.00         | $465000.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $9312.00           | $3672.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $179592.00         | $61176.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $11976.00          | $5058.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $921.60            | $455.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | N/A      | N/A     | $527952.00         | $310303.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | N/A      | N/A     | $6192.00           | $4969.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $6888.00           | $3279.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | N/A      | N/A     | $1824.00           | $1000.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | N/A      | N/A     | $20304.00          | $5077.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | N/A      | N/A     | $25024.80          | $26384.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $13464.00          | $6773.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $903096.00         | $488371.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $900888.00         | $251022.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | N/A      | N/A     | $1992.00           | $636.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $587208.00         | $188321.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $841459.20         | $822631.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $1218600.00        | $507917.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | N/A      | N/A     | $317592.00         | $194130.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $493464.00         | $178729.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $60504.00          | $24209.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $92976.48          | $25121.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $120120.00         | $42998.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $368880.00         | $283008.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | N/A      | N/A     | $186552.00         | $154635.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $421992.00         | $297631.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | N/A      | N/A     | $597432.00         | $432023.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $160944.00         | $84568.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $513192.00         | $195306.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | N/A      | N/A     | $356656.80         | $563294.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $175752.00         | $78463.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | N/A      | N/A     | $1303996.80        | $379665.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $602400.00         | $273072.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $288000.00         | $144214.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $620688.00         | $432684.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $364262.40         | $785621.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $940248.00         | $479656.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | N/A      | N/A     | $13862.40          | $4321.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | N/A      | N/A     | $230856.00         | $169022.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $155496.00         | $149189.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $133536.00         | $46627.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $21336.00          | $6597.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $83784.00          | $31402.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $1111.20           | $1508.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $10657.99          | $5140.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $1560.00           | $624.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | N/A      | N/A     | $59796.00          | $123429.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | N/A      | N/A     | $979860.00         | $260495.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | N/A      | N/A     | $17064.00          | $5641.03           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $40464.00          | $12464.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $228456.00         | $337925.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $320548.80         | $524450.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $8040.00           | $3018.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $16.80             | $15.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $14736.00          | $6503.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $63360.00          | $25038.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $180888.00         | $57351.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $370752.00         | $358943.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $17160.00          | $6363.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $5160.00           | $2120.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $128808.00         | $33337.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | N/A      | N/A     | $165720.00         | $53796.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | N/A      | N/A     | $537856.80         | $403029.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $37368.00          | $10751.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | N/A      | N/A     | $857256.00         | $489680.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $21309.60          | $25350.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $1749.60           | $479.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $121291.20         | $31328.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $667104.00         | $256762.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $425352.00         | $161718.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $430248.00         | $295926.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $1414392.00        | $1147491.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $124728.00         | $35837.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $164352.00         | $66612.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $3000.00           | $1907.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $57768.00          | $24751.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $157440.00         | $133272.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $239064.00         | $219059.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $1102531.20        | $324444.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $10488.00          | $4253.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $97560.00          | $45684.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $201648.00         | $55596.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $1221744.00        | $728043.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $780.00            | $198.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $6048.00           | $2793.68           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $983880.00         | $321685.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $768.00            | $338.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $151008.00         | $43933.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $371472.00         | $281696.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $3698.40           | $3798.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $4368.00           | $1479.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | N/A      | N/A     | $2208.00           | $690.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-31      | N/A      | N/A     | $1344.00           | $1339.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $520344.00         | $137399.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | N/A      | N/A     | $9624.00           | $5130.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $67920.00          | $31237.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $59448.00          | $22015.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $1891.20           | $1304.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $230424.00         | $100207.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $278.40            | $79.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | N/A      | N/A     | $12960.00          | $4448.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | N/A      | N/A     | $207072.00         | $173452.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | N/A      | N/A     | $2868744.00        | $2480037.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | N/A      | N/A     | $127776.00         | $33704.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $228432.00         | $58375.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $100200.00         | $36696.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $3624.00           | $3348.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $721704.00         | $227735.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | N/A      | N/A     | $11088.00          | $6250.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $2715720.00        | $678278.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $780888.00         | $349847.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $11904.00          | $4657.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $18480.00          | $7809.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | N/A      | N/A     | $10312.80          | $10913.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $163560.00         | $43500.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $1174000.80        | $869596.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | N/A      | N/A     | $23616.00          | $7954.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $4972027.44        | $4470280.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | N/A      | N/A     | $225384.00         | $178904.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $145776.00         | $47077.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | N/A      | N/A     | $891864.00         | $552331.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $1420.80           | $1351.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $255624.00         | $116291.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $10464.00          | $10262.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $17160.00          | $8881.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $21571.20          | $16885.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $188808.00         | $47584.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $157056.00         | $57515.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $11040.00          | $4538.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $245184.00         | $72215.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | N/A      | N/A     | $826015.20         | $539352.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $175224.00         | $166677.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $77112.00          | $72631.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $221712.00         | $108358.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $305208.00         | $479960.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | N/A      | N/A     | $241056.00         | $163646.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $88992.00          | $24270.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $589344.00         | $227109.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $43176.00          | $21374.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $12348.00          | $12167.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | N/A      | N/A     | $1628136.00        | $1335496.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $85101.60          | $139385.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | N/A      | N/A     | $8496.00           | $2536.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $199572.00         | $59472.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $184992.00         | $122342.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | N/A      | N/A     | $73063.20          | $18078.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $1639344.00        | $1459734.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $29688.00          | $29262.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | N/A      | N/A     | $95472.00          | $83363.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $22560.00          | $10691.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $2328.00           | $819.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $2273904.00        | $2064229.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $635448.00         | $329098.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $100956.00         | $101584.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $401760.00         | $134488.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $17952.00          | $6401.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | N/A      | N/A     | $117192.00         | $91951.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $1455696.00        | $606405.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $12744.00          | $4187.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | N/A      | N/A     | $12672.00          | $8165.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $1056.00           | $366.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $153384.00         | $38885.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $960.00            | $448.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $15960.00          | $6226.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | N/A      | N/A     | $2.40              | $2.34              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $365244.00         | $552155.10         | U.S. Treasuries (including strips) |

### Security 123: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV40, C.4 - ISIN: US3133ERV409, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125035826.25
- **C.18.a - Value (excl. sponsor support):** $125035826.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286L9, C.4 - ISIN: US9128286L99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396906248.00
- **C.18.a - Value (excl. sponsor support):** $396906248.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)

- **C.1 - Title:** CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)
- **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: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0PW008E65
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Long Rating: Aa3; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1; Moody's Short Rating: P-1; Fitch Long Rating: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 M | 2051-09-20      | N/A      | N/A     | $35937150.00       | $24549488.91       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $50000000.00       | $50099750.72       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $43387153.00       | $28350760.75       | Agency Collateralized Mortgage Obligation |

### Security 126: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6420018900.51
- **C.18.a - Value (excl. sponsor support):** $6420018900.51
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010OR5
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa3; Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $100676900.00      | $80044503.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $241700.00         | $166748.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | N/A      | N/A     | $117900.00         | $117736.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $203700.00         | $56758.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | N/A      | N/A     | $46300.00          | $49055.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $5300.00           | $5739.04           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | N/A      | N/A     | $386500.00         | $359797.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $561723.02         | $475498.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | N/A      | N/A     | $883100.00         | $896220.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $100.00            | $38.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | N/A      | N/A     | $1000.00           | $940.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | N/A      | N/A     | $200.00            | $49.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $1152900.00        | $1165119.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $100.00            | $98.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $14.08             | $5.16              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $46.56             | $15.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-15      | N/A      | N/A     | $2258200.00        | $2290283.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $28.62             | $28.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $300.00            | $88.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $13765736.01       | $10196445.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | N/A      | N/A     | $14394900.00       | $13579544.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $10.00             | $9.24              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-02      | N/A      | N/A     | $200.00            | $197.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | N/A      | N/A     | $12226257.11       | $6804596.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | N/A      | N/A     | $1000.00           | $1022.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $375072.23         | $183310.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $1600.00           | $1619.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | N/A      | N/A     | $104860000.00      | $105876203.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $200.00            | $131.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $400.00            | $314.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | N/A      | N/A     | $200.00            | $200.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $6314800.00        | $5339963.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-19      | N/A      | N/A     | $400.00            | $392.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | N/A      | N/A     | $342500.00         | $338499.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $400.00            | $115.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | N/A      | N/A     | $624000.00         | $483966.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $50509500.00       | $32484806.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | N/A      | N/A     | $3301500.00        | $3480828.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $100.00            | $98.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-12      | N/A      | N/A     | $200.00            | $197.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $4633300.00        | $4711660.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $9318157.47        | $4112251.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $39400.00          | $38952.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $1064100.00        | $1055620.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | N/A      | N/A     | $6753900.00        | $6704056.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $11.69             | $3.40              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | N/A      | N/A     | $400.00            | $116.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $1500.00           | $1371.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $200.00            | $74.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | N/A      | N/A     | $143.21            | $76.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $1956649.70        | $931474.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $848086.18         | $843922.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $22010800.00       | $21634195.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $100.00            | $102.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $50363800.00       | $50514287.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $176371.92         | $124395.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $1600.00           | $714.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $175746755.33      | $87004485.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $4414900.00        | $3209960.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $11324773.37       | $7789224.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $900.00            | $351.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $295800.00         | $116893.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $6597.62           | $2361.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | N/A      | N/A     | $351400.00         | $359429.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | N/A      | N/A     | $52.31             | $28.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-31      | N/A      | N/A     | $2120800.00        | $2145465.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | N/A      | N/A     | $1723000.00        | $3556568.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $500.00            | $132.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $223.25            | $90.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $138.02            | $51.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | N/A      | N/A     | $11154800.00       | $11115071.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $304.13            | $87.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $345000.00         | $342182.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | N/A      | N/A     | $13200.00          | $13902.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $200.00            | $56.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $1000.00           | $972.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $206400.00         | $201736.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $100.00            | $101.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-20      | N/A      | N/A     | $1000.00           | $988.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | N/A      | N/A     | $923883.99         | $543011.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $700.00            | $243.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $465900.00         | $439309.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $17952994.60       | $11872997.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $100.00            | $78.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $300.00            | $152.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | N/A      | N/A     | $147016.23         | $105045.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $100.00            | $95.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | N/A      | N/A     | $12600.00          | $12603.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $117000.00         | $67308.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $2130200.00        | $2136734.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $658000.00         | $655400.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-23      | N/A      | N/A     | $698300.00         | $696491.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $735700.00         | $183748.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $144600.00         | $146374.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $37.72             | $10.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | N/A      | N/A     | $24400.00          | $24940.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $78178.87          | $47199.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $100.00            | $41.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | N/A      | N/A     | $0.20              | $0.16              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | N/A      | N/A     | $100.00            | $102.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $7.66              | $5.88              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $221200.00         | $219554.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | N/A      | N/A     | $286.34            | $101.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $136900.00         | $136501.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $100.00            | $52.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | N/A      | N/A     | $400.00            | $423.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $100.00            | $93.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $9827664.60        | $4739902.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $124.99            | $50.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | N/A      | N/A     | $136600.00         | $137249.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $3299077.91        | $1138376.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $36689875.27       | $19278915.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | N/A      | N/A     | $6582289.29        | $5456132.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $35317000.00       | $9002232.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | N/A      | N/A     | $1823028.48        | $1527047.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | N/A      | N/A     | $13254900.00       | $13901331.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $43252000.00       | $19036502.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $262.17            | $231.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $64712019.27       | $33493193.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $700.00            | $704.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | N/A      | N/A     | $52492700.00       | $58232845.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $33100.00          | $37354.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $1118800.00        | $998487.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $1782.64           | $501.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $98400.00          | $100275.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-12      | N/A      | N/A     | $1677500.00        | $1669481.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $504.23            | $165.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | N/A      | N/A     | $796700.00         | $746502.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $851.31            | $398.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $156800.00         | $50637.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-16      | N/A      | N/A     | $4887700.00        | $4847669.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $200.00            | $159.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $4336100.00        | $1236608.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $10708100.00       | $10584618.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | N/A      | N/A     | $200.00            | $200.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | N/A      | N/A     | $71231200.00       | $72360748.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $500.00            | $176.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $12149125.00       | $5131729.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | N/A      | N/A     | $104527740.43      | $63893522.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $3222100.00        | $3247215.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $5753080.00        | $3657215.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | N/A      | N/A     | $400.00            | $412.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | N/A      | N/A     | $38176700.00       | $46763351.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | N/A      | N/A     | $639400.00         | $695433.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $302.89            | $135.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $564546.71         | $287996.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $2500.00           | $1635.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | N/A      | N/A     | $500.00            | $504.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | N/A      | N/A     | $278000.00         | $289874.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $5610000.00        | $5453681.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $3583.73           | $1536.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $6901800.00        | $6952500.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $7577400.00        | $2883746.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $34718500.00       | $35133718.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $454480.76         | $245771.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-04      | N/A      | N/A     | $179300.00         | $178043.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $1.99              | $0.60              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $100.00            | $33.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $151.75            | $69.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $45786100.00       | $46804240.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | N/A      | N/A     | $2200.00           | $2258.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $3616999.53        | $2521428.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | N/A      | N/A     | $1100.00           | $1107.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $2700.00           | $2668.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | N/A      | N/A     | $400.00            | $405.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $100.00            | $81.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $100.00            | $98.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $51888100.00       | $61727170.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $20001300.00       | $32724194.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $138200.00         | $141120.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | N/A      | N/A     | $94456.26          | $58496.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $100.00            | $57.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $129553700.00      | $129258317.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $900.00            | $569.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | N/A      | N/A     | $3.22              | $1.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $3100.00           | $3122.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $9.10              | $5.42              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | N/A      | N/A     | $220803300.00      | $208571651.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-15      | N/A      | N/A     | $7909200.00        | $7990090.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $4231700.00        | $4446615.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $0.73              | $0.22              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $480988.27         | $148737.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $8149500.00        | $8126790.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | N/A      | N/A     | $400.00            | $392.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | N/A      | N/A     | $7597.38           | $6633.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $44.06             | $15.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $1100.00           | $327.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $600.00            | $181.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | N/A      | N/A     | $8407100.00        | $8469864.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $311600.00         | $308044.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $64200.00          | $59912.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | N/A      | N/A     | $117092163.89      | $75450209.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | N/A      | N/A     | $6224027.57        | $3555282.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $1000.00           | $937.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $37304700.00       | $37702601.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | N/A      | N/A     | $5156000.00        | $6175307.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | N/A      | N/A     | $26229733.19       | $22675683.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $10600.00          | $10705.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $3272200.00        | $3270927.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | N/A      | N/A     | $2954788.60        | $1929349.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $173.28            | $62.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-12      | N/A      | N/A     | $709400.00         | $697370.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | N/A      | N/A     | $99500.00          | $97576.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-07      | N/A      | N/A     | $84700.00          | $84633.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $1990002.22        | $756598.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | N/A      | N/A     | $112.55            | $37.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $400.00            | $154.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $90556.23          | $60693.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-09      | N/A      | N/A     | $4642900.00        | $4638210.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | N/A      | N/A     | $200.00            | $186.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | N/A      | N/A     | $98000.00          | $99902.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | N/A      | N/A     | $841.90            | $487.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-18      | N/A      | N/A     | $1109500.00        | $1100091.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | N/A      | N/A     | $2830.46           | $918.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | N/A      | N/A     | $4124500.00        | $5243488.40        | U.S. Treasuries (including strips) |

### Security 128: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3G56, C.4 - ISIN: US3130B3G568, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1400126266.00
- **C.18.a - Value (excl. sponsor support):** $1400126266.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011BG1
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Fitch Long Rating: AA-
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $148592910.58      | $80355331.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $10343938.54       | $5055444.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | N/A      | N/A     | $96787000.00       | $86761584.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $26711334.55       | $13223606.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | N/A      | N/A     | $100.00            | $102.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $447186000.00      | $439395460.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $1819200.00        | $1865831.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $8606500.00        | $11147522.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | N/A      | N/A     | $15428600.00       | $16181040.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $21140500.00       | $21587201.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $255355400.00      | $284830873.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $86300.00          | $45866.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $322816.30         | $130838.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $20394753.94       | $14217284.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $459740.89         | $277561.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | N/A      | N/A     | $427435200.00      | $450192649.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | N/A      | N/A     | $1.00              | $0.62              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-08      | N/A      | N/A     | $4649300.00        | $4600249.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $8933400.00        | $4626607.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $209.99            | $95.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $296023.42         | $188181.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $27185000.00       | $32339845.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | N/A      | N/A     | $12565800.00       | $12752487.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $200.00            | $214.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $200.00            | $211.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $1881800.00        | $1720942.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | N/A      | N/A     | $11003400.00       | $11134995.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-19      | N/A      | N/A     | $2000000.00        | $1964720.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $17011000.00       | $6555358.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | N/A      | N/A     | $10466574.08       | $5978705.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $2474800.00        | $2501196.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $134778500.00      | $137775554.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $862575.49         | $440032.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | N/A      | N/A     | $1794700.00        | $1842726.42        | U.S. Treasuries (including strips) |

### Security 130: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $2906982813.38
- **C.18.a - Value (excl. sponsor support):** $2906982813.38
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **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: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008IH2
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; Moody's Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3362916.00        | $3480262.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $14890747.00       | $15341018.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1545128.00        | $1391234.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $29420911.00       | $365406.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $7110544.00        | $7209320.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $6434626.00        | $5003115.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $570000.00         | $21959.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1553364.00        | $1528771.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $1684832.00        | $1595060.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $717794.00         | $147085.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $500000.00         | $5525.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1318419.00        | $1379960.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $4914804.00        | $5129007.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $18740316.00       | $18321375.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $18193807.00       | $7884813.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $2977912.00        | $1849814.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1299721.00        | $1127804.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $4595083.00        | $3286209.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $315718.00         | $173193.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $16792800.00       | $17058371.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $754589.00         | $752201.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4204345.00        | $4298633.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $173538.00         | $3233.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $550000.00         | $131518.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $100000.00         | $15156.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $189000.00         | $140144.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $327000.00         | $53196.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $475000.00         | $238727.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $5500000.00        | $4430756.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $4029433.00        | $4096460.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $300000.00         | $215693.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3042458.00        | $3161915.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $1629177.00        | $1670526.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $1212698.00        | $1096185.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $21000.00          | $13181.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $4171393.00        | $3960178.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $19000.00          | $16499.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1347345.00        | $1084020.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1382973.00        | $907154.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $850000.00         | $568836.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $1243000.00        | $301807.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2344010.00        | $2403815.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $2147172.00        | $1662273.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $47000.00          | $4612.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1076945.00        | $1038766.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $28725590.00       | $26823191.55       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $215000.00         | $38825.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $590000.00         | $313112.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $878075.00         | $22064.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $94000.00          | $55602.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $200000.00         | $146241.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1866053.00        | $1905159.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2712370.00        | $2776750.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $624530.00         | $293214.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $1718351.00        | $963092.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $196683.00         | $129370.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1189900.00        | $1242839.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $3954565.00        | $3636102.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $1500000.00        | $721643.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1311012.00        | $764758.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $240780.00         | $5882.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $4608436.00        | $3057665.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $1100000.00        | $618459.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $3416105.00        | $3541325.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $44121922.00       | $40394059.57       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $3491311.00        | $2310818.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $24631550.00       | $29172.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $3753478.00        | $2177451.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $927000.00         | $73259.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $30000.00          | $2115.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $2720932.00        | $2079750.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $1006897.00        | $1006472.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $535000.00         | $5795.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $34972.00          | $22453.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1159702.00        | $1166831.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1048138.00        | $1068717.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $476000.00         | $315972.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $10195889.00       | $1932771.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1003784.00        | $747001.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $500000.00         | $403292.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $175000.00         | $80154.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1145000.00        | $906781.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $721000.00         | $45724.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $300000.00         | $213113.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $4617050.00        | $3299437.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $5308384.00        | $5309590.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1231707.00        | $1023077.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $7000.00           | $1061.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $25535279.00       | $20453592.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $32000.00          | $6035.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $20000000.00       | $1727089.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $3537628.00        | $1020795.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $17587750.00       | $806809.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $496000.00         | $24924.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $448679.00         | $263124.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $20000000.00       | $18147206.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $7655762.00        | $1117605.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $2084258.00        | $1798198.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $105000.00         | $11045.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $5042244.00        | $5115798.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $12575729.00       | $82779.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $219000.00         | $37040.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $3000000.00        | $2624622.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $2562950.00        | $294022.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $213534.00         | $1379.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2059-01-01      | N/A      | N/A     | $1700000.00        | $567359.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $300603.00         | $154783.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $945000.00         | $866295.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $20439925.00       | $20799576.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $35000.00          | $4610.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | N/A      | N/A     | $125000.00         | $7558.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1660519.00        | $1741836.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $250000.00         | $36959.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $8000.00           | $1773.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $2629864.00        | $1881738.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $1991118.00        | $14823.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $5689824.00        | $3678191.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $7008670.00        | $8827.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $340000.00         | $1015.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $3238537.00        | $3367794.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $1053462.00        | $876367.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $3508225.00        | $3379621.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $1092882.00        | $612582.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1919693.00        | $1993530.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $11159075.00       | $11563900.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1943019.00        | $1927193.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $146000.00         | $63799.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $335586.00         | $241254.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $2800000.00        | $919938.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $79000.00          | $10029.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $59000.00          | $4784.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $3930000.00        | $2716447.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $691186.00         | $696766.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $678147.00         | $563397.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $13387479.00       | $93375.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2099852.00        | $2172871.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $444735.00         | $1235.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $100000.00         | $1822.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $613356.00         | $413351.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $41603982.00       | $42425610.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-01-01      | N/A      | N/A     | $925000.00         | $141257.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $7000000.00        | $939960.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $5754504.00        | $4852688.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $65000.00          | $1411.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $629942.00         | $440770.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $482182.00         | $349427.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1784359.00        | $1865333.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $2072303.00        | $1112219.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $28280.00          | $20822.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $285000.00         | $4386.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1060096.00        | $967495.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $2085832.00        | $1055763.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $2622365.00        | $2504500.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $409000.00         | $101320.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $796356.00         | $771324.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $500000.00         | $4811.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1561130.00        | $1616068.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1109250.00        | $929354.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $22000.00          | $17683.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $22335532.00       | $22303134.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $2000.00           | $1179.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $203241.00         | $1971.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $400000.00         | $69763.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $1364000.00        | $857663.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $95000.00          | $78740.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $24685809.00       | $18783189.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $2971666.00        | $2474529.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $676838.00         | $50581.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2195598.00        | $1400003.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1085351.00        | $1110297.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $555000.00         | $68712.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1236000.00        | $858478.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $3045000.00        | $1560683.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $534581.00         | $154905.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $5004000.00        | $2812039.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $38496713.00       | $5412039.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $31000.00          | $22227.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $381000.00         | $36484.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $32725342.00       | $32384239.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $750000.00         | $558269.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $2665271.00        | $2183120.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $1743500.00        | $24614.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $2011834.00        | $1499947.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $84991.00          | $59198.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $688492.00         | $461683.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1900131.00        | $1872765.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $150000.00         | $136980.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $23702195.00       | $3459186.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $403169.00         | $292635.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $3471838.00        | $3338692.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $631001.00         | $428021.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $3767527.00        | $3270452.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $4200000.00        | $523896.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $25000.00          | $6485.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-01-01      | N/A      | N/A     | $25587386.00       | $1203.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $1043030.00        | $7508.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | N/A      | N/A     | $4505472.00        | $62387.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $326337.00         | $204968.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1413252.00        | $1474367.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $10609690.00       | $43434.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $2463170.00        | $2394877.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $35000.00          | $32864.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $4850000.00        | $3879429.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $3700000.00        | $33739.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $15124148.00       | $13465689.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $26000000.00       | $4458530.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $218000.00         | $33950.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $615787.00         | $617200.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $6398440.00        | $6662396.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $16895945.00       | $17557069.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $64000.00          | $1293.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1347750.00        | $1371074.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $20000.00          | $10593.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $11292000.00       | $3358192.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $37000.00          | $2833.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $4473303.00        | $3536312.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $850000.00         | $653518.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $42000.00          | $32615.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $4601276.00        | $4656508.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $760000.00         | $198057.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $3000000.00        | $38610.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $50000000.00       | $43541258.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $5622000.00        | $3755034.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $14456.00          | $12546.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $10984000.00       | $988898.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $6250000.00        | $19299.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $140000.00         | $142866.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $7272956.00        | $7528901.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $29548.00          | $3172.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $79234.00          | $3633.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $14198439.00       | $14153511.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $6300000.00        | $3785988.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $500000.00         | $344019.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | N/A      | N/A     | $80000.00          | $3868.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $7031528.00        | $6843733.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $1354000.00        | $740330.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $4600000.00        | $2790844.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $406179.00         | $1020.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $40824.00          | $6066.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $815000.00         | $616056.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $717000.00         | $57372.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $80615122.00       | $53904281.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4406425.00        | $4634976.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $5000000.00        | $553473.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $6933561.00        | $7211384.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1948230.00        | $2029576.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $415000.00         | $279355.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1479881.00        | $1486553.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $1069000.00        | $7822.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $2874454.00        | $2778535.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $1200000.00        | $844290.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $2589347.00        | $2504900.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $3424645.00        | $2921699.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $450000.00         | $382264.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $100000.00         | $63692.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $500000.00         | $460778.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $1423000.00        | $11016.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $1076214.00        | $1088254.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $906021.00         | $605746.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $3678075.00        | $66214.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $11690000.00       | $10075024.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $493330.00         | $496977.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1186000.00        | $822295.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $165000.00         | $1452.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $1895000.00        | $1008747.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1534000.00        | $1137213.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1013236.00        | $1070768.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $368100.00         | $261960.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1377702.00        | $1419203.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $7000.00           | $6429.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $335452.00         | $33631.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $995197.00         | $755478.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $192000.00         | $26246.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $3320100.00        | $828297.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $17612602.00       | $22446.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $8000.00           | $3948.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $15000.00          | $10532.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $28556353.00       | $21378931.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $400000.00         | $284579.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1508069.00        | $1434290.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | N/A      | N/A     | $450000.00         | $2394.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1173280.00        | $1035551.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $100000.00         | $65719.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $49500.00          | $23067.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $371726.00         | $279183.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $8331065.00        | $8421861.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1316000.00        | $1033930.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $412775.00         | $374168.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $100000.00         | $53556.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $6202961.00        | $6283908.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $142000.00         | $61292.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $106456170.00      | $102202420.75      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $123000.00         | $12524.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $9034935.00        | $8253676.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | N/A      | N/A     | $1906766.00        | $1248421.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $1147213.00        | $1164705.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $85000.00          | $73801.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1045216.00        | $1094849.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $2000.00           | $526.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $550503.00         | $27732.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $145000.00         | $48937.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1100000.00        | $636630.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $6789572.00        | $6626173.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $162000.00         | $99553.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $3272092.00        | $3194929.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $10324105.00       | $6852375.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $1030881.00        | $654192.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $55170.00          | $34346.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $7000000.00        | $85186.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $115000.00         | $102476.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $22881802.00       | $22161486.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $250000.00         | $144886.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $10108125.00       | $10286359.26       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $100000.00         | $76100.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $44695.00          | $658.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $140000.00         | $115233.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3513385.00        | $3639214.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $82513512.00       | $55170703.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $61000.00          | $19312.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | N/A      | N/A     | $572166.00         | $28180.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1362300.00        | $1428296.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $40618.00          | $33615.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1254664.00        | $1170605.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $315000.00         | $295820.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $1367625.00        | $1381640.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $36543670.00       | $22140725.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $543891.00         | $461250.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1169965.00        | $1170530.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $51000.00          | $29339.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2594562.00        | $2731031.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $59462.00          | $39562.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $6000000.00        | $5347159.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1228244.00        | $1223294.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $4900967.00        | $3362807.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $9660141.00        | $69812.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $3661818.00        | $3834031.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $11979089.00       | $11002307.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $14409922.00       | $11493614.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $600000.00         | $52150.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $18000000.00       | $16025989.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $15600000.00       | $11592124.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $742000.00         | $159477.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $1010573.00        | $1027073.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $121900.00         | $98699.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $67000.00          | $53238.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1813661.00        | $1905965.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $3116412.00        | $2526985.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $289000.00         | $160627.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $4775576.00        | $79191.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $111000.00         | $38017.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $2877619.00        | $2837790.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $50000.00          | $32620.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $150000.00         | $1004.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $184000.00         | $121578.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $1045408.00        | $1038899.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $5800.00           | $5228.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $185000.00         | $157499.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $2037953.00        | $2001546.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $1261792.00        | $49606.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $300000.00         | $264327.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $3205027.00        | $3224962.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $291363.00         | $174282.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $43187653.00       | $43811774.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $7650822.00        | $4111203.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $20714469.00       | $19493888.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $15000.00          | $9016.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1140053.00        | $1135989.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $3927343.00        | $157047.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $11000.00          | $8477.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $300000.00         | $11888.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $100000.00         | $12300.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $18285342.00       | $5860723.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $9072127.00        | $2155663.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1782934.00        | $1673324.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1284922.00        | $1139143.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $2650000.00        | $1577120.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $1000000.00        | $16928.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $4000.00           | $3046.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $1672052.00        | $1473193.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $28000.00          | $12265.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $2530000.00        | $1418664.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $123001.00         | $1060.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $5630276.00        | $5707622.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $1000000.00        | $10635.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $115873136.00      | $2348957.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $1502000.00        | $698068.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $372279.00         | $61727.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $3632991.00        | $2860323.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $98956678.00       | $88422376.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $139000.00         | $115040.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $9053123.00        | $602564.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $267000.00         | $4015.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $986651.00         | $902337.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $73750.00          | $33749.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $7918301.00        | $5110704.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $420993.00         | $293617.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $6485465.00        | $6729380.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $326949.00         | $139833.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $108000.00         | $10704.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2711581.00        | $2789784.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1968343.00        | $2014480.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $100000.00         | $64889.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $792333.00         | $437106.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $165000.00         | $37911.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $1793065.00        | $1537178.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $2580853.00        | $2328228.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $8000.00           | $1048.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1436151.00        | $1345007.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $4898210.00        | $4980930.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1092531.00        | $1138629.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $100000.00         | $63144.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $995584.00         | $786472.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1379929.00        | $1114987.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $621780.00         | $601231.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | N/A      | N/A     | $1925231.00        | $1767943.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $199577.00         | $180621.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $1659909.00        | $1718537.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1343189.00        | $1126166.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $16665840.00       | $17003065.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $13084875.00       | $8562103.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $236803552.00      | $215624242.97      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $12599000.00       | $11091741.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $10030910.00       | $10404815.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $9023593.00        | $7884592.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $64616063.00       | $67321389.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $109601.00         | $109555.38         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $475000.00         | $84299.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1791240.00        | $1577363.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $1740000.00        | $15895.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $408600.00         | $170575.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $477137.00         | $48779.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $10197840.00       | $160067.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $1189563.00        | $855516.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $4517316.00        | $364148.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1825816.00        | $1864078.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $19014232.00       | $14029210.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $150000.00         | $13529.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2025-11-01      | N/A      | N/A     | $2200000.00        | $855.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $409001.00         | $76705.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $62000.00          | $45639.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | N/A      | N/A     | $98000000.00       | $5626070.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $468000.00         | $446337.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $16000.00          | $11629.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2075840.00        | $2158042.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $249905.00         | $14865.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $14501773.00       | $11580639.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $270000.00         | $51255.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $707000.00         | $661710.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $105000.00         | $17464.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $136000.00         | $71303.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $164000.00         | $29836.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $68412783.00       | $20735512.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $6000.00           | $633.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $18512830.00       | $19072645.63       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1463257.00        | $1188169.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $100000.00         | $71727.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $1766000.00        | $19134.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1480000.00        | $1176404.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $775000.00         | $468035.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $14540000.00       | $14033062.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $125743.00         | $101795.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $8756615.00        | $8333520.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $15000.00          | $6158.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $11495312.00       | $9998451.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $126000.00         | $83776.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $29999196.00       | $31370852.57       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $3627241.00        | $2988977.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $50000.00          | $37708.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $16125875.00       | $15368651.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $6386485.00        | $2177725.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $55832132.00       | $33744612.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $42960945.00       | $34215184.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $11636407.00       | $10543428.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $2144872.00        | $1482731.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $1000000.00        | $219562.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $28000.00          | $13528.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $20000000.00       | $5172362.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | N/A      | N/A     | $6225000.00        | $642993.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $3304242.00        | $2952083.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2536951.00        | $2570617.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $220000.00         | $192670.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $75328.00          | $8476.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $4000000.00        | $291837.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1746440.00        | $1808573.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $9070859.00        | $9042156.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $365575.00         | $324837.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $1541785.00        | $445555.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $5215880.00        | $5254626.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $38038571.00       | $29926965.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1313255.00        | $1021640.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $6250000.00        | $5194700.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $3178409.00        | $343075.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1266250.00        | $1134771.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $13349459.00       | $9669891.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $10599967.00       | $7679103.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1841090.00        | $1822099.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $121041.00         | $767.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1784074.00        | $1635539.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $2620365.00        | $119162.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $4400000.00        | $131704.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $203607.00         | $3373.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1300000.00        | $1223656.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $516900.00         | $1817.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $3709362.00        | $3295398.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $1280000.00        | $375900.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $2000.00           | $1595.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $1690000.00        | $1305985.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $2004353.00        | $2045432.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $2475000.00        | $1607158.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $1175255.00        | $1094167.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $75000.00          | $31149.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $555000.00         | $1213.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $33000.00          | $2784.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $60000.00          | $7619.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $79160.00          | $15066.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $3035000.00        | $300418.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $1400000.00        | $216659.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $3051400.00        | $23464.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $500000.00         | $2235.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | N/A      | N/A     | $230000.00         | $56682.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $1360133.00        | $218341.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $9200000.00        | $9764862.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $143297.00         | $84355.68          | Agency Mortgage-Backed Securities |

### Security 132: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXM47, C.4 - ISIN: US3130AXM475, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $700064757.00
- **C.18.a - Value (excl. sponsor support):** $700064757.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **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):** $1979153530.20
- **C.18.a - Value (excl. sponsor support):** $1979153530.20
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UA2, C.4 - ISIN: US313385UA22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147550000.50
- **C.18.a - Value (excl. sponsor support):** $147550000.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: BANCO SANTANDER S.A. NEW YORK BRANCH (REPO)

- **C.1 - Title:** BANCO SANTANDER S.A. NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: OVU001D49
- **C.18 - Value (incl. sponsor support):** $749000000.00
- **C.18.a - Value (excl. sponsor support):** $749000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: A2; Fitch Short Rating: F1; Fitch Long Rating: A; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $14224100.00       | $13912556.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $20000000.00       | $20046935.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | N/A      | N/A     | $290998700.00      | $289678147.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $91517500.00       | $57897013.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | N/A      | N/A     | $235986000.00      | $238815118.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $65000000.00       | $65734158.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $14790000.00       | $14926478.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-11      | N/A      | N/A     | $4794400.00        | $4674372.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $50000000.00       | $36470225.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $29459100.00       | $21914132.44       | U.S. Treasuries (including strips) |

### Security 136: DEUTSCHE BANK SECURITIES INC. (REPO)

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 0DBS26NU3
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Short Rating: NR; Standard & Poor's Long Rating: A; Moody's Long Rating: NR; Standard & Poor's Short Rating: A-1; Fitch Long Rating: A-; Fitch Short Rating: F2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $90505700.00       | $39296669.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $119703800.00      | $61994598.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $174577000.00      | $114237776.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $106435800.00      | $39470971.38       | U.S. Treasuries (including strips) |

### Security 137: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1494516415.45
- **C.18.a - Value (excl. sponsor support):** $1494516415.45
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFW6, C.4 - ISIN: US91282CFW64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100037109.00
- **C.18.a - Value (excl. sponsor support):** $100037109.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56R4, C.4 - ISIN: US3130B56R40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $821854759.77
- **C.18.a - Value (excl. sponsor support):** $821854759.77
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $648813831.46
- **C.18.a - Value (excl. sponsor support):** $648813831.46
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010P03
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa3; Fitch Short Rating: F1+; Fitch Long Rating: AA-; Standard & Poor's Long Rating: A+
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $1872000.00        | $1841135.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | N/A      | N/A     | $2300.00           | $2273.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $4966100.00        | $5254357.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | N/A      | N/A     | $4.11              | $2.25              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $41403100.00       | $40930690.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-05      | N/A      | N/A     | $8301200.00        | $8166637.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $1.93              | $0.70              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $100.00            | $50.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | N/A      | N/A     | $200.00            | $53.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-26      | N/A      | N/A     | $26735200.00       | $26244341.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | N/A      | N/A     | $996400.00         | $1018467.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $52.80             | $36.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $1136100.00        | $342814.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $52000.00          | $55795.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | N/A      | N/A     | $50161000.00       | $53799659.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | N/A      | N/A     | $36600.00          | $36516.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $37565100.00       | $37191167.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $245.73            | $108.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $847938.55         | $798672.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $154589650.68      | $62655649.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $204063.35         | $121602.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | N/A      | N/A     | $8939800.00        | $8699900.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $100.00            | $34.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $100.00            | $29.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $25110600.00       | $27286999.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $100.00            | $65.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $400.00            | $164.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $66.24             | $43.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | N/A      | N/A     | $21717700.00       | $22038394.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | N/A      | N/A     | $89352000.00       | $91827050.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | N/A      | N/A     | $11918.27          | $10406.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $790800.00         | $763704.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-26      | N/A      | N/A     | $393218300.00      | $389541708.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $200.00            | $130.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $14025077.70       | $8467416.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | N/A      | N/A     | $25458778.25       | $14542537.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $100.00            | $85.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $100.00            | $100.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $317900.00         | $302341.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | N/A      | N/A     | $12707966.17       | $10644738.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $100.00            | $97.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $44970308.37       | $30140494.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $1732717.78        | $1329358.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $0.09              | $0.04              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | N/A      | N/A     | $2239319.89        | $1368804.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $6494000.00        | $6419424.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $60.78             | $31.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $299100.00         | $113829.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | N/A      | N/A     | $671200.00         | $686127.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $1100.00           | $429.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $38886000.00       | $9911963.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $100.00            | $93.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-09      | N/A      | N/A     | $2594400.00        | $2521497.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $9.48              | $6.69              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $38038900.00       | $35646983.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $290900.00         | $294333.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | N/A      | N/A     | $517728000.00      | $695329100.06      | U.S. Treasuries (including strips) |

### Security 142: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197201172.00
- **C.18.a - Value (excl. sponsor support):** $197201172.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **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):** $304874495.55
- **C.18.a - Value (excl. sponsor support):** $304874495.55
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXR67, C.4 - ISIN: US3130AXR672, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500076710.00
- **C.18.a - Value (excl. sponsor support):** $500076710.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2977596694.27
- **C.18.a - Value (excl. sponsor support):** $2977596694.27
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25SS9
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Moody's Long Rating: NR; Fitch Short Rating: F1; Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Fitch Long Rating: A+
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $580500.00         | $572107.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $212000.00         | $59693.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $2390900.00        | $2193031.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $35800.00          | $38412.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $828600.00         | $411717.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | N/A      | N/A     | $19100.00          | $19481.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | N/A      | N/A     | $163000.00         | $164216.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | N/A      | N/A     | $132000.00         | $132041.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | N/A      | N/A     | $6034800.00        | $5999740.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $169000.00         | $170020.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | N/A      | N/A     | $1670400.00        | $446658.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $253000.00         | $259483.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $7914000.00        | $7018071.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $1298000.00        | $1447827.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $66795787.40       | $51246396.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | N/A      | N/A     | $50000.00          | $49930.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $814400.00         | $363583.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $814000.00         | $753543.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | N/A      | N/A     | $63659868.16       | $54464645.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $35600.00          | $35500.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $661417000.00      | $679900190.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | N/A      | N/A     | $96000.00          | $90879.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-15      | N/A      | N/A     | $92000.00          | $93790.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | N/A      | N/A     | $195200.00         | $420997.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $21582400.00       | $10083793.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | N/A      | N/A     | $27000.00          | $27516.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | N/A      | N/A     | $41231300.00       | $43632373.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $174000.00         | $174892.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $5000.00           | $5046.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | N/A      | N/A     | $9797000.00        | $6724415.88        | U.S. Treasuries (including strips) |

### Security 147: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2304749419.28
- **C.18.a - Value (excl. sponsor support):** $2304749419.28
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011EB9
- **C.18 - Value (incl. sponsor support):** $96000000.00
- **C.18.a - Value (excl. sponsor support):** $96000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Long Rating: Aa3; Standard & Poor's Short Rating: A-1; Fitch Long Rating: AA-; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $1472236.80        | $1906906.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $3796.80           | $3468.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | N/A      | N/A     | $49520.77          | $29105.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $2.40              | $1.06              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | N/A      | N/A     | $15339.00          | $12175.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $1312377.60        | $754996.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $0.70              | $0.46              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $548359.20         | $511176.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $98778.42          | $47024.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $1667676.00        | $1687929.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | N/A      | N/A     | $7779.00           | $6103.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $536630.40         | $239575.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | N/A      | N/A     | $2505864.00        | $2819534.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | N/A      | N/A     | $28543.20          | $26855.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $85588.17          | $33371.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $508.80            | $523.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | N/A      | N/A     | $775.20            | $810.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $4.80              | $4.84              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | N/A      | N/A     | $1561497.60        | $1819006.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | N/A      | N/A     | $55588.80          | $56240.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | N/A      | N/A     | $14.40             | $18.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $0.19              | $0.07              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $10867.80          | $8049.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $35256.00          | $33177.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | N/A      | N/A     | $130928.60         | $80031.28          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | N/A      | N/A     | $576.00            | $142.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-15      | N/A      | N/A     | $1831838.40        | $1885223.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $1376642.40        | $1535547.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | N/A      | N/A     | $32536.80          | $41719.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $7605.00           | $7027.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $2.40              | $3.63              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $362.40            | $366.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | N/A      | N/A     | $3.00              | $2.20              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | N/A      | N/A     | $2572.80           | $2631.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $2.40              | $2.43              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $2344476.00        | $1412375.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $555129.55         | $291696.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $82953.60          | $28825.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $332990.16         | $138715.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | N/A      | N/A     | $54902.40          | $56371.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $272265.60         | $268865.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | N/A      | N/A     | $72405.60          | $73294.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $212390.40         | $64088.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $17587.20          | $17636.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $26913.60          | $26520.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $840139.20         | $457738.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | N/A      | N/A     | $4298.40           | $4365.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | N/A      | N/A     | $136113.60         | $137772.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $33151.42          | $16202.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $46550.40          | $27504.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $320547.86         | $116100.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | N/A      | N/A     | $6.52              | $2.04              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $12552.00          | $3242.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $1345983.93        | $1139375.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | N/A      | N/A     | $4923384.00        | $5163493.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | N/A      | N/A     | $259.20            | $261.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $12384.00          | $4956.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $3.00              | $1.23              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-10-31      | N/A      | N/A     | $112888.80         | $116509.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $1338912.00        | $550413.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $3408.00           | $3406.68           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | N/A      | N/A     | $1778.40           | $1677.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $233940.00         | $188553.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | N/A      | N/A     | $631.20            | $641.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $68493.60          | $35944.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $2089795.20        | $2486064.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-29      | N/A      | N/A     | $28176.00          | $28659.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $788128.80         | $219603.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | N/A      | N/A     | $35841.60          | $33393.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | N/A      | N/A     | $58436.44          | $33865.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $67876.80          | $58237.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $3834.86           | $1795.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $208758.00         | $77308.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | N/A      | N/A     | $864339.14         | $487253.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | N/A      | N/A     | $6866.40           | $7355.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $352835.82         | $134148.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $2.40              | $2.04              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $94111.20          | $96523.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | N/A      | N/A     | $3.00              | $2.25              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $2147715.00        | $1742434.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $40.05             | $10.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | N/A      | N/A     | $40812.00          | $35363.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $1021376.79        | $552335.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $447132.00         | $118067.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $118720.80         | $84384.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $4047072.00        | $1031590.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | N/A      | N/A     | $2.40              | $2.19              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $1825708.80        | $537254.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $147825.60         | $120946.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $8591817.45        | $4446892.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | N/A      | N/A     | $2378.40           | $3120.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $12921.60          | $12194.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | N/A      | N/A     | $26400.00          | $25478.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $52456.80          | $59614.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | N/A      | N/A     | $3576.00           | $3638.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | N/A      | N/A     | $542235.00         | $435189.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $1013277.60        | $1064738.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | N/A      | N/A     | $6278.40           | $6400.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | N/A      | N/A     | $1486777.47        | $958028.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $12.00             | $12.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $26796.00          | $24980.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | N/A      | N/A     | $330636.00         | $342726.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $19056.00          | $12544.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | N/A      | N/A     | $18000.00          | $37155.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $1.16              | $0.33              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $234859.20         | $89380.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $716613.60         | $626444.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $3.00              | $2.27              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-15      | N/A      | N/A     | $114000.00         | $141890.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $2311.20           | $2479.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $342443.35         | $119572.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | N/A      | N/A     | $4.80              | $5.06              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $206324.45         | $88439.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $543295.20         | $510639.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | N/A      | N/A     | $107289.60         | $110261.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $165786.11         | $98792.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | N/A      | N/A     | $1484664.00        | $1592360.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | N/A      | N/A     | $43543.20          | $46134.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | N/A      | N/A     | $90921.60          | $90250.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | N/A      | N/A     | $31996.12          | $30435.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | N/A      | N/A     | $80745.60          | $61178.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | N/A      | N/A     | $3.04              | $1.67              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | N/A      | N/A     | $5129843.36        | $3482512.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | N/A      | N/A     | $7.20              | $7.59              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $18.76             | $7.03              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $122211.67         | $53147.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $14152.80          | $13865.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $415492.80         | $426143.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $76013.50          | $36661.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | N/A      | N/A     | $414408.00         | $419079.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | N/A      | N/A     | $4956400.80        | $5092100.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $448.80            | $473.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $2974012.80        | $4037333.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $4.80              | $7.10              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $43938.10          | $30989.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | N/A      | N/A     | $445615.06         | $254543.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $2.40              | $0.92              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | N/A      | N/A     | $22464.00          | $22156.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | N/A      | N/A     | $285638.40         | $287469.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $126616.80         | $128648.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | N/A      | N/A     | $734714.40         | $684911.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | N/A      | N/A     | $578467.20         | $599172.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $3.00              | $0.95              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $153664.80         | $154746.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $323373.60         | $324262.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | N/A      | N/A     | $138264.00         | $114608.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $156576.00         | $159350.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $45460.80          | $37334.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $3.05              | $1.53              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | N/A      | N/A     | $1200499.20        | $321008.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $494851.20         | $481970.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $268707.00         | $241590.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $767575.70         | $463411.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | N/A      | N/A     | $9.60              | $2.55              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $9.00              | $2.89              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $1.27              | $0.37              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $423517.77         | $291297.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $113112.57         | $78851.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $123696.00         | $48258.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | N/A      | N/A     | $252603.00         | $195915.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $38376.00          | $28326.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $16497.60          | $16625.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $18328017.60       | $17281975.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $7845.60           | $7174.95           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $7605.00           | $6903.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | N/A      | N/A     | $289500.00         | $271984.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | N/A      | N/A     | $25380.00          | $25822.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | N/A      | N/A     | $437803.78         | $316590.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | N/A      | N/A     | $15424.80          | $11336.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $21.60             | $21.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $21.60             | $21.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $669223.20         | $636470.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $1069918.77        | $369185.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | N/A      | N/A     | $343153.10         | $212514.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $127.20            | $123.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $792.00            | $531.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $1078056.00        | $1010266.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $868.80            | $305.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | N/A      | N/A     | $101604.00         | $121690.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $79663.20          | $31480.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $1.57              | $0.43              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $2.40              | $1.73              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $2.40              | $1.66              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | N/A      | N/A     | $67032.00          | $68882.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $2.40              | $2.38              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-31      | N/A      | N/A     | $2.40              | $2.43              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $365731.20         | $239323.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $74.98             | $37.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $161356.80         | $141710.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $55862.40          | $54600.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $0.93              | $0.93              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | N/A      | N/A     | $7222984.80        | $8012827.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | N/A      | N/A     | $26464.80          | $25053.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $155379.98         | $104140.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | N/A      | N/A     | $168619.92         | $59596.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $3048.00           | $2667.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | N/A      | N/A     | $258261.60         | $272289.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $939732.50         | $479393.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $1525004.02        | $501066.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $0.25              | $0.07              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $38575.20          | $37631.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $1019327.20        | $364880.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | N/A      | N/A     | $53520.00          | $53445.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $7.20              | $2.03              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | N/A      | N/A     | $30687.55          | $17079.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | N/A      | N/A     | $100632.03         | $86996.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $18.00             | $8.06              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | N/A      | N/A     | $252264.00         | $256264.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $3.00              | $0.93              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | N/A      | N/A     | $61288.47          | $40018.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $27915.00          | $9290.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | N/A      | N/A     | $3.00              | $1.88              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | N/A      | N/A     | $2102.40           | $2149.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $818208.00         | $811560.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $3.00              | $1.39              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $3.00              | $0.88              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | N/A      | N/A     | $134328.00         | $137290.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $0.29              | $0.11              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $11.23             | $4.32              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | N/A      | N/A     | $16.80             | $14.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $170268.00         | $106523.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | N/A      | N/A     | $240024.00         | $235383.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $17095.20          | $14079.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $98304.00          | $49892.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $74788.80          | $71128.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $43135.20          | $12854.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $19944.00          | $8801.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $3.00              | $1.02              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $833028.00         | $819001.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $57460.80          | $59759.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $6801.60           | $6347.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | N/A      | N/A     | $2870.40           | $2871.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $819871.06         | $521189.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | N/A      | N/A     | $3405122.41        | $2433014.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | N/A      | N/A     | $6939.00           | $6717.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $2.40              | $0.68              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $8.34              | $3.38              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $292468.80         | $151469.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $24.00             | $24.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $2.40              | $2.34              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $19.20             | $19.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $4.80              | $4.34              | U.S. Treasuries (including strips) |

### Security 149: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **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):** $1206884637.18
- **C.18.a - Value (excl. sponsor support):** $1206884637.18
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4841567199.88
- **C.18.a - Value (excl. sponsor support):** $4841567199.88
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NR3, C.4 - ISIN: US313385NR30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $94670323.40
- **C.18.a - Value (excl. sponsor support):** $94670323.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1476914696.64
- **C.18.a - Value (excl. sponsor support):** $1476914696.64
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4HV6, C.4 - ISIN: US3130B4HV64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000037080.00
- **C.18.a - Value (excl. sponsor support):** $1000037080.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB006AL7
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+; Fitch Long Rating: AA; Standard & Poor's Short Rating: A-1; Moody's Long Rating: NR; Moody's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $19665000.00       | $18534898.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-15      | N/A      | N/A     | $56892300.00       | $58057812.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $8200.00           | $7560.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-31      | N/A      | N/A     | $3185300.00        | $3178163.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $3202900.00        | $3156099.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $20847600.00       | $19065536.73       | U.S. Treasuries (including strips) |

### Security 155: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **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):** $99617000.00
- **C.18.a - Value (excl. sponsor support):** $99617000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 156: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5GM4, C.4 - ISIN: US3130B5GM40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $649998095.50
- **C.18.a - Value (excl. sponsor support):** $649998095.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 157: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110036125.10
- **C.18.a - Value (excl. sponsor support):** $110036125.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS36, C.4 - ISIN: US3133ERS363, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $365109401.45
- **C.18.a - Value (excl. sponsor support):** $365109401.45
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: BMO CAPITAL MARKETS CORP. (REPO)

- **C.1 - Title:** BMO CAPITAL MARKETS CORP. (REPO)
- **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: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0RC001YN9
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Fitch Short Rating: NR; Moody's Long Rating: NR; Standard & Poor's Long Rating: NR; Fitch Long Rating: NR; Moody's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $63264949.00       | $65615501.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-01-16      | N/A      | N/A     | $32000000.00       | $32200248.89       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-25      | N/A      | N/A     | $225641.00         | $183184.34         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-08-16      | N/A      | N/A     | $30000000.00       | $31187520.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-25      | N/A      | N/A     | $31881934.00       | $32137857.72       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-07-16      | N/A      | N/A     | $18000000.00       | $18115988.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-10-25      | N/A      | N/A     | $21632140.00       | $21538256.51       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $11625429.00       | $11161806.89       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-25      | N/A      | N/A     | $10171152.00       | $10175345.91       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-25      | N/A      | N/A     | $228847.00         | $185787.10         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-10-25      | N/A      | N/A     | $15000000.00       | $15092456.67       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2054-06-16      | N/A      | N/A     | $20000000.00       | $19936160.00       | Agency Collateralized Mortgage Obligation |

### Security 160: THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO)

- **C.1 - Title:** THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO)
- **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: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0TO001XN3
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Short Rating: NR; Moody's Long Rating: Aaa; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2046-11-01      | N/A      | N/A     | $59904600.00       | $13106145.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $46518800.00       | $28086454.44       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BAN | 2045-11-01      | N/A      | N/A     | $84132100.00       | $8209094.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $222679000.00      | $45531094.96       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $88406400.00       | $21396525.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $6332300.00        | $4134417.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $22646800.00       | $12936295.58       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-10-01      | N/A      | N/A     | $37141900.00       | $25474841.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $16899100.00       | $10957157.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $51331500.00       | $27171897.82       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-02-01      | N/A      | N/A     | $37293600.00       | $21525553.02       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BAN | 2045-12-01      | N/A      | N/A     | $134341800.00      | $13670769.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $43903500.00       | $22892732.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $90299400.00       | $18302007.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $193155700.00      | $39242282.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $151685000.00      | $27424858.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $71481300.00       | $16188341.41       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-02-01      | N/A      | N/A     | $44649000.00       | $27461252.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $15201000.00       | $12539430.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $53698700.00       | $33297109.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $134287000.00      | $22881094.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $65098100.00       | $42309417.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $93421700.00       | $20768304.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $29873000.00       | $25310443.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $60592600.00       | $30502676.57       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $151447200.00      | $14782770.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $45793900.00       | $7333839.50        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-07-01      | N/A      | N/A     | $59599700.00       | $36101098.01       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $90258200.00       | $17045904.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $48727400.00       | $29147326.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $47924700.00       | $29225476.97       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BAN | 2046-04-01      | N/A      | N/A     | $89115700.00       | $9474215.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $24662900.00       | $15917693.63       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $42859900.00       | $23980970.81       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | N/A      | N/A     | $373220500.00      | $39795326.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $40000000.00       | $23080712.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $60000000.00       | $34363766.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $12139300.00       | $7812279.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $57347000.00       | $34346777.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $59469100.00       | $32891207.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $20331600.00       | $11673023.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $134290600.00      | $26619270.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $60799600.00       | $33283118.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $11484500.00       | $6366653.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $190674000.00      | $17845999.55       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $65000000.00       | $35501669.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $60012400.00       | $40388772.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $26990400.00       | $15134980.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $22421000.00       | $15491863.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $22040500.00       | $11570157.38       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $423000.00         | $419121.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $70498800.00       | $34202683.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $89223400.00       | $19403673.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $63453600.00       | $40780246.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $50831200.00       | $29618179.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $21972000.00       | $17876885.88       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-06-01      | N/A      | N/A     | $40000000.00       | $24172546.80       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-10-01      | N/A      | N/A     | $23904800.00       | $14190184.98       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $8154200.00        | $4996848.01        | Agency Mortgage-Backed Securities |

### Security 161: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q68, C.4 - ISIN: US3130B5Q687, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $699990872.00
- **C.18.a - Value (excl. sponsor support):** $699990872.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005JQ7
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Long Rating: NR; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA; Fitch Short Rating: NR; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 (Repo)

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2030-01-15      | N/A      | N/A     | $247647300.00      | $296791478.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-29      | N/A      | N/A     | $711001700.00      | $723208538.37      | U.S. Treasuries (including strips) |

### Security 163: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **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: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25T33
- **C.18 - Value (incl. sponsor support):** $6750000000.00
- **C.18.a - Value (excl. sponsor support):** $6750000000.00
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Moody's Long Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; Fitch Long Rating: A+; Fitch Short Rating: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 MORT | 2054-12-01      | N/A      | N/A     | $1934334.00        | $1873396.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $16066944.00       | $247303.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $23801568.00       | $25133902.96       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $72699.00          | $55670.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1076426.00        | $1113142.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $2624156.00        | $290067.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $984122.00         | $933864.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-06-01      | N/A      | N/A     | $4360000.00        | $734279.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $5045000.00        | $817210.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $2006064.00        | $456770.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $1501168.00        | $1008757.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1868726.00        | $1932235.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $2945152.00        | $3058102.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $548508.00         | $436653.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $83972.00          | $55027.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $1060264.00        | $621465.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $2482472.00        | $693223.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $91017440.00       | $77358562.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $791490.00         | $804762.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $18203072.00       | $982675.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-07-16      | N/A      | N/A     | $15000000.00       | $10559127.82       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $38000.00          | $32861.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $3118484.00        | $522844.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $4918632.00        | $4382438.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $2378000.00        | $1799776.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $857044.00         | $858701.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $382000.00         | $223168.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $8478980.00        | $6525555.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $5355200.00        | $5205346.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $961404.00         | $354023.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | N/A      | N/A     | $1136222.00        | $1150945.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1999800.00        | $1559256.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-05-01      | N/A      | N/A     | $14190000.00       | $3202117.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $355456.00         | $69138.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $795000.00         | $764441.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-01      | N/A      | N/A     | $1529948.00        | $1112518.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $15066752.00       | $14888807.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $29329664.00       | $26336187.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $6682368.00        | $6645045.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1055098.00        | $1074089.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $2925572.00        | $2591569.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $2650000.00        | $322025.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $4821048.00        | $5007634.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $938344.00         | $966841.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $800000.00         | $476092.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $199000.00         | $99758.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $6124256.00        | $4073770.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | N/A      | N/A     | $2392110.00        | $386540.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1633856.00        | $1667959.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2157124.00        | $2253372.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1116072.00        | $867701.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $528820.00         | $499833.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1152688.00        | $1144594.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $2302220.00        | $1071556.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $1945306.00        | $1755964.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1800000.00        | $1387577.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $15082624.00       | $14795797.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $13496992.00       | $1917569.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $1096276.00        | $1088909.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1081600.00        | $1089876.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $6348248.00        | $6467357.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $6002696.00        | $811471.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $4955544.00        | $5018504.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | N/A      | N/A     | $1910322.00        | $957084.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | N/A      | N/A     | $5000000.00        | $843870.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $2701648.00        | $2645965.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | N/A      | N/A     | $1831264.00        | $929914.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1111248.00        | $1100698.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | N/A      | N/A     | $492593.00         | $64802.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $4000000.00        | $537919.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-10-15      | N/A      | N/A     | $7007.00           | $6071.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1148950.00        | $1162493.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $1502000.00        | $152831.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $229988608.00      | $146944436.11      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $1200000.00        | $77242.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $2779696.00        | $2642610.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1871150.00        | $1925298.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-16      | N/A      | N/A     | $8817312.00        | $6241814.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-11-16      | N/A      | N/A     | $200000000.00      | $4254745.95        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1472808.00        | $1552191.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $821085.00         | $841455.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $63265664.00       | $1250454.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $10532656.00       | $125182.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $105991.00         | $18094.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $19828416.00       | $18122716.41       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | N/A      | N/A     | $32850560.00       | $1153492.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $516654.00         | $385691.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3590236.00        | $3731295.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-08-01      | N/A      | N/A     | $5000000.00        | $770663.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $3263236.00        | $3022510.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-01      | N/A      | N/A     | $14650000.00       | $235197.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1575656.00        | $1648405.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $7866464.00        | $1215800.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $2772000.00        | $979260.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-02-01      | N/A      | N/A     | $109000.00         | $9435.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $93333248.00       | $93149196.75       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $8500870.00        | $8774318.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $1538890.00        | $1440150.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $10078784.00       | $10272461.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-02-01      | N/A      | N/A     | $1373806.00        | $608510.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $1321956.00        | $1370130.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $574986.00         | $91756.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1010676.00        | $735157.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $2171000.00        | $871663.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $6703960.00        | $6740296.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $694060.00         | $352574.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-03-01      | N/A      | N/A     | $2822180.00        | $1856754.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-10-01      | N/A      | N/A     | $1370032.00        | $382647.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $200000.00         | $133166.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2059-01-01      | N/A      | N/A     | $1922288.00        | $1860747.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $134000.00         | $10350.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $469017.00         | $469323.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $1381826.00        | $995199.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $7800000.00        | $1091411.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1164878.00        | $920766.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $32077.00          | $31644.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $10580464.00       | $10882566.77       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1663536.00        | $1731690.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $3600000.00        | $2615601.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $3280160.00        | $1179554.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $2377232.00        | $1836977.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $13340272.00       | $13090518.82       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1553010.00        | $1615954.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $18118848.00       | $14890119.96       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $7503120.00        | $7468945.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1681420.00        | $916443.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $2732768.00        | $2106880.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $100000.00         | $61287.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $734581.00         | $590787.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1742416.00        | $873875.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $10400480.00       | $8447385.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $12602240.00       | $2162965.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $51000.00          | $36728.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $6531352.00        | $6538266.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-03-15      | N/A      | N/A     | $11293056.00       | $9878027.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | N/A      | N/A     | $2542000.00        | $486741.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1746858.00        | $1485671.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-10-16      | N/A      | N/A     | $588614.00         | $446563.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $25376608.00       | $5111672.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-20      | N/A      | N/A     | $7437000.00        | $545756.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $4000000.00        | $510297.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1147788.00        | $1130529.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $6471208.00        | $5956605.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $11873232.00       | $7039827.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $559000.00         | $91913.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | N/A      | N/A     | $50004000.00       | $2666385.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $999900.00         | $788866.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-01      | N/A      | N/A     | $5000000.00        | $738460.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $2725740.00        | $2790545.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1306830.00        | $1382851.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $1087000.00        | $134559.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-09-16      | N/A      | N/A     | $737312.00         | $462589.02         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1066494.00        | $1111964.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $2745872.00        | $2827643.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $4508456.00        | $4696163.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $4059712.00        | $450262.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1267358.00        | $1283163.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-06-01      | N/A      | N/A     | $55201792.00       | $911033.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $4150000.00        | $3689739.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $700000.00         | $578031.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $128765.00         | $126215.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $178840.00         | $173442.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $96625.00          | $54963.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $2658492.00        | $2563117.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $50051.00          | $23766.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1190550.00        | $1244405.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $10168496.00       | $8230219.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-15      | N/A      | N/A     | $525311.00         | $83888.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $24000.00          | $12517.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $8123248.00        | $1348843.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1012368.00        | $1057452.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $808185.00         | $698894.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $1146004.00        | $705876.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1509818.00        | $1560897.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | N/A      | N/A     | $605937.00         | $492471.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $2950000.00        | $373252.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-04-01      | N/A      | N/A     | $1100000.00        | $36500.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-05-15      | N/A      | N/A     | $9000.00           | $8807.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $12398704.00       | $12326560.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $18015968.00       | $18723298.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $10057328.00       | $8275763.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $5745592.00        | $4063398.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1820000.00        | $1442909.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $9468630.00        | $9297989.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $21510336.00       | $4634700.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $2155084.00        | $1731358.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $2515060.00        | $2116881.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $724675.00         | $49392.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-05-01      | N/A      | N/A     | $375000.00         | $226873.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $850000.00         | $291126.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $5000000.00        | $4125740.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1201492.00        | $1175422.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $808000.00         | $417825.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $1305172.00        | $860407.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $2896304.00        | $2926410.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $2632464.00        | $1217463.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $5702744.00        | $5118947.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $300000.00         | $204455.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $140000.00         | $133947.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-05-01      | N/A      | N/A     | $20294208.00       | $15685781.92       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $8783968.00        | $9124835.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1076106.00        | $1098115.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1372000.00        | $1193451.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1324306.00        | $1351042.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $198453.00         | $143644.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2384168.00        | $2487993.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $259700.00         | $259213.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-01      | N/A      | N/A     | $1354758.00        | $99202.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $1935000.00        | $170204.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $987332.00         | $1025654.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $13269968.00       | $2617706.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1073768.00        | $1089024.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | N/A      | N/A     | $253604.00         | $256101.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $46000.00          | $37632.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $5850000.00        | $4957451.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $18508480.00       | $19071550.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1288020.00        | $1313865.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $918131.00         | $957684.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $1426684.00        | $890999.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $2420148.00        | $271517.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $49963.00          | $47304.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $2121000.00        | $1645071.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1698806.00        | $1432312.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-01      | N/A      | N/A     | $4087960.00        | $511964.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $2500000.00        | $355349.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $3054676.00        | $3160562.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $1374610.00        | $458551.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $11037344.00       | $8623064.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $15120368.00       | $15121754.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $1480762.00        | $741277.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $6333456.00        | $6066312.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $2500000.00        | $1555360.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1551622.00        | $1582455.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $365000.00         | $128394.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $50000.00          | $46998.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $27000.00          | $18964.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $93348992.00       | $94645097.49       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | N/A      | N/A     | $5208664.00        | $750016.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $4555000.00        | $1471509.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $500000.00         | $256607.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $6144.00           | $5793.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1039116.00        | $976914.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $5000000.00        | $7261.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $4115000.00        | $3509707.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $916622.00         | $808227.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $800000.00         | $721210.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $17148128.00       | $17127596.60       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $2028060.00        | $2083866.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $7414600.00        | $7122372.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | N/A      | N/A     | $10187824.00       | $848586.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $297872.00         | $73430.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $42255680.00       | $42874462.80       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $9118000.00        | $6479493.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1000000.00        | $956344.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $47588608.00       | $47240187.29       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-02      | N/A      | N/A     | $3801752.00        | $2418788.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $873485.00         | $743693.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $14493728.00       | $12583090.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $48740608.00       | $42749525.34       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $6361384.00        | $6411574.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-15      | N/A      | N/A     | $5000944.00        | $3056844.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $390000.00         | $71335.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $618500000.00      | $591414694.54      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $2000000.00        | $214119.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $52148352.00       | $52403345.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $5200000.00        | $849939.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1363178.00        | $1382894.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $4353400.00        | $1412187.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $250000.00         | $220568.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $2000864.00        | $1455973.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $2642356.00        | $2554852.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $106661632.00      | $80205888.67       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-05-01      | N/A      | N/A     | $5000000.00        | $600434.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $11281000.00       | $10842072.80       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $27855776.00       | $9296668.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $51137.00          | $36047.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $3992312.00        | $5593.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $16677056.00       | $14518256.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $7835360.00        | $7730005.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-16      | N/A      | N/A     | $63815360.00       | $61698354.71       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $2337420.00        | $1441752.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $22878112.00       | $452924.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $649451.00         | $632413.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $21505344.00       | $16047252.39       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1889924.00        | $1951609.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2273456.00        | $2385607.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1875386.00        | $1631903.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1540992.00        | $1370697.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $8668912.00        | $6491723.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-05-20      | N/A      | N/A     | $596236.00         | $529728.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $2576000.00        | $255147.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $225000.00         | $119871.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $1151826.00        | $489988.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $10157024.00       | $9834462.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $2000000.00        | $379175.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1321628.00        | $1382757.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $1434968.00        | $389585.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $315000.00         | $53185.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $67053.00          | $40165.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $343380992.00      | $312069389.03      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $122485888.00      | $100296978.67      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-03-01      | N/A      | N/A     | $22289205.00       | $42422.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $761900.00         | $721052.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $27781440.00       | $22255738.04       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-11-01      | N/A      | N/A     | $16244640.00       | $298161.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $2369000.00        | $2377576.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $3403276.00        | $3119834.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $4500000.00        | $3108768.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $40657920.00       | $36855215.11       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | N/A      | N/A     | $146228480.00      | $14381512.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $509185.00         | $342448.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $1050408.00        | $110974.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $408738.00         | $340654.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $9606.00           | $7917.73           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $6819160.00        | $6904477.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $150000.00         | $144036.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1782962.00        | $1735271.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1614652.00        | $1675227.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4455816.00        | $4649895.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $10000000.00       | $7600900.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $15832560.00       | $10988778.11       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $2519132.00        | $2627333.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $4400000.00        | $779299.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $6581320.00        | $6356645.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $3250000.00        | $16706.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $38000.00          | $28554.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $225000.00         | $140431.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $1650000.00        | $215804.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $130254.00         | $7649.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1072898.00        | $1075464.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $2005472.00        | $1631721.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1074662.00        | $1102192.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $32232128.00       | $23241367.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $1500000.00        | $247794.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $279000.00         | $92194.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $400000.00         | $339863.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-04-01      | N/A      | N/A     | $1500000.00        | $147570.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $100001.00         | $67208.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | N/A      | N/A     | $19000000.00       | $6334148.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $3380000.00        | $3471889.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $140000.00         | $124354.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1241612.00        | $1284424.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $2331052.00        | $1779399.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $25336000.00       | $6887830.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $575000.00         | $142023.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-12-01      | N/A      | N/A     | $368000.00         | $11722.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1539178.00        | $1547419.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $2585424.00        | $2649056.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $9528592.00        | $6550111.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $1027432.00        | $471838.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $7764360.00        | $5044435.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $6604600.00        | $4485943.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $3141212.00        | $3278399.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $2391924.00        | $2231560.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-06-16      | N/A      | N/A     | $6377168.00        | $5464837.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $4666936.00        | $4857321.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $1275000.00        | $149445.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1142264.00        | $1127155.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $4254920.00        | $4326193.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $8000.00           | $5186.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $1807000.00        | $315564.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $4087440.00        | $3687755.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $2449140.00        | $912305.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | N/A      | N/A     | $1791200.00        | $245879.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $671000.00         | $676154.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $269330.00         | $268165.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $5146860.00        | $5229114.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1327112.00        | $1321548.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $2565296.00        | $812088.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $194529.00         | $174146.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $7513040.00        | $7303708.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-16      | N/A      | N/A     | $74044160.00       | $58265059.21       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-10-15      | N/A      | N/A     | $2000000.00        | $119965.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1597746.00        | $1653843.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $3211810.00        | $439561.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1419012.00        | $1123609.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $3014644.00        | $2943348.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $5069380.00        | $5009323.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1313798.00        | $1364590.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1003492.00        | $967163.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $300000.00         | $58269.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | N/A      | N/A     | $196603.00         | $177006.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $31000.00          | $30210.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $5100000.00        | $444138.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $615000.00         | $284631.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $10664832.00       | $11119004.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $1464492.00        | $1200233.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1695424.00        | $1724705.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | N/A      | N/A     | $8234368.00        | $48754.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $4462544.00        | $4636527.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $370720.00         | $165084.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $9911000.00        | $1213758.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $1083242.00        | $821975.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-15      | N/A      | N/A     | $11178464.00       | $91965.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | N/A      | N/A     | $12818208.00       | $1018746.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1423674.00        | $1424931.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $6244000.00        | $4002819.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $1301536.00        | $857425.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | N/A      | N/A     | $5754456.00        | $3452358.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-04-01      | N/A      | N/A     | $6547328.00        | $117633.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $26803872.00       | $20901991.44       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1551918.00        | $1618586.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $574000.00         | $474694.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $8110032.00        | $8373180.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $57416960.00       | $46575955.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $1893840.00        | $302799.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $173191936.00      | $166246964.72      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $2449752.00        | $2415579.87        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $34191.00          | $32453.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $300000.00         | $196262.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $27226600.00       | $1195236.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $4224800.00        | $4109413.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $270000.00         | $246630.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $59993680.00       | $413865.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $2102924.00        | $2191111.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $200000.00         | $202567.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $1059278.00        | $1061711.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $2193224.00        | $534560.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $79000.00          | $8644.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-05-01      | N/A      | N/A     | $1466716.00        | $570346.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $60000.00          | $7304.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1914994.00        | $1937525.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-03-16      | N/A      | N/A     | $25000000.00       | $16463843.42       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1046332.00        | $1048812.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1198000.00        | $935720.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $100000000.00      | $82303001.04       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $21917408.00       | $22225321.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $1288682.00        | $1141022.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $6300000.00        | $682747.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1095322.00        | $1140703.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-20      | N/A      | N/A     | $9607360.00        | $166574.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $7955536.00        | $8267149.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $1995000.00        | $877791.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $2585904.00        | $2684046.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2309940.00        | $2299290.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1897058.00        | $1937635.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $1384896.00        | $1304485.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-01      | N/A      | N/A     | $474090.00         | $14458.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $8292304.00        | $977939.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $5647096.00        | $5573637.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $2374596.00        | $1511607.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $1554000.00        | $1381237.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $1333442.00        | $851188.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $28068224.00       | $24711365.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $277778.00         | $52303.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $77548880.00       | $67338964.05       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $6678720.00        | $5963447.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $6999680.00        | $6943374.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $1385000.00        | $225774.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $84933.00          | $50565.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-15      | N/A      | N/A     | $10960000.00       | $288920.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $44000.00          | $33435.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $2279756.00        | $2263441.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $1235384.00        | $267134.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $129453.00         | $41680.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $7000.00           | $6072.01           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $6873392.00        | $6979400.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $18281344.00       | $16217356.37       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-07-01      | N/A      | N/A     | $267335.00         | $166729.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $265000.00         | $162184.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $1600000.00        | $25507.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $45761536.00       | $44072517.11       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $24998208.00       | $234919.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $1221226.00        | $1231085.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | N/A      | N/A     | $5614528.00        | $3385817.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $3322670.00        | $844505.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1164896.00        | $1108314.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $13323808.00       | $12810632.91       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | N/A      | N/A     | $277668352.00      | $103467793.91      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-10-01      | N/A      | N/A     | $5000000.00        | $332935.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $925000.00         | $421978.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | N/A      | N/A     | $1879480.00        | $175358.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $4277088.00        | $4379299.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $8042656.00        | $5899468.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-05-15      | N/A      | N/A     | $10000000.00       | $51712.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $3629552.00        | $3711423.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $20089760.00       | $19697599.26       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-10-01      | N/A      | N/A     | $4875000.00        | $761300.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $7842000.00        | $5135067.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $1618490.00        | $1180325.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2943316.00        | $2992614.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1225658.00        | $1278812.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $220000.00         | $133254.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $7121008.00        | $7104316.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $5531088.00        | $5786529.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1005394.00        | $761584.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $2616856.00        | $2726102.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $3939000.00        | $2416161.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $17744928.00       | $13420403.47       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $2403552.00        | $2420056.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $200000.00         | $129009.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-02-01      | N/A      | N/A     | $216000.00         | $161347.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-20      | N/A      | N/A     | $29015000.00       | $204370.73         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-10-20      | N/A      | N/A     | $400000.00         | $43531.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-04-01      | N/A      | N/A     | $89000.00          | $78456.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $921611.00         | $965647.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $12176976.00       | $11025072.40       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | N/A      | N/A     | $90000000.00       | $70652470.95       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1930596.00        | $2013111.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $42599840.00       | $6476641.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1554500.00        | $1551778.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1291856.00        | $1123147.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1154752.00        | $1008811.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $19551808.00       | $19360271.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $7000000.00        | $661986.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-15      | N/A      | N/A     | $37901888.00       | $1097692.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1026478.00        | $1014531.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $90000.00          | $54959.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $3032356.00        | $3102387.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $2090000.00        | $204723.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $1141736.00        | $1127613.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $30707360.00       | $3842777.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1790488.00        | $1804676.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $2086132.00        | $2175054.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $5188768.00        | $5434992.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1062864.00        | $1110747.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $4737056.00        | $3359260.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $29455840.00       | $30485360.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | N/A      | N/A     | $4000000.00        | $833379.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $274783.00         | $243783.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $500000.00         | $388509.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $1333500.00        | $972149.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1130770.00        | $1177659.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1918500.00        | $1965797.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $10000000.00       | $4829553.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | N/A      | N/A     | $1874086.00        | $111433.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $69146.00          | $69315.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $3304944.00        | $3487917.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1591184.00        | $1580914.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $200000.00         | $103188.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $2308000.00        | $1428620.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $1736000.00        | $1148360.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $1338186.00        | $873083.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $2000000.00        | $926797.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $17952064.00       | $18428238.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $3448224.00        | $1866005.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $4314752.00        | $4471584.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $57393536.00       | $50556383.42       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $1158620.00        | $1145501.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $7075510.00        | $5468087.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $3819472.00        | $3879399.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $5694.00           | $5863.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $1556758.00        | $980131.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $22943000.00       | $22873625.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $59781.00          | $37177.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1365666.00        | $1331721.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $1000000.00        | $540637.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $2165556.00        | $2257778.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $5080250.00        | $3785940.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1038000.00        | $999033.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $1867584.00        | $1341222.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $3932400.00        | $3147991.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $2558804.00        | $2323779.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $1976000.00        | $791695.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $500000.00         | $481265.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $5000.00           | $5290.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $2985000.00        | $1110520.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $7224232.00        | $7531794.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1953710.00        | $1325871.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $19422272.00       | $3509331.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $37018.00          | $30079.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1122246.00        | $867410.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1195148.00        | $1096553.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $2260128.00        | $2242358.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $403160.00         | $294677.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | N/A      | N/A     | $12516120.00       | $8149679.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $6189000.00        | $5204570.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1909602.00        | $1650636.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $9475000.00        | $2067363.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $647281.00         | $472857.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-06-15      | N/A      | N/A     | $11131616.00       | $253065.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $2350000.00        | $365925.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $4784664.00        | $4984627.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2663120.00        | $2742383.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $2768404.00        | $2817658.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $200001000.00      | $114372162.38      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $100000.00         | $60670.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-20      | N/A      | N/A     | $6119528.00        | $251818.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $83303424.00       | $1186777.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $24955712.00       | $25372096.42       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $8190816.00        | $8541403.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $56380000.00       | $57004105.89       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1285678.00        | $1136588.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $2655192.00        | $1439031.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1460952.00        | $1492390.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1177568.00        | $563996.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | N/A      | N/A     | $100000000.00      | $58567922.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1938000.00        | $1425569.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2619660.00        | $2614422.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $15209312.00       | $14251029.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $3354924.00        | $3482010.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $600000.00         | $477044.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $2000000.00        | $680136.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $97992448.00       | $76259769.57       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $300000.00         | $199129.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $10000.00          | $7592.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $4873360.00        | $4973305.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $3540492.00        | $1789181.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1732464.00        | $1801635.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $1059342.00        | $835421.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $3698124.00        | $415146.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | N/A      | N/A     | $20000000.00       | $14184330.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2092640.00        | $2140767.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1524500.00        | $268892.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-01-16      | N/A      | N/A     | $17000000.00       | $6937936.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $261869.00         | $183744.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-08-01      | N/A      | N/A     | $1730000.00        | $22076.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $802058240.00      | $750235269.29      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $248000.00         | $64312.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $225000.00         | $133819.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1663556.00        | $1697871.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $7014.00           | $7149.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $37225.00          | $31024.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $3228508.00        | $2518427.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $5029712.00        | $5208967.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $2317796.00        | $929643.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $1841008.00        | $1831667.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1459042.00        | $1213019.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $674000.00         | $345919.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $49401152.00       | $42252000.02       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $890630.00         | $892122.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1062694.00        | $1096970.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1917876.00        | $1998180.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $2000000.00        | $393483.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-09-01      | N/A      | N/A     | $25472544.00       | $392190.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $15000.00          | $8652.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $2997990.00        | $2392541.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $2200000.00        | $284733.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $1049214.00        | $590837.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $4090920.00        | $4160217.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $129000.00         | $11105.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $4947904.00        | $4490268.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $4765296.00        | $4973848.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $3210816.00        | $2728658.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $5946120.00        | $5722468.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | N/A      | N/A     | $4618504.00        | $850134.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1334922.00        | $1364468.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $53001.00          | $28126.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $500000.00         | $122330.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | N/A      | N/A     | $12000000.00       | $605738.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $11882840.00       | $88729.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $1035186.00        | $663763.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $2123468.00        | $594618.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $2732012.00        | $2389361.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $3602624.00        | $529135.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | N/A      | N/A     | $437396480.00      | $280133796.28      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | N/A      | N/A     | $282000.00         | $66637.97          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $38000.00          | $26196.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $80785000.00       | $81997092.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $1662950.00        | $1691938.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $513895.00         | $95232.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $345936.00         | $327009.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1243582.00        | $1292161.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1087496.00        | $1100392.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1002254.00        | $1047381.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1190924.00        | $1242518.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1772972.00        | $1817808.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $3607000.00        | $2866036.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1028006.00        | $983294.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $10275120.00       | $93143.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1104652.00        | $1157348.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $99999.00          | $49014.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $812000.00         | $137374.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $1870000.00        | $264754.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1470112.00        | $1532067.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $873167.00         | $840905.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $10735024.00       | $1003668.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $4000000.00        | $2677357.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $17120992.00       | $17097002.56       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1005600.00        | $1030452.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-07-20      | N/A      | N/A     | $5959936.00        | $412426.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $13215088.00       | $11198625.32       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $108144800.00      | $211509.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $400000.00         | $369144.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $18136128.00       | $16656935.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2161220.00        | $2260453.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $22042100.00       | $137252.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $8350000.00        | $8522148.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $84000.00          | $44790.51          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $16142944.00       | $12510145.41       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $2376256.00        | $2426412.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $2859880.00        | $533117.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $3099936.00        | $3221355.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $7750000.00        | $1239891.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $251920.00         | $252036.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $1981006.00        | $2054095.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $425846.00         | $422136.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | N/A      | N/A     | $4300000.00        | $256255.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $11331620.00       | $9297873.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $24810464.00       | $20944436.20       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | N/A      | N/A     | $5533000.00        | $480402.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $5180000.00        | $4434804.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $3500392.00        | $790473.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $42428100.00       | $43752735.92       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-08-20      | N/A      | N/A     | $15908256.00       | $15912251.81       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-03-01      | N/A      | N/A     | $1700000.00        | $165621.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $111365.00         | $107298.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $35000.00          | $33119.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1183010.00        | $1221622.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $675000.00         | $147000.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $200000.00         | $151002.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $4675672.00        | $4652955.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1105334.00        | $1102757.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-03-01      | N/A      | N/A     | $500000.00         | $251664.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $5694000.00        | $5929468.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1221102.00        | $1272067.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $20790688.00       | $14972623.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $238000.00         | $169079.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $1303082.00        | $846973.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $885584896.00      | $763236319.34      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | N/A      | N/A     | $8451184.00        | $914119.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | N/A      | N/A     | $2470000.00        | $335489.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $2100000.00        | $1612095.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $5888400.00        | $5595346.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $300000.00         | $196517.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $211387.00         | $142306.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1337076.00        | $1335428.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $500000.00         | $36671.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | N/A      | N/A     | $2315000.00        | $214346.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-20      | N/A      | N/A     | $195000000.00      | $7121921.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $926693.00         | $830964.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-01-01      | N/A      | N/A     | $94000.00          | $84623.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $11000.00          | $10636.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $680000.00         | $518562.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1548580.00        | $1597964.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2026-09-18      | N/A      | N/A     | $7465000.00        | $7454295.19        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $89000.00          | $40764.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $76450480.00       | $77990877.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $131000.00         | $61918.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | N/A      | N/A     | $6703928.00        | $6324097.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $334390784.00      | $60677789.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1212928.00        | $1247528.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1070456.00        | $1104620.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | N/A      | N/A     | $2068864.00        | $2044721.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $3744208.00        | $3738405.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1021494.00        | $1069590.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $30699488.00       | $31372870.58       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $690795.00         | $691818.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $1000000.00        | $505202.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $1470066.00        | $791031.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $200000.00         | $153266.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1062786.00        | $587289.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $3299280.00        | $3121399.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $1095870.00        | $1056975.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $25652.00          | $25394.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $10612672.00       | $10381883.57       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1289212.00        | $1302859.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $1462632.00        | $539750.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $1541370.00        | $672679.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | N/A      | N/A     | $1200000.00        | $104801.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $25000000.00       | $292326.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $5788040.00        | $5773076.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $21117440.00       | $18237739.72       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $75978.00          | $60674.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2226740.00        | $2306981.32        | Agency Mortgage-Backed Securities         |

### Security 164: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4BD2, C.4 - ISIN: US3130B4BD21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000276340.00
- **C.18.a - Value (excl. sponsor support):** $1000276340.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RA4, C.4 - ISIN: US3130B7RA49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499798080.00
- **C.18.a - Value (excl. sponsor support):** $499798080.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **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: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008LV7
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Moody's Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Moody's Short Rating: NR; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 MORT | 2052-06-01      | N/A      | N/A     | $1075591.00        | $739673.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $220000.00         | $1735.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $9447498.00        | $8575145.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2666346.00        | $2339248.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $233350.00         | $187315.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $200000.00         | $126705.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $92000.00          | $20628.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2433760.00        | $2572274.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1541957.00        | $1568559.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $9405987.00        | $8984868.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $5000.00           | $716.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $10000.00          | $7045.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | N/A      | N/A     | $1012000.00        | $678143.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $100000.00         | $33015.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $2350000.00        | $1006679.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $1420000.00        | $507.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $117077.00         | $84649.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $560000.00         | $1369.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $868563.00         | $684310.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $15000.00          | $7583.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1310000.00        | $1021404.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $49000.00          | $27375.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $12366103.00       | $9866932.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2863636.00        | $2966000.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $654656.00         | $494334.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $105000.00         | $22485.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $420548.00         | $315818.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $3927533.00        | $3060853.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $140000.00         | $24945.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $2215000.00        | $889704.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $800000.00         | $32747.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $9116093.00        | $8884756.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1210000.00        | $822340.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $133931.00         | $91207.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $75321229.00       | $42785.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $1030000.00        | $6164.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $380918.00         | $282925.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $956098.00         | $660020.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $20715954.00       | $17266614.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $143000.00         | $26011.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2098271.00        | $2175024.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $1500000.00        | $213850.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1390638.00        | $1120115.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $1000541.00        | $8284.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $117413.00         | $115613.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $275000.00         | $135000.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3388380.00        | $3457941.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $4733000.00        | $37333.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $1785000.00        | $3444.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $3814808.00        | $2587505.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | N/A      | N/A     | $1336074.00        | $1098736.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1358248.00        | $1418569.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-04-01      | N/A      | N/A     | $1175000.00        | $43914.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $102000.00         | $88477.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $3709071.00        | $952195.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $9000.00           | $4587.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $75000.00          | $4933.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $94283.00          | $3939.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1600000.00        | $1314168.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $1136724.00        | $1164751.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $9521420.00        | $5683332.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | N/A      | N/A     | $478828.00         | $4066.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $401110.00         | $275529.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $33000.00          | $28320.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $2289664.00        | $1647903.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $105293596.00      | $101086300.59      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2788888.00        | $2784064.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $91998.00          | $3425.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $109000.00         | $32791.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1827000.00        | $1356035.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $84144.00          | $16693.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $200875.00         | $131831.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $1079606.00        | $776972.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $1164709.00        | $1192123.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $3589222.00        | $2295292.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $7634043.00        | $505538.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $4000.00           | $3217.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $31112.00          | $15843.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-03-01      | N/A      | N/A     | $1141760.00        | $1104239.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $76000.00          | $13436.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $12309851.00       | $12512569.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $295000.00         | $38894.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1236406.00        | $1292954.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $8421000.00        | $7379146.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $3832240.00        | $3990211.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | N/A      | N/A     | $2080000.00        | $33041.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1187475.00        | $1226173.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $9189489.00        | $9543966.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4514173.00        | $4572579.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1063937.00        | $1112276.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $3500000.00        | $2324927.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | N/A      | N/A     | $30823526.00       | $4399.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $2386441.00        | $2102034.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-07-20      | N/A      | N/A     | $237534.00         | $244876.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $2429581.00        | $1650501.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $3175000.00        | $34563.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $387956.00         | $270699.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $13661593.00       | $7910393.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $7000.00           | $4672.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $921778.00         | $527258.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1107988.00        | $895101.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $2070232.00        | $2140004.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $27000.00          | $17802.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $5320000.00        | $3980909.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $506567.00         | $83238.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $650000.00         | $381176.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $15000.00          | $13363.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1062153.00        | $1029700.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $5090811.00        | $973154.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $250400.00         | $79652.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-06-01      | N/A      | N/A     | $1000000.00        | $380168.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $3061045.00        | $3114021.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $1767897.00        | $172920.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2493185.00        | $1677304.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $30131596.00       | $30524088.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $803892.00         | $546194.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $6274063.00        | $6365065.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1577379.00        | $685696.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $1856051.00        | $1698568.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $25000.00          | $4677.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $1160606.00        | $1096739.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $3524324.00        | $3529453.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2920763.00        | $3046994.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $919946.00         | $619309.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $2527337.00        | $2617709.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $1630000.00        | $9490.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1413553.00        | $1392907.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $18515514.00       | $15784086.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1456586.00        | $1508203.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $1000000.00        | $251318.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $10000.00          | $937.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $37059669.00       | $32237018.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1139187.00        | $989296.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $3009674.00        | $2744186.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $1000000.00        | $21485.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $334671.00         | $1419.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $16202203.00       | $3420009.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $1253505.00        | $147631.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $1744000.00        | $370890.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $3000.00           | $1978.54           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $300000.00         | $101147.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $12763967.00       | $9454631.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $127200.00         | $101709.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $1000000.00        | $9597.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $30610.00          | $23869.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $343851850.00      | $318819095.85      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $54790153.00       | $15630929.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1409190.00        | $1475821.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $42249.00          | $6446.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $11018180.00       | $6596213.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $2051550.00        | $2013643.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $700000.00         | $487652.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $75000.00          | $48983.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $57990.00          | $2302.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $2399776.00        | $2254582.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-09-01      | N/A      | N/A     | $500000.00         | $146449.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1310185.00        | $1351453.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $41616.00          | $30876.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $1000000.00        | $33993.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $365741.00         | $334794.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $135000.00         | $10428.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1970000.00        | $1423027.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $142000.00         | $47936.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $71523535.00       | $73511499.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $26000.00          | $16872.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1145488.00        | $1150991.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $2642514.00        | $957142.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $63718134.00       | $61695405.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1327406.00        | $1380471.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $227539.00         | $236274.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $725000.00         | $626280.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $3318701.00        | $3326250.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $56947.00          | $33442.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $12881009.00       | $13101049.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $2027223.00        | $1380890.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $9750000.00        | $7656507.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $10891881.00       | $10100089.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $8841990.00        | $6547072.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $12000.00          | $1377.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $9221840.00        | $9340448.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1980838.00        | $1796827.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $21773951.00       | $17508864.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $151131.00         | $25027.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $34274301.00       | $31290357.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $2411000.00        | $1949171.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1100980.00        | $1106175.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1874611.00        | $1729167.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $22057078.00       | $21359646.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $20000.00          | $2746.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $200000.00         | $119019.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-08-01      | N/A      | N/A     | $1200031.00        | $850.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $954799.00         | $750488.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $45000.00          | $40363.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $1555245.00        | $1019724.77        | Agency Mortgage-Backed Securities |

### Security 167: FIXED INCOME CLEARING CORPORATION (REPO SSB)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OSA004ZH9
- **C.18 - Value (incl. sponsor support):** $420000000.00
- **C.18.a - Value (excl. sponsor support):** $420000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Moody's Long Rating: NR; Standard & Poor's Long Rating: AA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation (Repo)

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-02-28      | N/A      | N/A     | $419114600.00      | $428400092.35      | U.S. Treasuries (including strips) |

### Security 168: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **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):** $200074448.00
- **C.18.a - Value (excl. sponsor support):** $200074448.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6863650385.04
- **C.18.a - Value (excl. sponsor support):** $6863650385.04
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **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: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG15YA7
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch Short Rating: F1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: A1; Fitch Long Rating: A+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 MOR | 2047-08-01      | N/A      | N/A     | $13000.00          | $1461.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $94000.00          | $410.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $6000.00           | $4615.35           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $119000.00         | $19583.61          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $30800.00          | $12489.95          | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $21000.00          | $13751.27          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $2000.00           | $300.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-10-01      | N/A      | N/A     | $202940.00         | $15306.17          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $50276.00          | $24385.89          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $9000.00           | $1522.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $690691.00         | $744729.83         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $47000.00          | $1847.78           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $2285300.00        | $1063231.25        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2058-09-15      | N/A      | N/A     | $2467200.00        | $2626168.28        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $2000.00           | $1284.48           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-08-20      | N/A      | N/A     | $2251745.00        | $5120.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-02-15      | N/A      | N/A     | $33628.00          | $32603.67          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $16000.00          | $9434.18           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | N/A      | N/A     | $1021.00           | $89.63             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $9000.00           | $5444.14           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-04-01      | N/A      | N/A     | $2000.00           | $1405.27           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $12000.00          | $8845.80           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $7000.00           | $5368.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $18000.00          | $9268.40           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-06-01      | N/A      | N/A     | $200000.00         | $11338.12          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-03-15      | N/A      | N/A     | $75000.00          | $79188.51          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $22000.00          | $15987.26          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $335814.00         | $360799.87         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $3000.00           | $264.17            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $8568.00           | $6218.93           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $9000.00           | $1383.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1848.00           | $1895.12           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | N/A      | N/A     | $82964.00          | $10161.08          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $40000.00          | $20419.28          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $237706.00         | $24549.84          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $71000.00          | $6925.49           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $30892.00          | $23419.16          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $6380000.00        | $3056900.44        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2037-10-01      | N/A      | N/A     | $284955.00         | $633.04            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $931500.00         | $315442.23         | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $39000.00          | $4190.44           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $7000.00           | $1417.15           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $1000.00           | $189.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-06-15      | N/A      | N/A     | $1500000.00        | $1274139.05        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $12000.00          | $1473.77           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $4000.00           | $1091.86           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $5420.00           | $5515.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $1653912.00        | $1484.94           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $13000.00          | $1227.26           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $27000.00          | $2784.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-08-15      | N/A      | N/A     | $952615.00         | $1019860.70        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2054-11-15      | N/A      | N/A     | $17830100.00       | $4498124.14        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $6000.00           | $3879.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $1000.00           | $232.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $23000.00          | $15381.62          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $5000.00           | $3717.64           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $140000.00         | $18911.94          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-09-15      | N/A      | N/A     | $324895.00         | $333545.99         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-11-01      | N/A      | N/A     | $134404.00         | $11952.51          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | N/A      | N/A     | $11000.00          | $145.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-02-20      | N/A      | N/A     | $3470.00           | $1.12              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-08-01      | N/A      | N/A     | $200262.00         | $24235.69          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $10000.00          | $870.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $2000.00           | $27.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $34000.00          | $4953.21           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $56000.00          | $4731.63           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $2000.00           | $1395.63           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $2121024.00        | $3207.21           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $13000.00          | $8199.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-09-15      | N/A      | N/A     | $2860000.00        | $3025237.45        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $44667300.00       | $13310944.73       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $24000.00          | $1599.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $53000.00          | $4854.79           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $5000.00           | $4790.56           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-08-01      | N/A      | N/A     | $62000.00          | $4643.48           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-01-01      | N/A      | N/A     | $15000.00          | $2474.74           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $3000.00           | $2788.95           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $10000.00          | $7997.18           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $32000.00          | $23969.54          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $4000.00           | $905.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $9038.00           | $623.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | N/A      | N/A     | $52000.00          | $4438.74           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-04-01      | N/A      | N/A     | $1300000.00        | $20489.66          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $4000.00           | $1366.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-15      | N/A      | N/A     | $1067600.00        | $1133502.05        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $4000.00           | $135.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-06-20      | N/A      | N/A     | $262448.00         | $275524.26         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $16000.00          | $2107.50           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $4000.00           | $318.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $7000.00           | $725.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $13000.00          | $1828.09           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $568329.00         | $14131.94          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | N/A      | N/A     | $8000.00           | $345.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $157000.00         | $14716.13          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $7000.00           | $511.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-03-01      | N/A      | N/A     | $622600.00         | $9343.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2062-11-15      | N/A      | N/A     | $1000000.00        | $847796.48         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $2000.00           | $306.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $89000.00          | $14175.47          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $17000.00          | $2323.88           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-10-01      | N/A      | N/A     | $160859.00         | $786.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-11-01      | N/A      | N/A     | $124844.00         | $16845.36          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-01-01      | N/A      | N/A     | $2000.00           | $129.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-02-01      | N/A      | N/A     | $5000.00           | $719.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-04-01      | N/A      | N/A     | $4000.00           | $2690.63           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $92889.00          | $19694.87          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $3103900.00        | $1450213.47        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2075-06-20      | N/A      | N/A     | $698887.00         | $737900.92         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-10-15      | N/A      | N/A     | $5500000.00        | $5779820.14        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $1000.00           | $829.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-04-01      | N/A      | N/A     | $9573.00           | $19.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-10-25      | N/A      | N/A     | $12672.00          | $0.38              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $28000.00          | $22470.28          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $63000.00          | $5469.41           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2000.00           | $1883.27           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-04-01      | N/A      | N/A     | $50000.00          | $9184.71           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $162000.00         | $5267.44           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $19410.00          | $19912.32          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $185000.00         | $13803.48          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-01-15      | N/A      | N/A     | $1032017.00        | $1021686.28        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $394158.00         | $140.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $16000.00          | $4032.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $100000.00         | $13725.34          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $51000.00          | $6477.11           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $13000.00          | $9300.69           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $67000.00          | $12417.59          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-12-01      | N/A      | N/A     | $146000.00         | $1.23              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $8000.00           | $279.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $26000.00          | $19139.17          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $3000.00           | $93.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | N/A      | N/A     | $61153.00          | $1633.44           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $6000.00           | $1545.15           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $136501.00         | $19988.20          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-06-20      | N/A      | N/A     | $457902.00         | $484328.63         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-08-15      | N/A      | N/A     | $1999495.00        | $2140640.63        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $1000.00           | $294.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $790739.00         | $187.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $12000.00          | $301.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $384624.00         | $413241.53         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $2329579.00        | $1995807.81        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2071-11-20      | N/A      | N/A     | $1000000.00        | $969390.82         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $11000.00          | $7103.85           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $100000.00         | $16898.14          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $137000.00         | $24483.45          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $37408000.00       | $9535224.38        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2060-10-15      | N/A      | N/A     | $8160000.00        | $8599981.76        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2037-08-15      | N/A      | N/A     | $45663066.00       | $26838421.38       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2029-10-01      | N/A      | N/A     | $199000.00         | $14571.64          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $25000.00          | $1855.90           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $61000.00          | $5545.23           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-12-01      | N/A      | N/A     | $8000.00           | $5179.70           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $6129.00           | $5894.94           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $22000.00          | $2254.90           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $1992.00           | $89.29             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $17000.00          | $1270.83           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $3000.00           | $644.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $1000.00           | $656.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $10000.00          | $1262.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $40000.00          | $1554.65           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $32000.00          | $20363.37          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-05-01      | N/A      | N/A     | $75000.00          | $4535.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2063-11-15      | N/A      | N/A     | $8840624.00        | $8072463.17        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-05-20      | N/A      | N/A     | $2539252.00        | $2730662.03        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $28133.00          | $17814.60          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-10-01      | N/A      | N/A     | $27000.00          | $626.28            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-08-01      | N/A      | N/A     | $42040.00          | $141.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $20000.00          | $1216.22           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $21000.00          | $2380.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-01-01      | N/A      | N/A     | $100000.00         | $130.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $7000.00           | $6115.22           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $141525.00         | $12342.80          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $225000.00         | $22414.86          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $9394.00           | $1155.24           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $35611.00          | $22692.68          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-15      | N/A      | N/A     | $4015233.00        | $4273680.17        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $500000.00         | $8134.20           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | N/A      | N/A     | $4600000.00        | $352.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $105000.00         | $20051.47          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-05-20      | N/A      | N/A     | $2282097.00        | $2398749.86        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2071-12-20      | N/A      | N/A     | $4980051.00        | $4967275.30        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $861059.00         | $14600.20          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $12000.00          | $8009.34           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $2753000.00        | $981752.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | N/A      | N/A     | $6663000.00        | $2202661.20        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $40000.00          | $7101.58           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $3000.00           | $308.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $8724000.00        | $7559135.17        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-03-01      | N/A      | N/A     | $2000.00           | $1572.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $7514.00           | $45.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $34000.00          | $22662.03          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $3364.00           | $3470.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $100000.00         | $23439.84          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2074-12-20      | N/A      | N/A     | $450578.00         | $428843.10         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $58000.00          | $4371.62           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1248.00           | $1284.92           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $27600.00          | $17619.43          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $5000.00           | $3402.56           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $1000.00           | $33.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $41200000.00       | $41313755.51       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | N/A      | N/A     | $3053000.00        | $3133865.49        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $32175.00          | $4213.32           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $25092.00          | $23882.20          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | N/A      | N/A     | $31000.00          | $3348.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $9000.00           | $67.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-07-20      | N/A      | N/A     | $2224665.00        | $2357100.76        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $6000.00           | $1394.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $22000.00          | $18389.08          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2000.00           | $1995.88           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $80000.00          | $455.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-06-20      | N/A      | N/A     | $2475213.00        | $2621304.80        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $10000.00          | $1133.18           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $26996.00          | $21079.41          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-09-01      | N/A      | N/A     | $16000.00          | $341.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $38046.00          | $3906.29           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $30000.00          | $22147.90          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $10000.00          | $1113.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $8000.00           | $715.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $649354.00         | $1923.05           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $5000.00           | $251.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $111000.00         | $24194.51          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $4000.00           | $559.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $10000.00          | $3062.68           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1000.00           | $871.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $21000.00          | $13540.51          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $57000.00          | $15589.84          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $24000.00          | $10425.69          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $198161.00         | $400.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-12-15      | N/A      | N/A     | $1022678.00        | $992918.81         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-09-15      | N/A      | N/A     | $9424000.00        | $9931968.78        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $57651.00          | $4524.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $483884.00         | $2212.68           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | N/A      | N/A     | $2960649.00        | $2102388.93        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-06-01      | N/A      | N/A     | $132189.00         | $10488.68          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-02-01      | N/A      | N/A     | $12000.00          | $1664.36           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $33561300.00       | $13433111.69       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $49592.00          | $23033.18          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $54000.00          | $6594.33           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $147000.00         | $16085.88          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $14000.00          | $1626.49           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $5000.00           | $650.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3000.00           | $2794.33           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1000.00           | $1046.36           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $61000.00          | $4946.25           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $52849759.90       | $26163590.74       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $80755.00          | $8492.15           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $8000.00           | $989.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $500000.00         | $24441.04          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-08-20      | N/A      | N/A     | $2379774.00        | $2513742.32        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $13146.00          | $1160.46           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1000.00           | $1022.17           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $18000.00          | $388.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $220000.00         | $8095.14           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $35200000.00       | $13771507.20       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $14000.00          | $2085.30           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-12-01      | N/A      | N/A     | $590000.00         | $738.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $943.24            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $1800.00           | $721.88            | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $20000.00          | $10844.12          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2062-04-20      | N/A      | N/A     | $2450000.00        | $15496.08          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-04-15      | N/A      | N/A     | $24577.00          | $26639.59          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-02-01      | N/A      | N/A     | $15000.00          | $9758.31           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | N/A      | N/A     | $5000.00           | $372.88            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $10486700.00       | $2889725.54        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $10000.00          | $5953.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-08-20      | N/A      | N/A     | $8255094.00        | $8745185.17        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-01-01      | N/A      | N/A     | $100000.00         | $5281.70           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $380000.00         | $9388.04           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-11-01      | N/A      | N/A     | $369076.00         | $3360.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $18000.00          | $13055.70          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $39000.00          | $5263.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $2000.00           | $1814.98           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2050-05-15      | N/A      | N/A     | $272273900.00      | $84124739.16       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2075-03-20      | N/A      | N/A     | $621117.00         | $609827.25         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $10000.00          | $739.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $28871000.00       | $28921615.68       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $1089.00           | $0.19              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $30667.00          | $24207.70          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $9000.00           | $7874.45           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $8000.00           | $5308.77           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $253000.00         | $402.76            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2053-05-15      | N/A      | N/A     | $81081600.00       | $21680895.51       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2060-05-15      | N/A      | N/A     | $87775.00          | $92328.96          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-02-01      | N/A      | N/A     | $27000.00          | $17693.62          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-09-01      | N/A      | N/A     | $6000.00           | $17.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $135000.00         | $24840.18          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $73000.00          | $9835.35           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $101000.00         | $3607.89           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $86000.00          | $3817.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-15      | N/A      | N/A     | $2651415.00        | $2822077.75        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $2000.00           | $1726.51           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $100000.00         | $16285.63          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-07-20      | N/A      | N/A     | $20083303.00       | $21563810.85       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $1030000.00        | $12311.55          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $269000.00         | $19167.97          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $130000.00         | $20048.95          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $125000.00         | $40.18             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-03-01      | N/A      | N/A     | $82000.00          | $12129.63          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $3000.00           | $1864.67           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $30500.00          | $21990.33          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | N/A      | N/A     | $50000.00          | $8037.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $1674000.00        | $15244.76          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | N/A      | N/A     | $379051.00         | $22633.91          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2072-01-20      | N/A      | N/A     | $2000000.00        | $2277602.81        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-12-01      | N/A      | N/A     | $1209954.00        | $2876.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-05-15      | N/A      | N/A     | $1184869.00        | $1236731.68        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-07-01      | N/A      | N/A     | $1520524.00        | $19961.84          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $36963.00          | $20497.62          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $6000.00           | $449.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-11-01      | N/A      | N/A     | $208709.00         | $11922.32          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2063-10-15      | N/A      | N/A     | $1000000.00        | $843773.37         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $147000.00         | $16743.92          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-07-01      | N/A      | N/A     | $514346.00         | $3391.31           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $6000.00           | $581.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-11-01      | N/A      | N/A     | $300387.00         | $21598.23          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-04-01      | N/A      | N/A     | $5000.00           | $2562.42           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $19000.00          | $12802.29          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $38000.00          | $24627.75          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $530634.00         | $8136.95           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | N/A      | N/A     | $169000.00         | $14538.23          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $28000.00          | $22097.42          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $790001.00         | $24742.24          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $9000.00           | $1157.59           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $22000.00          | $6198.97           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $78000.00          | $226.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-02-20      | N/A      | N/A     | $901112.00         | $952311.03         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | N/A      | N/A     | $5614781.00        | $17.46             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2038-02-15      | N/A      | N/A     | $12076600.00       | $7108950.97        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2038-12-01      | N/A      | N/A     | $7000.00           | $4059.50           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $35000.00          | $877.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $13038.00          | $13491.65          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $90000.00          | $6771.55           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $1000.00           | $526.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $1000.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $41000.00          | $14774.92          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $3000.00           | $325.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-01-15      | N/A      | N/A     | $1128123.00        | $15735.54          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-09-01      | N/A      | N/A     | $200000.00         | $24291.83          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $41000.00          | $19396.72          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $150335.00         | $16134.20          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-11-01      | N/A      | N/A     | $9000.00           | $5510.33           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $25000.00          | $834.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $4000.00           | $2761.31           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $30000.00          | $19711.48          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $30000.00          | $13148.72          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $30989.00          | $21016.62          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2053-05-15      | N/A      | N/A     | $109491225.00      | $28881595.33       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $87000.00          | $10314.73          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $6000.00           | $641.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $105000.00         | $9161.09           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $10023400.00       | $4750149.40        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $6000.00           | $687.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $10000.00          | $1104.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-07-20      | N/A      | N/A     | $1309515.00        | $1379762.42        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | N/A      | N/A     | $21000.00          | $1939.33           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $11000.00          | $1351.22           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $71000.00          | $11775.50          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-15      | N/A      | N/A     | $814767.00         | $870271.10         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $2000.00           | $1439.88           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $23000.00          | $3612.14           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $26000.00          | $4333.66           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $62000.00          | $9852.16           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-06-01      | N/A      | N/A     | $50000.00          | $6502.20           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $179401.00         | $21109.72          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $2000.00           | $854.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $5000.00           | $4658.50           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $4536000.00        | $18569.90          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-08-15      | N/A      | N/A     | $500000.00         | $436562.34         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $60000.00          | $8382.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $1500000.00        | $11906.15          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $29000.00          | $21243.46          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $8999.00           | $4098.03           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $18000.00          | $11010.92          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $23000.00          | $18022.18          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $9453.00           | $7602.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $4000.00           | $379.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-05-01      | N/A      | N/A     | $51000.00          | $6695.24           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $15000.00          | $2085.38           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $1000.00           | $151.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $76643.00          | $6573.99           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $36000.00          | $1236.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1926.00           | $1983.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $282846.00         | $19811.61          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-10-20      | N/A      | N/A     | $4991605.00        | $7817.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $325000.00         | $24132.33          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-01-01      | N/A      | N/A     | $9250962.00        | $9471.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $10000.00          | $6398.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-04-20      | N/A      | N/A     | $616406.00         | $652767.97         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $43000.00          | $9387.49           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $57000.00          | $5840.57           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | N/A      | N/A     | $10452708.00       | $7938.35           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1024.00           | $1044.02           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $26000.00          | $1626.42           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $12000.00          | $9174.17           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | N/A      | N/A     | $5000.00           | $396.88            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $200000.00         | $77363.80          | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $1859109.00        | $2001698.96        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $1383.00           | $12.61             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | N/A      | N/A     | $15000.00          | $9401.49           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | N/A      | N/A     | $852754.00         | $19178.76          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2049-05-15      | N/A      | N/A     | $2901200.00        | $926414.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | N/A      | N/A     | $33078000.00       | $8793786.30        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $40000.00          | $23011.70          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-02-15      | N/A      | N/A     | $1000000.00        | $797689.19         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $500000.00         | $459.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $93523.00          | $21908.19          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $112000.00         | $12160.68          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $45000.00          | $3994.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-10-15      | N/A      | N/A     | $1156711.00        | $1033674.49        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-07-01      | N/A      | N/A     | $5000.00           | $3602.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $84000.00          | $10871.64          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $8245100.00        | $2321581.05        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $4000.00           | $2246.12           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $173000.00         | $13249.06          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | N/A      | N/A     | $40000.00          | $2203.27           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-09-01      | N/A      | N/A     | $75000.00          | $7780.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | N/A      | N/A     | $1000.00           | $34.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $4000.00           | $389.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $23000.00          | $16072.94          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $2809900.00        | $782947.73         | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $1000.00           | $115.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $12000.00          | $6507.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3000.00           | $3082.82           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $18000.00          | $168.24            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $17800.00          | $8060.27           | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2042-03-01      | N/A      | N/A     | $320000.00         | $22887.55          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | N/A      | N/A     | $153000.00         | $201.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $10000.00          | $978.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $185000.00         | $24718.94          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $8000.00           | $1455.21           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2000.00           | $1897.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-08-15      | N/A      | N/A     | $3275194.00        | $3486499.26        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $1000.00           | $174.51            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-11-01      | N/A      | N/A     | $1645.00           | $26.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $65000.00          | $14651.25          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2948.00           | $3035.26           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-10-25      | N/A      | N/A     | $20000.00          | $2.05              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $7000.00           | $715.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-03-01      | N/A      | N/A     | $531070.00         | $19846.31          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | N/A      | N/A     | $18000.00          | $1314.23           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-10-01      | N/A      | N/A     | $150000.00         | $9175.25           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-06-01      | N/A      | N/A     | $3000.00           | $2041.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $43000.00          | $19013.29          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $8000.00           | $2279.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2061-04-15      | N/A      | N/A     | $75000.00          | $78041.01          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-03-15      | N/A      | N/A     | $26210.00          | $25728.20          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-12-01      | N/A      | N/A     | $4264577.00        | $12108.52          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $8331.00           | $44.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-08-20      | N/A      | N/A     | $431459.00         | $445890.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-01-01      | N/A      | N/A     | $1800382.00        | $24781.03          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $175000.00         | $48176.86          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $21000.00          | $12905.52          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $79000.00          | $522.03            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $7000.00           | $624.17            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $936100.00         | $484806.19         | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $54000.00          | $4943.01           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | N/A      | N/A     | $41000.00          | $376.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $6250.00           | $4360.67           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-05-01      | N/A      | N/A     | $10000.00          | $24.93             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $3000.00           | $312.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $1768502.00        | $1898797.73        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $17000.00          | $2176.32           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $17000.00          | $3737.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2059-09-15      | N/A      | N/A     | $85354.00          | $87413.20          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $15000000.00       | $8966.68           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $58757600.00       | $14675298.18       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2047-06-01      | N/A      | N/A     | $100000.00         | $17369.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-09-01      | N/A      | N/A     | $51000.00          | $95.80             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $12000.00          | $8110.25           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-11-01      | N/A      | N/A     | $100000.00         | $7257.46           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $5335100.00        | $1978484.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $4800100.00        | $1267490.41        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $50000.00          | $481.65            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-06-01      | N/A      | N/A     | $352139.00         | $35.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $9000.00           | $6672.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-08-20      | N/A      | N/A     | $5309781.00        | $5632126.01        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $42000.00          | $3592.66           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $99000.00          | $6850.79           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-07-01      | N/A      | N/A     | $17000.00          | $11343.18          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $48000.00          | $3825.81           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $330181.00         | $2048.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-03-15      | N/A      | N/A     | $2161453.00        | $1758272.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $100000.00         | $6007.24           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $2000.00           | $190.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-04-15      | N/A      | N/A     | $75000.00          | $72333.93          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $52000.00          | $129.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $1000.00           | $923.65            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | N/A      | N/A     | $5000.00           | $517.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-08-20      | N/A      | N/A     | $736126.00         | $785518.62         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-08-20      | N/A      | N/A     | $430845.00         | $448613.28         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $49004.00          | $12012.66          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-06-20      | N/A      | N/A     | $3662059.00        | $3894644.67        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1000.00           | $919.51            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $10000.00          | $6935.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2072-01-20      | N/A      | N/A     | $4998474.00        | $5732856.70        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $11000.00          | $10560.89          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $47000.00          | $693.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $41001.00          | $2608.05           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $10000.00          | $7613.99           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2046-08-15      | N/A      | N/A     | $3269700.00        | $1197478.58        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $19000.00          | $733.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $82000.00          | $7300.83           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $23000.00          | $20491.17          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $30000.00          | $3923.20           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $25000.00          | $710.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-05-01      | N/A      | N/A     | $57524.00          | $6230.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | N/A      | N/A     | $1806000.00        | $3342.22           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $1000.00           | $116.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1000.00           | $880.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $9000.00           | $875.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $200000.00         | $15323.47          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $17000.00          | $1312.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $500000.00         | $23805.05          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $6000.00           | $477.83            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $10852700.00       | $3632930.47        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $55000.00          | $3013.65           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $136000.00         | $30494.98          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1000.00           | $788.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $45000.00          | $23942.85          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-10-01      | N/A      | N/A     | $144615.00         | $16992.24          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2000.00           | $2057.56           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $8000.00           | $1376.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $15000.00          | $10806.85          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $175000.00         | $18834.07          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $26099.00          | $5626.26           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $25165.00          | $22390.44          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $12000.00          | $8704.15           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $64000.00          | $5517.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $350000.00         | $709.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $1000.00           | $197.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $20000.00          | $6117.26           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $7000.00           | $1037.21           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $4000.00           | $23.23             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-01-01      | N/A      | N/A     | $4000.00           | $422.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-05-15      | N/A      | N/A     | $2115593.00        | $2190160.23        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-12-01      | N/A      | N/A     | $25000.00          | $15887.51          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | N/A      | N/A     | $425000.00         | $24860.19          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $100000.00         | $14716.25          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | N/A      | N/A     | $5000.00           | $226.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $198000.00         | $11577.94          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $1000.00           | $81.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $294390.00         | $1170.45           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $365400.00         | $285.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $3000.00           | $332.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $5000.00           | $2967.94           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-07-01      | N/A      | N/A     | $42532.00          | $8920.51           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $81000.00          | $19159.55          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $3000.00           | $441.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $2000.00           | $1205.92           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $68000.00          | $6233.36           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-01-01      | N/A      | N/A     | $1000.00           | $845.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $29000.00          | $3287.56           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-03-01      | N/A      | N/A     | $5000.00           | $393.98            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-07-01      | N/A      | N/A     | $1000.00           | $633.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3000.00           | $3085.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-06-15      | N/A      | N/A     | $3000000.00        | $2562645.09        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $100000.00         | $18434.36          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $35922.00          | $24609.93          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $56000.00          | $2814.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $2605739.00        | $6540.51           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $1082000.00        | $427580.43         | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $31000.00          | $6575.85           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $32851100.00       | $16450024.07       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $3300000.00        | $47048.02          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $36897.00          | $23488.98          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $4000.00           | $375.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $80000.00          | $14796.93          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $33000.00          | $21758.23          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $71000.00          | $8695.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | N/A      | N/A     | $61000.00          | $3033.94           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $35000.00          | $3462.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $100000.00         | $6386.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-06-20      | N/A      | N/A     | $12831.00          | $5.38              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $47000.00          | $14157.23          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $4367300.00        | $1410380.23        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $100218.00         | $15013.41          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $68000.00          | $7138.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-08-20      | N/A      | N/A     | $1722249.00        | $1814664.31        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $5000.00           | $4417.40           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $10005.00          | $530.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $4000.00           | $2808.18           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | N/A      | N/A     | $4000.00           | $54.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $14000.00          | $2737.82           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $2000.00           | $1877.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1000.00           | $797.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $60340.00          | $8574.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2059-11-15      | N/A      | N/A     | $100508.00         | $100488.14         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $4000.00           | $570.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1000.00           | $971.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-10-01      | N/A      | N/A     | $10152.00          | $582.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $75000.00          | $4512.32           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $83605.00          | $16707.44          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | N/A      | N/A     | $43000.00          | $4177.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $150000.00         | $14836.85          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $166000.00         | $23075.27          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-08-20      | N/A      | N/A     | $13899797.00       | $14758973.57       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $2000.00           | $130.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2067-05-15      | N/A      | N/A     | $17460000.00       | $18091567.97       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $13000.00          | $9361.79           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $44000.00          | $4373.66           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | N/A      | N/A     | $5000.00           | $159.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $100000.00         | $12336.90          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $100000.00         | $20676.43          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $244489200.00      | $73773882.63       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $214667.00         | $4540.90           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $4000.00           | $3863.80           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-02-01      | N/A      | N/A     | $11000.00          | $1067.62           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $10599.00          | $5351.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $1000.00           | $104.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $1000.00           | $187.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $7000.00           | $5635.25           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $1000.00           | $175.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $7000.00           | $147.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-01-01      | N/A      | N/A     | $100000.00         | $14277.88          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $5288500.00        | $2265905.42        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2059-11-15      | N/A      | N/A     | $100000.00         | $98715.39          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $463477.00         | $17730.22          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $110000.00         | $15892.04          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $85378.00          | $5933.95           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-07-01      | N/A      | N/A     | $5000.00           | $587.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-03-01      | N/A      | N/A     | $15000.00          | $1486.31           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $675831.00         | $2328.12           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $3000.00           | $478.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | N/A      | N/A     | $91998.00          | $6916.35           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $27000.00          | $18935.89          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $19000.00          | $4767.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-01-15      | N/A      | N/A     | $81792.00          | $86283.76          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | N/A      | N/A     | $13000.00          | $186.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $25800.00          | $13314.36          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $2519419.00        | $2651679.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $223797.00         | $14359.55          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $175000.00         | $17963.28          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2046-11-15      | N/A      | N/A     | $11850700.00       | $4280484.69        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $26000.00          | $3394.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-03-15      | N/A      | N/A     | $500000.00         | $452222.81         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $2000.00           | $424.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | N/A      | N/A     | $31713.00          | $16.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $58000.00          | $16626.33          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $16261.00          | $3122.43           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $267311367.93      | $116248635.00      | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2075-07-20      | N/A      | N/A     | $1315617.00        | $1316849.30        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $3000.00           | $1008.73           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $7559.00           | $7765.57           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-08-01      | N/A      | N/A     | $8000.00           | $238.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-03-01      | N/A      | N/A     | $60000.00          | $6972.28           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $37000.00          | $6959.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $59000.00          | $5706.59           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-02-01      | N/A      | N/A     | $25994.00          | $122.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $8000.00           | $434.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $35000.00          | $21647.53          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2071-08-20      | N/A      | N/A     | $1324147.00        | $1082347.80        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-12-01      | N/A      | N/A     | $27988.00          | $202.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $18000.00          | $3157.95           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $8000.00           | $580.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $33000.00          | $7062.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-06-01      | N/A      | N/A     | $6800000.00        | $1598.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-03-15      | N/A      | N/A     | $32000.00          | $30939.12          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-02-01      | N/A      | N/A     | $40000000.00       | $39952442.24       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $712952.00         | $5845.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $3301991.00        | $3161.21           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $4000.00           | $4127.23           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-09-01      | N/A      | N/A     | $22000.00          | $1878.90           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $2000.00           | $1158.09           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $3000.00           | $2208.64           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $598000.00         | $227582.06         | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $50000.00          | $8410.33           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $209000.00         | $20766.15          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2063.00           | $2125.06           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $24127.00          | $158.21            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $286800.00         | $187673.03         | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2060-03-15      | N/A      | N/A     | $41134.00          | $43148.33          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $14000.00          | $1295.88           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $3000.00           | $118.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | N/A      | N/A     | $4000.00           | $369.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $28402.00          | $17681.86          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $21000.00          | $1703.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | N/A      | N/A     | $155737.00         | $234.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $73109.00          | $12990.68          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $2696.00           | $337.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $8000.00           | $2081.85           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | N/A      | N/A     | $1000.00           | $753.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $17000.00          | $1415.68           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $240000.00         | $17053.38          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1766.00           | $1828.12           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $200000.00         | $4914.37           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $10000.00          | $9839.49           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | N/A      | N/A     | $4000.00           | $74.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $15000.00          | $1086.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-08-20      | N/A      | N/A     | $829520.00         | $889015.52         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-07-20      | N/A      | N/A     | $273628.00         | $277609.24         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $110000.00         | $17041.19          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $4354.00           | $906.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-03-01      | N/A      | N/A     | $15372.00          | $0.12              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $145000.00         | $22893.78          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $101000.00         | $17737.03          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $2000.00           | $991.43            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-10-01      | N/A      | N/A     | $40000000.00       | $39837288.88       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $11000.00          | $1708.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-07-15      | N/A      | N/A     | $9253400.00        | $9775059.36        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-06-01      | N/A      | N/A     | $100000.00         | $10117.25          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $11000.00          | $9489.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-09-15      | N/A      | N/A     | $3494769.00        | $3175047.42        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | N/A      | N/A     | $5000.00           | $6.32              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $37795.00          | $13919.41          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $29000.00          | $20275.17          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $2600000.00        | $1106.18           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $90236.00          | $726.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $4000.00           | $494.51            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $5000.00           | $4521.24           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $14000.00          | $11764.56          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-03-15      | N/A      | N/A     | $1298490.00        | $1234145.12        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $10000.00          | $1207.00           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $19255600.00       | $5212221.34        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $125000.00         | $6924.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-15      | N/A      | N/A     | $4000000.00        | $4272490.67        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $100000.00         | $17271.33          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $27000.00          | $23897.30          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-05-20      | N/A      | N/A     | $740016.00         | $783044.46         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $6000.00           | $29.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-10-15      | N/A      | N/A     | $405261.00         | $380702.41         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $1000.00           | $169.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2071-10-20      | N/A      | N/A     | $5097928.00        | $4695649.50        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $763563.00         | $17021.35          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $33000.00          | $22777.87          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $1369621.00        | $5159.82           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-07-01      | N/A      | N/A     | $1000.00           | $119.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $4000.00           | $2994.25           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $3000.00           | $2091.76           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | N/A      | N/A     | $7530.00           | $2602.29           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-10-01      | N/A      | N/A     | $8000.00           | $5086.43           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $6000.00           | $4618.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $34237.00          | $21701.09          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $26267.00          | $20111.06          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $8000.00           | $5676.33           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $30000.00          | $21916.64          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $13000.00          | $10372.72          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $40000.00          | $9404.54           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-06-01      | N/A      | N/A     | $151020.00         | $13080.40          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | N/A      | N/A     | $60000.00          | $31.91             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $445946.00         | $12421.53          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-02-01      | N/A      | N/A     | $16000.00          | $1883.55           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-09-01      | N/A      | N/A     | $17000.00          | $4072.60           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1000.00           | $896.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $77874.00          | $23907.83          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | N/A      | N/A     | $48146.00          | $12728.95          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $20000.00          | $3389.52           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $15000.00          | $881.08            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $189900.00         | $62088.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | N/A      | N/A     | $206000.00         | $50425.92          | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $36000.00          | $6433.79           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $18000.00          | $1833.08           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $65000.00          | $17732.99          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $6000.00           | $4011.97           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $1000000.00        | $24990.76          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-04-15      | N/A      | N/A     | $75000.00          | $78458.17          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $9000.00           | $531.43            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $38500.00          | $21131.19          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $393119.00         | $19626.89          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $9001.00           | $782.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $1243.00           | $1.58              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-02-01      | N/A      | N/A     | $61937.00          | $11.32             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $29000.00          | $21589.29          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-12-01      | N/A      | N/A     | $5000.00           | $2751.20           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $6627000.00        | $1906760.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $33400.00          | $13570.59          | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2065-05-15      | N/A      | N/A     | $10767500.00       | $8588230.46        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $4000.00           | $355.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $3000.00           | $240.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $2000.00           | $1360.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-05-15      | N/A      | N/A     | $31611.00          | $33251.05          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $2316074.00        | $2463873.07        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-08-20      | N/A      | N/A     | $19503575.00       | $20947872.69       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $75000.00          | $14145.30          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-09-01      | N/A      | N/A     | $25200000.00       | $25139827.99       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $54000.00          | $3666.44           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-06-01      | N/A      | N/A     | $20000.00          | $19048.89          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $53000.00          | $3987.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-09-15      | N/A      | N/A     | $1700000.00        | $1777511.50        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $28000.00          | $20955.55          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $6000.00           | $4292.42           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1000.00           | $856.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $34898.00          | $281.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $63000.00          | $7090.12           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $61000.00          | $18280.49          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $28537.00          | $20973.34          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $24000.00          | $1829.72           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $1290.00           | $57.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $17000.00          | $15488.36          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $7000.00           | $6237.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $278016.00         | $2824.03           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $5000.00           | $616.96            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $63680837.13       | $26165500.76       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $12000.00          | $2846.61           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-06-01      | N/A      | N/A     | $3000.00           | $238.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-03-20      | N/A      | N/A     | $546697.00         | $456027.17         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $4000.00           | $50.75             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-10-20      | N/A      | N/A     | $1314.00           | $0.46              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $2000.00           | $111.77            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $6000.00           | $1508.13           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | N/A      | N/A     | $177000.00         | $8442.81           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $17631.00          | $10787.39          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-05-20      | N/A      | N/A     | $273788.00         | $292425.62         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-02-01      | N/A      | N/A     | $20000.00          | $3358.05           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $120000.00         | $9356.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $491391.00         | $8509.74           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-06-01      | N/A      | N/A     | $10000.00          | $0.92              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $43915.00          | $23742.66          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $3055000.00        | $1898939.12        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $43000.00          | $7553.04           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $4000.00           | $347.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $11000.00          | $1779.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-03-15      | N/A      | N/A     | $26631.00          | $28118.26          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $23000.00          | $15825.89          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $2000.00           | $1606.95           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $5000.00           | $186.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | N/A      | N/A     | $1966629.00        | $20180.36          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | N/A      | N/A     | $680672.00         | $21682.54          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $36116.00          | $24648.50          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $497364.00         | $23249.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $20000.00          | $15712.72          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $4000.00           | $380.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | N/A      | N/A     | $410000.00         | $24788.49          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $52861.00          | $14072.40          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $20000.00          | $3031.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $3000.00           | $2199.52           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $64000.00          | $6018.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $100000.00         | $8208.24           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $7000.00           | $3921.98           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $7239078.00        | $5728596.11        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $73435.00          | $11524.53          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $2000.00           | $206.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-05-15      | N/A      | N/A     | $199995.00         | $185816.46         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $15000.00          | $1965.89           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $99000.00          | $10080.95          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | N/A      | N/A     | $9000.00           | $1169.85           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $3000.00           | $327.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-01-15      | N/A      | N/A     | $75000.00          | $78258.42          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | N/A      | N/A     | $3000.00           | $469.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $32000.00          | $4687.04           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-01-01      | N/A      | N/A     | $76095.00          | $21.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $42000.00          | $24374.69          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $2000.00           | $226.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $42000.00          | $3959.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $3000.00           | $462.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $165000.00         | $24158.68          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $33000.00          | $6103.12           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | N/A      | N/A     | $18823.00          | $16720.33          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $5000.00           | $3952.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-01-01      | N/A      | N/A     | $34000.00          | $21615.65          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $3000.00           | $334.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $9000.00           | $1553.06           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $27000.00          | $6785.11           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | N/A      | N/A     | $13000.00          | $2114.85           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $22000.00          | $16769.31          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $8228300.00        | $4608094.85        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $21000.00          | $15213.37          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $30000.00          | $22121.86          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-05-15      | N/A      | N/A     | $2157530.00        | $2292102.15        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-04-01      | N/A      | N/A     | $5678267.00        | $15003.71          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $9000.00           | $165.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $28738.00          | $20350.19          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-06-20      | N/A      | N/A     | $2689274.00        | $2875979.92        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-08-15      | N/A      | N/A     | $4284530.00        | $4560954.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $5000.00           | $2064.77           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $338550.00         | $21497.22          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2041-05-15      | N/A      | N/A     | $1700000.00        | $832568.20         | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $4000.00           | $652.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-12-01      | N/A      | N/A     | $22000.00          | $3269.15           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-08-01      | N/A      | N/A     | $48000.00          | $4686.85           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $9000.00           | $8770.80           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $9000.00           | $6421.05           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $4300000.00        | $34361.11          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $258644.00         | $24592.57          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-05-15      | N/A      | N/A     | $2037147.00        | $2187178.21        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | N/A      | N/A     | $2000.00           | $2.93              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $50000.00          | $26.11             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $65000.00          | $5151.53           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $6000.00           | $410.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $5000.00           | $454.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2295.00           | $2371.06           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-08-01      | N/A      | N/A     | $62000.00          | $5229.41           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $106304.00         | $16915.93          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $4000.00           | $75.30             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $75821900.00       | $34370598.02       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2038-11-01      | N/A      | N/A     | $16000.00          | $8513.82           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $100000.00         | $21070.48          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $106850.00         | $9843.86           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $3000.00           | $2435.89           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $56000.00          | $249.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $14000.00          | $11756.25          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $60000.00          | $16457.43          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2051-05-15      | N/A      | N/A     | $710700.00         | $206923.86         | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2027-09-01      | N/A      | N/A     | $47000.00          | $1156.69           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | N/A      | N/A     | $107000.00         | $202.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $22000.00          | $3001.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $304806.00         | $24923.81          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $1002000.00        | $494879.78         | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $149300.00         | $18691.35          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | N/A      | N/A     | $8091210.00        | $8046726.32        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $30000.00          | $20435.71          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $6000.00           | $522.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $8000.00           | $620.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $43000.00          | $8825.33           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-07-01      | N/A      | N/A     | $1000.00           | $46.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $3000.00           | $511.60            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-09-01      | N/A      | N/A     | $40000.00          | $609.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $285000.00         | $15517.45          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $2374000.00        | $15407.40          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $8000.00           | $4343.89           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | N/A      | N/A     | $33000.00          | $3365.99           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $32000.00          | $14634.32          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | N/A      | N/A     | $1000.00           | $6.84              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $26000.00          | $13954.12          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-07-01      | N/A      | N/A     | $167000.00         | $20377.58          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $30000.00          | $21098.31          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $37000.00          | $1652.94           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $10000.00          | $665.44            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $115755600.00      | $62429888.97       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $250000.00         | $379.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $29303.00          | $21902.56          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $13000.00          | $11908.83          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $1232300.00        | $362631.39         | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $16000.00          | $11420.41          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-01-01      | N/A      | N/A     | $91420.00          | $104.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | N/A      | N/A     | $282000.00         | $20525.82          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-05-20      | N/A      | N/A     | $13686175.00       | $14433864.92       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $25000.00          | $1952.64           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-09-01      | N/A      | N/A     | $130000.00         | $19895.75          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2053-08-15      | N/A      | N/A     | $140535000.00      | $36707601.47       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2038-06-01      | N/A      | N/A     | $192605.00         | $1586.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-12-01      | N/A      | N/A     | $2018000.00        | $13674.51          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $10000.00          | $8477.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $43000.00          | $4877.81           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-11-01      | N/A      | N/A     | $5000.00           | $835.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | N/A      | N/A     | $3000.00           | $102.59            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2055-05-15      | N/A      | N/A     | $206300.00         | $51045.63          | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2032-06-01      | N/A      | N/A     | $14000.00          | $14.60             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $188200.00         | $72524.75          | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $6000.00           | $1.18              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | N/A      | N/A     | $2000.00           | $229.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-10-15      | N/A      | N/A     | $8000.00           | $0.02              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-03-01      | N/A      | N/A     | $3585598.00        | $9568.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $38000.00          | $6166.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2071-10-20      | N/A      | N/A     | $5000000.00        | $4452455.10        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $24000.00          | $23346.45          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $115000.00         | $14466.28          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $25000.00          | $16919.60          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $5000.00           | $449.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-08-20      | N/A      | N/A     | $2432246.00        | $2597001.21        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | N/A      | N/A     | $760002.00         | $23926.18          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $29000.00          | $181.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $155000.00         | $14878.06          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $37000.00          | $23836.60          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $3000.00           | $277.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $65000.00          | $6026.51           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-05-01      | N/A      | N/A     | $34000.00          | $14753.72          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2000.00           | $2038.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $149000.00         | $12970.93          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $694000.00         | $24235.50          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $30000.00          | $5855.49           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $1000.00           | $560.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2000.00           | $2080.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-06-20      | N/A      | N/A     | $487489.00         | $511333.47         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $10000.00          | $7831.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-07-15      | N/A      | N/A     | $1974511.00        | $1693022.82        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $13000.00          | $9832.19           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | N/A      | N/A     | $16000.00          | $1738.89           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $4000.00           | $2095.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $79000.00          | $5860.91           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $15000.00          | $10145.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2072-01-20      | N/A      | N/A     | $750000.00         | $775675.95         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-04-01      | N/A      | N/A     | $69000.00          | $79.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $9000.00           | $896.65            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $29310.00          | $24124.50          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $30000.00          | $22806.63          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $34000.00          | $20591.81          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $92865.00          | $161.65            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $1425000.00        | $24830.72          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $7000.00           | $5130.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-06-20      | N/A      | N/A     | $1161281.00        | $1016085.12        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $19000.00          | $10625.94          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $24000.00          | $17540.03          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-04-01      | N/A      | N/A     | $3000.00           | $319.17            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-04-01      | N/A      | N/A     | $36134.00          | $19527.76          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $1149811.00        | $1218048.10        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2059-09-20      | N/A      | N/A     | $100000.00         | $1.17              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-04-01      | N/A      | N/A     | $23286.00          | $1485.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $19000.00          | $17565.52          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $150215.00         | $78.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $111000.00         | $22946.52          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-04-15      | N/A      | N/A     | $250000.00         | $211008.30         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $3000.00           | $2989.37           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $4200.00           | $2025.25           | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $22000.00          | $1573.36           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $2000.00           | $510.59            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2039-05-15      | N/A      | N/A     | $26723600.00       | $14656317.91       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2031-06-01      | N/A      | N/A     | $60000.00          | $24139.35          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1000.00           | $999.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $37000.00          | $22851.95          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $6000.00           | $513.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $71000.00          | $23236.72          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $523236.00         | $24943.15          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $8000.00           | $6608.70           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $26060.00          | $4969.24           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $10000.00          | $7747.10           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $68000.00          | $14617.68          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $204284.00         | $24552.19          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-11-01      | N/A      | N/A     | $4050.00           | $389.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | N/A      | N/A     | $22000.00          | $1352.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $64000.00          | $17933.88          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $20167.00          | $9328.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $100000.00         | $6577.46           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $2000.00           | $1762.56           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $3163.00           | $188.34            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $47859400.00       | $14742466.00       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $83000.00          | $3208.79           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $41000.00          | $6815.91           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $4000.00           | $3879.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $518983.00         | $528239.60         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $23000.00          | $7102.21           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $94000.00          | $9316.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-03-20      | N/A      | N/A     | $4260307.00        | $4386026.54        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $10000.00          | $7855.54           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $1940000.00        | $20800.69          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $150000.00         | $33.52             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $120000.00         | $7222.73           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $30000.00          | $12847.22          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-04-01      | N/A      | N/A     | $18000.00          | $2490.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $105000.00         | $16850.40          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $1030000.00        | $18559.79          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $186000.00         | $4487.10           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $5000.00           | $3945.14           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $17000.00          | $10754.74          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-05-01      | N/A      | N/A     | $23000000.00       | $22840938.39       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $26342.00          | $16656.70          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2054-08-15      | N/A      | N/A     | $117057000.00      | $29501524.54       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $30247.00          | $20831.62          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-12-15      | N/A      | N/A     | $56922.00          | $55473.55          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $35200000.00       | $13944092.80       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $19342.00          | $11668.02          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $572973.00         | $17141.60          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $22000.00          | $15194.76          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $300000.00         | $789.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1000.00           | $1026.29           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $180000.00         | $323.22            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $1000.00           | $108.40            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $606664.00         | $24699.02          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $98000.00          | $1191.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $10000.00          | $622.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-10-25      | N/A      | N/A     | $15051000.00       | $230.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $75000.00          | $24339.70          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $1851.00           | $523.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-08-15      | N/A      | N/A     | $10515800.00       | $11210805.29       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $5000.00           | $3700.62           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-06-01      | N/A      | N/A     | $154259.00         | $55.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $6226.00           | $6434.34           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | N/A      | N/A     | $7000.00           | $94.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $195912.00         | $125.98            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $3000.00           | $1865.68           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | N/A      | N/A     | $32000.00          | $3152.94           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $350000.00         | $12.18             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $134000.00         | $58977.42          | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2038-11-01      | N/A      | N/A     | $4000.00           | $3261.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-08-15      | N/A      | N/A     | $1161357.00        | $1082175.45        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $43000.00          | $24775.08          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $9000.00           | $2597.51           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $4000.00           | $3668.48           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $97019556.00       | $44137397.67       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $14631.00          | $13671.41          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $15000.00          | $1263.83           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $43559.00          | $5710.94           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $5000.00           | $602.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $225000.00         | $10321.39          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-03-15      | N/A      | N/A     | $25146.00          | $26550.32          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $8000.00           | $7605.49           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $1000.00           | $838.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2063-12-15      | N/A      | N/A     | $200000.00         | $169924.02         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | N/A      | N/A     | $6000.00           | $392.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $38027000.00       | $35376281.50       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $980000.00         | $462812.84         | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $104000.00         | $24454.19          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $125000.00         | $19510.72          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $2253100.00        | $617137.61         | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $31332.00          | $10395.51          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $1055492.00        | $1134024.73        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $10444.00          | $1461.51           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $24354.00          | $23825.17          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $526200.00         | $219322.26         | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $40000.00          | $16353.19          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-02-01      | N/A      | N/A     | $15365000.00       | $2560.26           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $110586.00         | $899.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $124581.00         | $13113.13          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $33000.00          | $13455.93          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $125000.00         | $22454.70          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | N/A      | N/A     | $67000.00          | $837.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-15      | N/A      | N/A     | $5226667.00        | $5582721.50        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $4000.00           | $3875.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | N/A      | N/A     | $125000.00         | $5914.08           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $29000.00          | $1023.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $841298.00         | $23801.43          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-03-15      | N/A      | N/A     | $1500000.00        | $1472305.53        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1000.00           | $870.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $45000.00          | $6558.21           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $100000.00         | $18504.56          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $12000.00          | $1003.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $672178.00         | $19837.30          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-02-15      | N/A      | N/A     | $500000.00         | $417774.37         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $4000.00           | $1133.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $9000.00           | $992.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $50000.00          | $21172.70          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-05-15      | N/A      | N/A     | $75000.00          | $77979.71          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $1000.00           | $10.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-09-15      | N/A      | N/A     | $9856700.00        | $10802648.59       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $7000.00           | $1142.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-10-15      | N/A      | N/A     | $1447396.00        | $1317344.72        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | N/A      | N/A     | $21000.00          | $4219.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $496293.00         | $511060.61         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $6000.00           | $4621.65           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $24000.00          | $3737.12           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-03-01      | N/A      | N/A     | $19025.00          | $46.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $6760566.00        | $7242430.69        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $63875.00          | $442.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $8000.00           | $1320.71           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $39000.00          | $24103.67          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-10-15      | N/A      | N/A     | $30000000.00       | $4925.44           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $45311400.00       | $24082012.25       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2042-10-01      | N/A      | N/A     | $148479.00         | $8524.38           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $5027.00           | $141.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-03-15      | N/A      | N/A     | $37754.00          | $41437.92          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $25000.00          | $12665.55          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $400000.00         | $44816.07          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-09-01      | N/A      | N/A     | $202543.00         | $23438.61          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-01-15      | N/A      | N/A     | $75000.00          | $75758.93          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1000.00           | $1043.54           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $147000.00         | $215.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $17000.00          | $12010.78          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $417662.00         | $9556.18           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-03-01      | N/A      | N/A     | $12000.00          | $2.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-07-20      | N/A      | N/A     | $14222943.00       | $15328790.94       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $6000.00           | $5209.63           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-08-01      | N/A      | N/A     | $1000.00           | $66.99             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $3000.00           | $2840.41           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $2000.00           | $1563.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $50709.00          | $14192.86          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $19000.00          | $5025.13           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $1392600.00        | $543306.18         | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $28708.00          | $23795.28          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1079.00           | $821.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $87000.00          | $22501.55          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $10710000.00       | $10905152.27       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $33000.00          | $7189.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-03-15      | N/A      | N/A     | $75000.00          | $79188.51          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-09-15      | N/A      | N/A     | $8742175.00        | $9247257.07        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $2000.00           | $242.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-08-15      | N/A      | N/A     | $7000000.00        | $7290765.94        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $14000.00          | $11542.18          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $18000.00          | $15480.99          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-04-15      | N/A      | N/A     | $2000000.00        | $1684769.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $8000.00           | $7042.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $10000.00          | $8396.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-08-15      | N/A      | N/A     | $1311565.00        | $1404149.21        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $17989.00          | $1601.50           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $4000.00           | $606.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-10-01      | N/A      | N/A     | $119295.00         | $14670.45          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $70000.00          | $812.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $3560659.00        | $3809416.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $107199.00         | $285.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2025-11-01      | N/A      | N/A     | $7932608.00        | $3040.50           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-12-01      | N/A      | N/A     | $192500.00         | $4176.92           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $2442.00           | $217.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $1000.00           | $154.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-10-01      | N/A      | N/A     | $20653.00          | $17388.37          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $73000.00          | $24323.09          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-03-01      | N/A      | N/A     | $125748.00         | $1560.97           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $58902.00          | $13220.37          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | N/A      | N/A     | $3000.00           | $320.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $8420.00           | $7244.98           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-01-01      | N/A      | N/A     | $106688.00         | $20211.55          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $14000.00          | $1380.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $2500000.00        | $15237.64          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-07-01      | N/A      | N/A     | $224118.00         | $153.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1000.00           | $888.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $26979.00          | $19837.47          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $200000.00         | $23141.77          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $21000.00          | $5146.67           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $14000.00          | $10706.87          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $3713914.00        | $3869877.08        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $100000.00         | $48763.09          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $3000.00           | $2302.70           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $7000.00           | $6072.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $14000.00          | $1049.06           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2000.00           | $1889.85           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $1000.00           | $70.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $1786870.00        | $18662.50          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $30000.00          | $18846.90          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $50000.00          | $10383.75          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $12000.00          | $4926.80           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $14000.00          | $11284.79          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $500000.00         | $26999.01          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-09-01      | N/A      | N/A     | $24000.00          | $57.72             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-08-01      | N/A      | N/A     | $136722.00         | $13786.54          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $83000.00          | $19117.81          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | N/A      | N/A     | $2379578.00        | $22569.55          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $11000.00          | $7322.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-09-15      | N/A      | N/A     | $5872930.00        | $6149512.05        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2043-08-15      | N/A      | N/A     | $410800.00         | $176185.96         | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $14000.00          | $4278.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $50000.00          | $7127.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | N/A      | N/A     | $138984.00         | $283.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $19000.00          | $8673.92           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $50079.00          | $24346.96          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $861683.00         | $927772.38         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-05-01      | N/A      | N/A     | $4509915.00        | $11037.49          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-09-01      | N/A      | N/A     | $1000.00           | $123.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-09-01      | N/A      | N/A     | $30000.00          | $3905.78           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $25996.00          | $5375.52           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $391100.00         | $24014.98          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $26978.00          | $19893.51          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | N/A      | N/A     | $2286920.00        | $2066.83           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $35000.00          | $6331.83           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-10-01      | N/A      | N/A     | $2223974.00        | $878.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $14000.00          | $5201.83           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-06-01      | N/A      | N/A     | $92000.00          | $24699.74          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-05-01      | N/A      | N/A     | $2057520.00        | $1441.82           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $10444.00          | $1535.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $34260.00          | $24905.63          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $1000.00           | $344.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-11-01      | N/A      | N/A     | $20000000.00       | $7774.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $2815308.00        | $2992991.83        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $2095.00           | $1698.11           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $11000.00          | $1557.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $40000.00          | $23897.57          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $11000.00          | $1179.38           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $25000.00          | $3055.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $5000.00           | $1443.46           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-10-01      | N/A      | N/A     | $6000.00           | $3905.08           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $20000.00          | $17704.39          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $3052400.00        | $1074911.82        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2055-08-15      | N/A      | N/A     | $3178540.00        | $3382269.40        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $2000.00           | $1691.61           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $2000.00           | $1582.66           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $4000.00           | $362.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-11-01      | N/A      | N/A     | $45000.00          | $1579.45           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $61075.00          | $8118.80           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-05-01      | N/A      | N/A     | $50000.00          | $5498.09           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-01-01      | N/A      | N/A     | $74545.00          | $5.85              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $27000.00          | $17372.47          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $30000.00          | $1241.32           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-01-01      | N/A      | N/A     | $620000.00         | $125.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $97519.00          | $3469.93           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | N/A      | N/A     | $3700000.00        | $32979.10          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $91715.00          | $16813.50          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $73000.00          | $7507.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $1039084.00        | $16796.84          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $21000.00          | $12853.79          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $234000.00         | $24953.69          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $1000.00           | $69.09             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $2000.00           | $839.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $4000000.00        | $4146383.05        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $1100000.00        | $47698.60          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $19000.00          | $3497.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-09-15      | N/A      | N/A     | $7259300.00        | $7900028.40        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $9052100.00        | $2581559.35        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $29070.00          | $22241.45          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $39188.00          | $9550.99           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $18000.00          | $9805.14           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $104000.00         | $10079.47          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | N/A      | N/A     | $13000.00          | $1259.08           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $17000.00          | $494.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2059-07-20      | N/A      | N/A     | $400000.00         | $847.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $28446.00          | $30071.48          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-10-01      | N/A      | N/A     | $27657.00          | $20611.69          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-03-20      | N/A      | N/A     | $2473305.00        | $2604945.32        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $38000.00          | $4081.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $4358598.00        | $4656507.57        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $8000.00           | $322.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $1000.00           | $918.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-05-01      | N/A      | N/A     | $10200000.00       | $22891.03          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-08-15      | N/A      | N/A     | $1431565.00        | $1523925.09        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $607608.00         | $248.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $33283.00          | $23561.92          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $72000.00          | $28725.17          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $1000.00           | $41.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $96000.00          | $21552.94          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-05-01      | N/A      | N/A     | $22000.00          | $2316.31           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $3000.00           | $441.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $2000000.00        | $2845.03           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-07-01      | N/A      | N/A     | $10000.00          | $1358.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $3000.00           | $2320.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $4000.00           | $3323.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $1000.00           | $70.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $150000.00         | $5.90              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $8000.00           | $860.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2063-04-20      | N/A      | N/A     | $590000.00         | $16509.14          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $25000.00          | $18038.24          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $25000.00          | $12176.37          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-02-20      | N/A      | N/A     | $2749079.00        | $2739501.21        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $27968.00          | $21541.43          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $30000.00          | $24578.59          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $7000.00           | $1152.19           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $14000.00          | $173.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $15800.00          | $12236.09          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $38000.00          | $24133.11          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $4042756.00        | $902.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | N/A      | N/A     | $1000.00           | $39.17             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | N/A      | N/A     | $85000.00          | $18169.28          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | N/A      | N/A     | $16000.00          | $944.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $63000.00          | $4859.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2072-03-20      | N/A      | N/A     | $1000000.00        | $1032115.19        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $50000.00          | $19522.05          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-02-01      | N/A      | N/A     | $11000.00          | $7752.19           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | N/A      | N/A     | $3050000.00        | $19283.37          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $4999.00           | $4317.74           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $50000.00          | $24034.23          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-05-01      | N/A      | N/A     | $17000.00          | $2516.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-07-20      | N/A      | N/A     | $1573084.00        | $1665911.74        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $11000.00          | $10325.22          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-03-01      | N/A      | N/A     | $791077.00         | $684.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $11000.00          | $71.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $52936.00          | $8952.69           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-11-01      | N/A      | N/A     | $426000.00         | $24200.68          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-10-01      | N/A      | N/A     | $63000.00          | $5648.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $1000.00           | $36.55             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-07-01      | N/A      | N/A     | $19000.00          | $1963.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-06-15      | N/A      | N/A     | $3000000.00        | $2532841.62        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $5000.00           | $821.08            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $3081400.00        | $1571477.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $2996800.00        | $1125274.43        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2030-11-01      | N/A      | N/A     | $4000.00           | $360.55            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $73297400.00       | $33711160.10       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $9000.00           | $679.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $1000.00           | $773.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $1472.00           | $3.34              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $1000.00           | $98.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $160000.00         | $18248.59          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $21214939.00       | $19116199.76       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-05-01      | N/A      | N/A     | $10954681.00       | $11079575.32       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $25000.00          | $8258.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-03-01      | N/A      | N/A     | $18000.00          | $31.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2071-12-20      | N/A      | N/A     | $1000000.00        | $978730.12         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $6110.00           | $3286.17           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-09-01      | N/A      | N/A     | $36565.00          | $2612.73           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $21000.00          | $18370.55          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000.00           | $850.65            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-12-01      | N/A      | N/A     | $80381.00          | $100.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $2000.00           | $449.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $122155.00         | $24745.73          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $4407914.00        | $3930775.92        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $5000.00           | $526.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $4000.00           | $1940.52           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $25886.00          | $17556.95          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $35776.00          | $6803.87           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $15000.00          | $10536.80          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | N/A      | N/A     | $29000.00          | $2240.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $3000.00           | $2725.05           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $3705700.00        | $1608977.88        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2075-08-20      | N/A      | N/A     | $251199.00         | $254063.37         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $56000.00          | $13675.40          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $56000.00          | $4363.37           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $92728.00          | $8029.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $1000.00           | $99.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $44000.00          | $6428.80           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-07-01      | N/A      | N/A     | $9000.00           | $85.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2059-06-20      | N/A      | N/A     | $500000.00         | $0.94              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $25000.00          | $16203.43          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $10752.00          | $10830.91          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-05-15      | N/A      | N/A     | $100603.00         | $105822.50         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $4000.00           | $3517.80           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | N/A      | N/A     | $9000.00           | $696.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2049.00           | $2110.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $833014.00         | $11112.11          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-05-15      | N/A      | N/A     | $75000.00          | $73610.63          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-01-15      | N/A      | N/A     | $10201.00          | $9637.22           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $275000.00         | $2079.08           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $4000.00           | $2492.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $3000.00           | $290.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $5201.00           | $75.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $24486.00          | $9898.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-08-01      | N/A      | N/A     | $1437930.00        | $16074.04          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $82000.00          | $6112.96           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $270000.00         | $488.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-06-01      | N/A      | N/A     | $41226.00          | $4.18              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-03-01      | N/A      | N/A     | $172189.00         | $16521.92          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $1000.00           | $523.02            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2044-05-15      | N/A      | N/A     | $266900.00         | $109719.92         | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2071-09-20      | N/A      | N/A     | $5000000.00        | $5904996.81        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | N/A      | N/A     | $31000.00          | $450.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $44000.00          | $19368.15          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $365900.00         | $192019.56         | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $5000.00           | $4472.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $132040.00         | $18352.25          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $15000.00          | $10224.57          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $48951000.00       | $44857.13          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $4000.00           | $3275.49           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $69230.00          | $25.62             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1062.00           | $762.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $486000.00         | $23679.24          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $15000.00          | $942.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $18000.00          | $5101.17           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $8370.00           | $8617.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $35602.00          | $21088.41          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | N/A      | N/A     | $45640000.00       | $46062755.70       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-15      | N/A      | N/A     | $3749833.00        | $4005281.62        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-02-01      | N/A      | N/A     | $14000.00          | $8012.88           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $9000000.00        | $15621.82          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $452562.00         | $5313.47           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $28000.00          | $2987.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2072-05-20      | N/A      | N/A     | $3000000.00        | $2704794.22        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $28445.00          | $16565.78          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $26000.00          | $1887.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $27000.00          | $1211.12           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $27674.00          | $4491.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-08-20      | N/A      | N/A     | $19179422.00       | $20664854.39       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $20000.00          | $18187.67          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-02-20      | N/A      | N/A     | $202033.00         | $20655.88          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $25000.00          | $16447.41          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | N/A      | N/A     | $15000.00          | $3733.96           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | N/A      | N/A     | $16034511.00       | $4687.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $3380111.00        | $22765.12          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $6081531.78        | $2312198.38        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $2000.00           | $1322.90           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $1348154.00        | $517.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $4000.00           | $3132.70           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $4000.00           | $48.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $5000.00           | $186.06            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $16000.00          | $7350.13           | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $168113.00         | $5238.72           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $27184.00          | $20750.67          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $32020.00          | $20384.63          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $24000.00          | $17594.22          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $59000.00          | $3843.06           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $10000.00          | $9401.05           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $31332.00          | $5000.41           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $11638.00          | $9462.97           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $2000.00           | $283.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $25001.00          | $18150.03          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1339588.00        | $20959.26          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2059-11-15      | N/A      | N/A     | $27381.00          | $27428.58          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-15      | N/A      | N/A     | $11000000.00       | $40719.21          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $8865800.00        | $2289947.48        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $35000.00          | $245.77            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $56000.00          | $4823.10           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $32034.00          | $24955.87          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $200000.00         | $22732.13          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $1070.00           | $866.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $341419.00         | $736.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-12-15      | N/A      | N/A     | $4588185.00        | $4271080.21        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $6000.00           | $243.98            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $7000.00           | $963.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-02-20      | N/A      | N/A     | $2608009.00        | $2756702.30        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-11-01      | N/A      | N/A     | $141435.00         | $10771.12          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $30000.00          | $18321.49          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-08-15      | N/A      | N/A     | $2714559.00        | $2860891.69        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $6000.00           | $797.56            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $9766.00           | $8448.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $35000.00          | $20417.12          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $4962.00           | $4016.92           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | N/A      | N/A     | $742308.00         | $24660.96          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-11-01      | N/A      | N/A     | $8337979.00        | $10211.97          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $133000.00         | $21638.63          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $20000.00          | $13851.79          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1000.00           | $937.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $6000.00           | $1077.38           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $27000.00          | $4421.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-01-01      | N/A      | N/A     | $72476.00          | $11595.36          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | N/A      | N/A     | $2336141.00        | $1005.90           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $28000.00          | $20698.45          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $25000.00          | $4010.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-08-20      | N/A      | N/A     | $19285270.00       | $20771836.47       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-08-20      | N/A      | N/A     | $2021712.00        | $2140921.29        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | N/A      | N/A     | $6017.00           | $6008.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2000.00           | $1487.24           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $31000.00          | $4107.95           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-06-01      | N/A      | N/A     | $20000.00          | $10462.80          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $17000.00          | $10505.76          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $62704.00          | $2735.56           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $26000.00          | $6056.13           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $125000.00         | $18390.87          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $6000.00           | $4358.86           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-03-01      | N/A      | N/A     | $102000.00         | $19656.59          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $141000.00         | $6969.73           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $35000.00          | $20836.68          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-01-01      | N/A      | N/A     | $1000.00           | $1.26              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $6000.00           | $795.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $3000.00           | $2344.45           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $113000.00         | $6526.10           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-02-01      | N/A      | N/A     | $40971.00          | $20624.31          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $25000.00          | $19066.39          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $12000.00          | $10418.41          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $190000.00         | $21699.06          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $16000.00          | $1690.18           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $5000.00           | $2947.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $23000.00          | $14030.97          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $39000.00          | $2661.05           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $40000.00          | $7195.56           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $6000.00           | $679.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $3000.00           | $328.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $2000.00           | $170.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $12315887.00       | $11078.80          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $47000.00          | $6614.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-01-15      | N/A      | N/A     | $3000000.00        | $2532229.00        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2049-11-15      | N/A      | N/A     | $6916600.00        | $2156007.97        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $94143.00          | $100010.91         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $6000.00           | $2276.84           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-04-01      | N/A      | N/A     | $6000.00           | $3798.08           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $284075.00         | $17638.47          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $255000.00         | $24653.28          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-10-15      | N/A      | N/A     | $4160000.00        | $4384304.43        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | N/A      | N/A     | $41366000.00       | $41398800.92       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-06-20      | N/A      | N/A     | $1185623.00        | $1268559.29        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $3000.00           | $2202.44           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $233335.00         | $13741.91          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2059-12-15      | N/A      | N/A     | $62556.00          | $62389.31          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-09-15      | N/A      | N/A     | $10000000.00       | $10471011.11       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $3000.00           | $300.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $395000.00         | $233.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $15000.00          | $482.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $7255565.00        | $17328.87          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $1550000.00        | $636.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $23000.00          | $2778.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-06-20      | N/A      | N/A     | $497028.00         | $511028.96         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-02-01      | N/A      | N/A     | $2241109.00        | $24391.70          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $108000.00         | $14010.12          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-03-01      | N/A      | N/A     | $87000.00          | $11193.76          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $1422000.00        | $732719.63         | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $25000.00          | $14662.68          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $120176.00         | $17857.32          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $37000.00          | $20688.23          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-04-01      | N/A      | N/A     | $18000.00          | $4651.42           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | N/A      | N/A     | $7999.00           | $1098.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-04-20      | N/A      | N/A     | $326900.00         | $339596.42         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $2000.00           | $1300.73           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $1076000.00        | $21772.69          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2000.00           | $1832.72           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $2000.00           | $1583.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-05-15      | N/A      | N/A     | $100171.00         | $105368.09         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $117000.00         | $6747.26           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1024.00           | $1000.94           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-05-01      | N/A      | N/A     | $7750000.00        | $12966.40          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1000.00           | $823.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | N/A      | N/A     | $32332.00          | $5224.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2059-11-15      | N/A      | N/A     | $75000.00          | $77828.85          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | N/A      | N/A     | $30000.00          | $2818.85           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $16000.00          | $1420.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $300000.00         | $16976.62          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | N/A      | N/A     | $83000.00          | $9091.65           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $30000.00          | $20727.20          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $50000.00          | $17394.27          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-12-01      | N/A      | N/A     | $3413.00           | $39.02             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | N/A      | N/A     | $20803000.00       | $20584352.38       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $30413.00          | $17830.87          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $3000.00           | $2787.53           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-09-01      | N/A      | N/A     | $9000.00           | $758.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1087.00           | $1119.68           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $3000.00           | $2829.21           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-08-01      | N/A      | N/A     | $205338.00         | $9816.54           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $92000.00          | $11125.93          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-11-15      | N/A      | N/A     | $2800000.00        | $7627.98           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $142764667.00      | $37969548.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $3762200.00        | $1307319.35        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $9000.00           | $2172.99           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-03-01      | N/A      | N/A     | $88000.00          | $61.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $2000.00           | $1729.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $21000.00          | $3546.36           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $128042.00         | $11301.83          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-07-01      | N/A      | N/A     | $18000.00          | $2134.13           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-06-01      | N/A      | N/A     | $10000.00          | $43.85             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $89543400.00       | $44492593.22       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $30000.00          | $3879.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-08-15      | N/A      | N/A     | $4868398.00        | $4618230.23        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | N/A      | N/A     | $25000.00          | $924.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $25000.00          | $5231.64           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $12000.00          | $1503.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-07-20      | N/A      | N/A     | $1110292.00        | $1178493.96        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $67000.00          | $12243.82          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $3750000.00        | $3749.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-09-15      | N/A      | N/A     | $4000000.00        | $4218543.78        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $33000.00          | $11607.42          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $2000.00           | $32.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $4781584.00        | $5086718.32        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | N/A      | N/A     | $200000.00         | $18.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $5000.00           | $2893.61           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $151224.00         | $7831.96           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | N/A      | N/A     | $225000.00         | $24826.52          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | N/A      | N/A     | $10000.00          | $833.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $4000.00           | $265.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $7000.00           | $766.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2000.00           | $1812.94           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $20000.00          | $1461.97           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | N/A      | N/A     | $7000.00           | $4487.83           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $19130.00          | $20129.16          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $28000.00          | $4209.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | N/A      | N/A     | $100000.00         | $5997.08           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $15000.00          | $1677.82           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $7000.00           | $5050.28           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | N/A      | N/A     | $3958919.00        | $2431.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-08-15      | N/A      | N/A     | $3785180.00        | $4029387.96        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $6000.00           | $905.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $6000.00           | $12.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $215000.00         | $11119.52          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $14000.00          | $5222.70           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $26000.00          | $15953.08          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | N/A      | N/A     | $702839.00         | $610.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-03-01      | N/A      | N/A     | $24000.00          | $1654.73           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $29000.00          | $16902.96          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | N/A      | N/A     | $6200000.00        | $24887.13          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $35000.00          | $23078.32          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-01-01      | N/A      | N/A     | $200000.00         | $23612.52          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2047-11-15      | N/A      | N/A     | $20018100.00       | $6871032.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $993000.00         | $443318.89         | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $600000.00         | $17994.77          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | N/A      | N/A     | $1253281.00        | $21897.59          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-02-01      | N/A      | N/A     | $14000.00          | $1111.29           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $26000.00          | $2238.27           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $2000.00           | $1248.52           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $143865.00         | $21602.11          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | N/A      | N/A     | $19000.00          | $1577.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $100000.00         | $18113.98          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-10-15      | N/A      | N/A     | $9654850.00        | $10489572.40       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $20000.00          | $17165.47          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $17000.00          | $4316.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-03-15      | N/A      | N/A     | $1000000.00        | $816492.12         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $18000.00          | $16301.54          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | N/A      | N/A     | $181770.00         | $476.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-01      | N/A      | N/A     | $18000.00          | $12.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-08-15      | N/A      | N/A     | $1519615.00        | $1416461.64        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $55828.00          | $4324.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $18000.00          | $27.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $2800000.00        | $22485.24          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $9000.00           | $528.20            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $1237000.00        | $627814.61         | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $20000.00          | $842.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $3931.00           | $4061.41           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $80000.00          | $2833.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-06-20      | N/A      | N/A     | $4031486.00        | $4206722.24        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-01-01      | N/A      | N/A     | $100000.00         | $21596.75          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1000.00           | $801.65            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | N/A      | N/A     | $9000.00           | $492.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-08-15      | N/A      | N/A     | $10000000.00       | $10531493.68       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-03-15      | N/A      | N/A     | $40899.00          | $42841.72          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $31621.00          | $14712.26          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | N/A      | N/A     | $364706.00         | $17804.37          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $22000.00          | $15827.12          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | N/A      | N/A     | $10000.00          | $573.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $25000000.00       | $24609497.23       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-10-15      | N/A      | N/A     | $6896000.00        | $7304413.68        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-07-20      | N/A      | N/A     | $2738623.00        | $2837817.19        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $383400.00         | $162021.39         | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2049-05-01      | N/A      | N/A     | $21000.00          | $1949.08           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $8000.00           | $1766.12           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $3772000.00        | $3659551.65        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $13518.00          | $3752.49           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $14000.00          | $12991.10          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $30000.00          | $2700.92           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $2050800.00        | $647134.04         | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $77657.00          | $696.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $13000.00          | $112.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | N/A      | N/A     | $75000.00          | $32.01             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | N/A      | N/A     | $11000.00          | $49.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $6000.00           | $5320.86           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | N/A      | N/A     | $25000.00          | $5168.63           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $227000.00         | $23480.93          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $4000.00           | $140.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $4024.00           | $4157.25           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $51000.00          | $15644.53          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $18000.00          | $1495.10           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | N/A      | N/A     | $10000.00          | $338.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $21000.00          | $15931.63          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $51000.00          | $10270.11          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $11000.00          | $7014.20           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $19000.00          | $11288.03          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $5000.00           | $691.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-05-20      | N/A      | N/A     | $2480788.00        | $2599538.74        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2063-11-15      | N/A      | N/A     | $250000.00         | $213594.79         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-07-01      | N/A      | N/A     | $54000.00          | $786.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $45000.00          | $15604.29          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $130000.00         | $15444.24          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-11-01      | N/A      | N/A     | $825600.00         | $2580.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2075-02-20      | N/A      | N/A     | $807090.00         | $876273.34         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $43000.00          | $289.22            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $155119000.00      | $40372511.89       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $31335.00          | $22855.52          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $19000.00          | $4494.54           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $6000.00           | $660.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-04-01      | N/A      | N/A     | $26000.00          | $34.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $19836.00          | $12587.62          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $14000.00          | $11539.28          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | N/A      | N/A     | $125000.00         | $23125.85          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $51000.00          | $1417.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $2333913.00        | $16578.83          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $55619.00          | $236.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $200000.00         | $11292.52          | Agency Mortgage-Backed Securities  |

### Security 171: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXLE6, C.4 - ISIN: US3130AXLE64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125009521.25
- **C.18.a - Value (excl. sponsor support):** $125009521.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Short Rating: P-1; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RN8, C.4 - ISIN: US313385RN89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $494701390.00
- **C.18.a - Value (excl. sponsor support):** $494701390.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **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: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011EC7
- **C.18 - Value (incl. sponsor support):** $260771000.00
- **C.18.a - Value (excl. sponsor support):** $260771000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Long Rating: Aa3; Standard & Poor's Short Rating: A-1; Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 MORT | 2040-10-25      | N/A      | N/A     | $620.11            | $18.29             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $11473.92          | $5007.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $1107.23           | $25.38             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $4162.95           | $4207.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $82925.18          | $52932.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-06-25      | N/A      | N/A     | $196602.04         | $157980.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $5215.42           | $4870.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $5215.42           | $4042.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $2978.53           | $2682.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $35494.58          | $34084.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $18253.97          | $2882.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $2754745.21        | $2216485.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $9906.17           | $7256.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $5736.96           | $3808.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $3650.79           | $2867.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $537.19            | $2.32              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | N/A      | N/A     | $1529520.49        | $5011.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $532129.30         | $554911.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $4923.36           | $3951.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $521.54            | $116.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-25      | N/A      | N/A     | $77505.31          | $79504.91          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $4172.34           | $2727.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $15646.26          | $7918.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $361739.45         | $10650.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $2837280.27        | $2896066.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $4693.88           | $3353.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $12517.01          | $8755.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $13852278.08       | $12226725.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $1128013.99        | $644957.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $919442.04         | $709382.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $18077632.48       | $10307310.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $618.03            | $83.27             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | N/A      | N/A     | $10434904.90       | $188318.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $539795.97         | $377569.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $6149154.90        | $5204014.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-15      | N/A      | N/A     | $359490.56         | $306014.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-01      | N/A      | N/A     | $3129.25           | $2759.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $5736.96           | $3582.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $3127.17           | $2650.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $5924.72           | $3800.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $106488.45         | $11219.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $324365.22         | $258011.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2246759.13        | $2264508.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $3129.25           | $3153.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $5215.42           | $5229.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $4693.88           | $3420.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $4172.34           | $3760.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $5215.42           | $4595.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $346988.67         | $40912.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $2837.71           | $641.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $714402.49         | $445306.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $565882.46         | $588962.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $6258.50           | $5883.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $567.44            | $591.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3130.82           | $3064.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-03-25      | N/A      | N/A     | $5044326.58        | $909111.72         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $8344.67           | $5540.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | N/A      | N/A     | $2138340.98        | $2015377.72        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $584.13            | $530.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $498891.43         | $29272.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $6362.29           | $6042.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $3650.27           | $3312.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $655.06            | $511.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $15808.46          | $16068.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $14931902.88       | $2697809.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $3129.25           | $3231.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2990002.89        | $2893209.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $27120.18          | $18568.08          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $521.54            | $142.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $13029.16          | $12965.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | N/A      | N/A     | $553.36            | $93.28             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $3129.25           | $3013.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-04-25      | N/A      | N/A     | $589.86            | $11.06             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $6916013.04        | $49688.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-25      | N/A      | N/A     | $522.06            | $129.15            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1332260.26        | $818679.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $21231483.53       | $21545877.93       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $306291.71         | $224864.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $5214.90           | $4949.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $659750.63         | $78477.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $6482.77           | $3065.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $406445.50         | $302600.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $10207098.48       | $8230923.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $20067.37          | $13046.12          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | N/A      | N/A     | $15.12             | $0.53              | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $15717207.44       | $11935334.77       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $12550334.01       | $11201852.96       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $4437.28           | $4608.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $6864732.95        | $6278663.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1431676.08        | $1328230.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $9476673.70        | $9353271.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $20861.68          | $21461.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $3562343.61        | $2943749.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $5215.42           | $2916.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $8341.54           | $5003.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $5922928.23        | $5371513.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | N/A      | N/A     | $521.54            | $513.88            | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $311232.27         | $319468.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $573696.20         | $561738.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1547243.01        | $1564317.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $122256.22         | $124394.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $16463.52          | $13028.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $317754.68         | $15173.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | N/A      | N/A     | $57389.96          | $0.03              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $5736.96           | $3835.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $103703.93         | $17424.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $8344.67           | $5752.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $919.48            | $879.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $4172.34           | $3340.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $6258.50           | $4792.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $7823.13           | $6793.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $724164.20         | $427941.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $13827138.19       | $11286002.49       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $37107.71          | $37847.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $5736.96           | $3741.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $5736.96           | $4131.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $17746011.04       | $14317614.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $3763.45           | $3283.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $11373397.30       | $11700636.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $5158507.25        | $4097651.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $4692.83           | $3716.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-25      | N/A      | N/A     | $572606.70         | $266196.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | N/A      | N/A     | $151.77            | $0.02              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | N/A      | N/A     | $3861.50           | $129.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $4172.34           | $4064.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $72390.03          | $45527.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $841997.22         | $536088.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-25      | N/A      | N/A     | $625850.40         | $347267.72         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-04-25      | N/A      | N/A     | $331516.09         | $389090.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $58349.08          | $58851.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $917357.96         | $954265.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $5087541.55        | $5097014.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $28632.66          | $21036.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $4172.34           | $3946.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $11473.92          | $4681.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1421489.84        | $1388439.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $751.02            | $37.25             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1099463.73        | $1141123.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $4347.05           | $34.50             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $23633816.02       | $23675785.07       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | N/A      | N/A     | $1486.39           | $264.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $2607.71           | $2660.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1403900.32        | $1085251.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | N/A      | N/A     | $76769.94          | $75498.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | N/A      | N/A     | $2137800.66        | $35546.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | N/A      | N/A     | $56312259.83       | $477026.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $876849.79         | $867352.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-10-01      | N/A      | N/A     | $63709.48          | $7985.23           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $8866.21           | $4291.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $5736.44           | $4528.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $31292.52          | $3908.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $10430.84          | $8963.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $7301.59           | $7277.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $7217.10           | $7274.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $19181.79          | $19423.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $186349.04         | $192173.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $556939.06         | $598012.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $9382.54           | $2514.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $6779.52           | $5897.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $6836.37           | $7322.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $4621820.19        | $2986946.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $49546.49          | $45755.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $6086247.02        | $6134994.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $2257750.62        | $1432190.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $84055.88          | $69472.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $4693.88           | $3702.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | N/A      | N/A     | $47954.74          | $48749.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2015388.49        | $1932965.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $471995.51         | $85982.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $45545.74          | $47004.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2372167.55        | $2452404.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $8489181.90        | $1599550.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $195783.74         | $147202.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $5215.42           | $4134.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $8866.21           | $3006.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $521.54            | $539.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $2871.09           | $2873.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $911929.23         | $730407.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-25      | N/A      | N/A     | $469287.66         | $294970.07         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $1549271.28        | $130895.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $521542.00         | $388823.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $607159.90         | $637858.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $16689.34          | $4194.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $14429008.61       | $13910742.81       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $6780.05           | $4507.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $4693.88           | $4025.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $3129.25           | $3108.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $6780.05           | $4506.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $6776.40           | $5366.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-15      | N/A      | N/A     | $307156.95         | $254591.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $8234.63           | $7695.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $4061322.66        | $2217753.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $1059491.71        | $835702.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $6864690.70        | $5378268.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $11333568.70       | $11245955.34       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | N/A      | N/A     | $2866704.11        | $568610.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $5215.42           | $3649.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2514551.65        | $2541011.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $4172.34           | $3092.98           | Agency Mortgage-Backed Securities         |

### Security 174: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YP5, C.4 - ISIN: US3130B6YP51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499991690.00
- **C.18.a - Value (excl. sponsor support):** $499991690.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: METROPOLITAN LIFE INSURANCE COMPANY (REPO)

- **C.1 - Title:** METROPOLITAN LIFE INSURANCE COMPANY (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QT002QP5
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch Long Rating: A+; Standard & Poor's Long Rating: AA-; Moody's Long Rating: Aa3; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $56782300.00       | $56953017.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | N/A      | N/A     | $20000000.00       | $19479290.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | N/A      | N/A     | $25000000.00       | $24636874.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | N/A      | N/A     | $40000000.00       | $39729467.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | N/A      | N/A     | $55000000.00       | $47681069.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | N/A      | N/A     | $35000000.00       | $35697393.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | N/A      | N/A     | $50000000.00       | $51382832.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | N/A      | N/A     | $16235700.00       | $16439832.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | N/A      | N/A     | $30000000.00       | $30690651.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-07      | N/A      | N/A     | $75000000.00       | $74949828.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $50000000.00       | $47570156.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | N/A      | N/A     | $25000000.00       | $24817500.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $30000000.00       | $26270270.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $354999900.00      | $204228882.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $50000000.00       | $29522282.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | N/A      | N/A     | $25000000.00       | $25332438.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-02      | N/A      | N/A     | $100000000.00      | $99335007.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | N/A      | N/A     | $2200.00           | $2281.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $150000000.00      | $109078125.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $90000000.00       | $56321840.70       | U.S. Treasuries (including strips) |

### Security 176: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **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: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002CY5
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA-; Moody's Short Rating: P-1; Fitch Long Rating: AA; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+
- **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 MOR | 2040-09-01      | N/A      | N/A     | $1320000.00        | $517130.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $874124.00         | $881103.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $743850.00         | $471896.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | N/A      | N/A     | $45200000.00       | $40425640.15       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2043-09-01      | N/A      | N/A     | $5026502.00        | $407999.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $24513983.00       | $23139033.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $60864251.00       | $26337377.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $403722.00         | $419666.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1539500.00        | $1584966.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $523443229.00      | $61292902.43       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | N/A      | N/A     | $7100000.00        | $5494079.06        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $1428433.00        | $290951.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $828000.00         | $596421.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $5973145.00        | $290676.83         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-09-15      | N/A      | N/A     | $69055000.00       | $68849180.26       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $1075000.00        | $332126.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $6724715.00        | $5343090.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $12207.00          | $231.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $68000.00          | $41898.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-03-01      | N/A      | N/A     | $1228378.00        | $250334.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | N/A      | N/A     | $48593361.00       | $40633816.97       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $10390933.00       | $10416708.71       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-15      | N/A      | N/A     | $5578228.00        | $4388113.62        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $3766200.00        | $4276115.94        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $70456.00          | $14393.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $8500000.00        | $7371818.61        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $307145500.00      | $308134702.01      | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $28905.00          | $26676.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-03-01      | N/A      | N/A     | $2799900.00        | $2148065.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $1887887.00        | $367987.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $3310912.00        | $2952979.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | N/A      | N/A     | $2689624.00        | $54315.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $35901.00          | $26179.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $189872.00         | $164177.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $3883905.00        | $3116104.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $5743300.00        | $3723475.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $1340309.00        | $120564.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $71186.00          | $58107.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $526166.00         | $459971.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $8531795.00        | $8417961.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $120000.00         | $77732.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | N/A      | N/A     | $35000000.00       | $34185788.20       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $499977.00         | $313114.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2677335.00        | $2645144.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1201824.00        | $1160668.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | N/A      | N/A     | $50000000.00       | $41579583.75       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $1000.00           | $626.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $2705082.00        | $2185307.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1075697.00        | $1120986.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | N/A      | N/A     | $19589578.00       | $18771452.94       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $1420.00           | $35.24             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $1305799.00        | $522404.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1686433.00        | $1600943.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $97000.00          | $74463.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1028829.00        | $1002213.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $37827211.00       | $10420278.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | N/A      | N/A     | $4153477.00        | $304768.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | N/A      | N/A     | $6500000.00        | $5769369.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2197577.00        | $2247102.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1081.00           | $1137.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-25      | N/A      | N/A     | $25000000.00       | $15911834.23       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $1697570.00        | $117761.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $200000.00         | $51535.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $200000.00         | $144261.42         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $35827300.00       | $36532506.66       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $68717222.00       | $10561779.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1024.00           | $883.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $12784186.00       | $12286102.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | N/A      | N/A     | $7000000.00        | $5553599.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2135845.00        | $2182836.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | N/A      | N/A     | $9631399.00        | $8677457.47        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2058-05-01      | N/A      | N/A     | $39675674.00       | $12287905.84       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $33326208.00       | $30351422.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $1948.00           | $197.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1040767.00        | $1051346.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | N/A      | N/A     | $1000.00           | $800.80            | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $311646.82         | $161302.47         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2038-04-01      | N/A      | N/A     | $1995850.00        | $277453.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $7000.00           | $4928.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-15      | N/A      | N/A     | $8434506.00        | $6600078.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $355003.00         | $236306.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $368092.00         | $376881.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $537340.00         | $429913.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $36406311.00       | $10292711.00       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-25      | N/A      | N/A     | $65401020.00       | $65469822.13       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1976000.00        | $1651313.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $635600.00         | $660529.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $11148103.00       | $135726.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $10853643.00       | $11122177.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $28120469.00       | $27109135.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-02-01      | N/A      | N/A     | $3094.00           | $22.07             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $5513515.00        | $4055588.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $12718584.00       | $133888.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $4840978.00        | $3802874.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | N/A      | N/A     | $1000.00           | $505.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $9614043.00        | $9478840.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $7344591.00        | $7377166.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $1175.00           | $44.06             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $13411.00          | $107.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $96000.00          | $37246.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | N/A      | N/A     | $57571.00          | $770.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | N/A      | N/A     | $7600000.00        | $6577235.92        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $18210260.00       | $13843555.75       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | N/A      | N/A     | $4500000.00        | $3226517.41        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $1840.00           | $142.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $13181079.00       | $10845654.06       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $30062.00          | $25948.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1180543.00        | $1141627.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $671116.00         | $285370.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | N/A      | N/A     | $58568035.00       | $10620943.53       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $3121336.00        | $3006915.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $1024.00           | $217.94            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $29541300.00       | $28022522.68       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $50000.00          | $42645.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $1884300.00        | $523859.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $254000.00         | $201358.57         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $318196600.00      | $321259722.12      | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $1784176.00        | $1484659.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-03-01      | N/A      | N/A     | $200000.00         | $68493.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | N/A      | N/A     | $303000.00         | $15383.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $1069120.00        | $508252.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $56409009.00       | $10191651.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $15627168.00       | $14697501.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $48085085.00       | $12883892.43       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $63543.00          | $49372.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $5713325.00        | $281681.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $13533518.00       | $12162001.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | N/A      | N/A     | $27759.00          | $25278.27          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $462618.00         | $480937.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | N/A      | N/A     | $3901024.00        | $178976.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2707192.00        | $2538117.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $27717635.00       | $26433322.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $4762366.00        | $1545630.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $8695040.00        | $8202724.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $6419861.00        | $3934587.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $3350000.00        | $2827023.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $5921371.00        | $5051754.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1024.00           | $990.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-25      | N/A      | N/A     | $17171806.00       | $14731814.45       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $1023.00           | $279.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $26926396.00       | $254503.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-25      | N/A      | N/A     | $14205000.00       | $11521355.80       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $42774647.00       | $28394107.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1921344.00        | $1967392.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $58167.00          | $59487.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $7181.00           | $7034.92           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $1999900.00        | $1967725.08        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1930.00           | $2027.85           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-02-28      | N/A      | N/A     | $11000000.00       | $10625992.52       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1324474.00        | $1149772.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | N/A      | N/A     | $1457878.00        | $746794.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3408766.00        | $3344388.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $2014000.00        | $1425806.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1000.00           | $892.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $787756.00         | $339291.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-25      | N/A      | N/A     | $8400000.00        | $7672469.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $4639423.00        | $987784.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $5057230.00        | $1018398.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-25      | N/A      | N/A     | $10000000.00       | $6139612.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1368199.00        | $1420602.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $239038.00         | $195094.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $1271650.00        | $112084.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $4149680.00        | $1324160.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | N/A      | N/A     | $4400000.00        | $3603291.76        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1056.00           | $1111.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-05-01      | N/A      | N/A     | $7850760.00        | $1255216.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-25      | N/A      | N/A     | $20000000.00       | $12359057.09       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $1250150.00        | $244143.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $697193.00         | $211910.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1103215.00        | $1066899.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $25465920.00       | $16753710.37       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $997007.00         | $873983.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $3581667.00        | $3641000.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $1724269.00        | $488502.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $1134996.00        | $430375.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $1405727.00        | $400759.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $9612444.00        | $9646558.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $9745000.00        | $7795675.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $93531064.00       | $13352568.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | N/A      | N/A     | $55366592.00       | $12252105.70       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1873694.00        | $1461895.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | N/A      | N/A     | $2750057.00        | $29331.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $2118117.00        | $1900880.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $97125.00          | $75510.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $55455552.00       | $13912885.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $221904.00         | $220638.49         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $1000.00           | $949.61            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2040-01-01      | N/A      | N/A     | $3128197.00        | $2822441.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $121276942.00      | $12553384.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $212920.00         | $26608.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $269480.00         | $237552.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | N/A      | N/A     | $1680.00           | $23.47             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $407200.00         | $54893.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1654062.00        | $1134809.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1850000.00        | $1281987.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $10187018.00       | $1131426.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $99989.00          | $51181.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $9635000.00        | $173087.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $1526.00           | $19.22             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2295860.00        | $2363857.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $1086939.00        | $322880.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $67043141.00       | $12957569.79       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-11-30      | N/A      | N/A     | $1801000.00        | $1852649.08        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $9123473.00        | $1517289.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | N/A      | N/A     | $10700000.00       | $9573064.23        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $5597696.00        | $3969141.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $56057792.00       | $12550700.21       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $79408384.00       | $79526156.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-25      | N/A      | N/A     | $74578940.00       | $7195018.97        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $16680300.00       | $16201946.53       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $2283529.00        | $2356390.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2021682.00        | $2081413.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | N/A      | N/A     | $150000000.00      | $115368656.93      | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $31707769.00       | $233806.13         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $99300.00          | $105903.70         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $2465170.00        | $516407.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-07-01      | N/A      | N/A     | $9664.00           | $43.95             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $654239.00         | $226911.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $37863091.00       | $16686204.21       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $416699.00         | $207015.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $4284340.00        | $4049497.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $4818097.00        | $4697777.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $3507964.00        | $233662.04         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $8900.00           | $10577.06          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $118879156.00      | $13990780.04       | Agency Mortgage-Backed Securities         |

### Security 177: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **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: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB005UT0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Short Rating: NR; Fitch Long Rating: AA; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: NR
- **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 M | 2055-09-20      | N/A      | N/A     | $1000.00           | $732.80            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $1772548.00        | $1702614.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $1253664.00        | $1293463.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $6300000.00        | $809743.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1226436.00        | $1281158.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $3529300.00        | $3723165.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $1326717.00        | $1371349.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-02-01      | N/A      | N/A     | $140124670.00      | $13583487.81       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $5292000.00        | $5443899.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1743290.00        | $1768668.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1851030.00        | $1911450.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $71428480.00       | $37847303.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3811380.00        | $3990593.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-15      | N/A      | N/A     | $1000.00           | $517.99            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-08-20      | N/A      | N/A     | $1544408.00        | $1265924.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $299166.00         | $158492.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-04-01      | N/A      | N/A     | $1271714.00        | $1293980.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $7063168.00        | $6870086.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $3000.00           | $2105.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $50000.00          | $40515.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $359368320.00      | $352650600.99      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-10-15      | N/A      | N/A     | $12360000.00       | $12291558.56       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $745000.00         | $547876.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $1327372.00        | $914233.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $10703840.00       | $10729135.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $46476224.00       | $38099409.99       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $4663112.00        | $4414132.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $10000000.00       | $6089099.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $239999.00         | $67120.45          | Agency Mortgage-Backed Securities         |

### Security 178: DAIWA CAPITAL MARKETS AMERICA INC. (REPO)

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. (REPO)
- **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: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QR003ZU4
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: A-; Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Short Rating: P-2; Standard & Poor's Short Rating: A-2; Moody's Long Rating: A3
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $35000.00          | $30966.25          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $31056749.00       | $28403704.59       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $1000.00           | $133.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | N/A      | N/A     | $4001.00           | $650.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-25      | N/A      | N/A     | $50000000.00       | $47773672.71       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $59097.00          | $17526.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $3094055.00        | $2195147.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $2000.00           | $1444.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1221098.00        | $1183884.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $6501730.00        | $3746893.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $1000.00           | $317.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $106999.00         | $71895.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2025-10-24      | N/A      | N/A     | $5824000.00        | $5807809.28        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $955717.00         | $851319.35         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-09-15      | N/A      | N/A     | $315000.00         | $313170.00         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $22421075.00       | $17299768.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $2000.00           | $1400.48           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $4000000.00        | $3612804.00        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1000.00           | $1046.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1000.00           | $1047.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $1000.00           | $525.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $1000.00           | $295.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $6948706.00        | $6842230.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $5635463.00        | $5371614.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $1000.00           | $171.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1000.00           | $760.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $3000.00           | $2448.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $26142762.00       | $24142567.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $5745000.00        | $1552292.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $498000.00         | $252298.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $1196204.00        | $779091.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $1000.00           | $124.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1440500.00        | $821262.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $39830119.00       | $39114392.03       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $56279.00          | $51939.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $315000.00         | $227455.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $115895.00         | $113382.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-01-01      | N/A      | N/A     | $5000000.00        | $819629.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $3027.00           | $329.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-09-01      | N/A      | N/A     | $1000.00           | $118.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $32250000.00       | $10442316.68       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1000.00           | $823.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1000.00           | $884.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1024.00           | $1070.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $10000.00          | $2469.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1030597.00        | $81446.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $1000.00           | $645.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $4000.00           | $3232.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $1000.00           | $117.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $1000.00           | $127.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $2000.00           | $1455.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $1000.00           | $125.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $142000.00         | $108214.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $1000.00           | $179.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1859304.00        | $1954449.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-25      | N/A      | N/A     | $779547.00         | $687497.48         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $17450627.00       | $16698276.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $1000.00           | $377.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1000.00           | $699.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $11638073.00       | $11213496.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $58573.00          | $36760.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | N/A      | N/A     | $3512974.00        | $3155513.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $2206505.00        | $2187597.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $1326090.00        | $38403.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $122645.00         | $118890.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $60043769.00       | $8052506.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $29815000.00       | $23441814.99       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $100000.00         | $32200.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $12022000.00       | $10847008.04       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1673432.00        | $1130617.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1024.00           | $1060.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $74972668.00       | $76014154.98       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | N/A      | N/A     | $1013.00           | $72.22             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1800000.00        | $1177769.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $1001.00           | $899.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $1328957.00        | $409260.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2106720.00        | $2078366.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $12500000.00       | $6235105.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $587000.00         | $461876.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $1000.00           | $570.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $3000.00           | $903.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1011.00           | $835.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $1000.00           | $183.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | N/A      | N/A     | $1000.00           | $721.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1000.00           | $986.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $2000000.00        | $824797.31         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-11-20      | N/A      | N/A     | $1099000.00        | $1092814.83        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $13463167.00       | $12859296.49       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-05-01      | N/A      | N/A     | $20154281.00       | $3618892.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $15102122.00       | $814758.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $1024.45           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2027-06-30      | N/A      | N/A     | $1490000.00        | $1487391.01        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2046-09-25      | N/A      | N/A     | $1400000.00        | $1168923.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $17597399.00       | $1805452.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $8697376.00        | $8872667.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $12923000.00       | $9620223.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1000.00           | $762.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $58201599.00       | $52625653.65       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-10-28      | N/A      | N/A     | $192980800.00      | $192370980.67      | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $144000.00         | $105971.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-08-01      | N/A      | N/A     | $1000.00           | $318.26            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $11124564.00       | $8330556.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $359999.00         | $379182.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $3018.00           | $1021.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $1275407.00        | $781870.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-10-01      | N/A      | N/A     | $1200190.00        | $772577.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $2943762.00        | $2571246.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $4037717.00        | $3222413.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1934.00           | $2002.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $2016.00           | $260.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1000.00           | $818.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $1045.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1000.00           | $785.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $14501672.00       | $11514187.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1000.00           | $677.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | N/A      | N/A     | $1000.00           | $557.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $761.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | N/A      | N/A     | $9492643.00        | $2783576.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1000.00           | $886.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $6000.00           | $4038.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1000.00           | $919.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $18000.00          | $14338.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $4425567.00        | $3062798.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-01      | N/A      | N/A     | $1000.00           | $49.03             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $431055.00         | $115460.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $1377063.00        | $1117295.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1003.00           | $1024.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000.00           | $774.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $3499489.00        | $2597228.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2906908.00        | $1893464.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2919144.00        | $2716299.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2048.00           | $2129.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $2000.00           | $2087.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $1000.00           | $165.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1018.00           | $955.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1000.00           | $887.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $4000.00           | $2650.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $31500000.00       | $23052552.17       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $1000.00           | $72.43             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $5095454.00        | $3986416.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $12760000.00       | $11305151.96       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $104726.00         | $102211.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1755000.00        | $1218955.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $1000.00           | $143.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $1000.00           | $567.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $3020.00           | $3025.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | N/A      | N/A     | $650000.00         | $31760.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $1043.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $10524176.00       | $7670377.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $1000.00           | $424.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2035-09-24      | N/A      | N/A     | $13705000.00       | $13692770.57       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $741490.00         | $51174.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $1000.00           | $755.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-05-01      | N/A      | N/A     | $1000.00           | $121.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $2017.00           | $685.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1727000.00        | $1038438.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | N/A      | N/A     | $1000.00           | $124.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $1000.00           | $435.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $1695451.00        | $98167.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $4031688.00        | $4001324.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1797602.00        | $535304.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | N/A      | N/A     | $1447100.00        | $913543.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-25      | N/A      | N/A     | $6349310.00        | $5359915.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $1000.00           | $226.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $7395000.00        | $2434084.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $12660183.00       | $10315863.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $1000.00           | $122.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $2473083.00        | $919314.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $266000.00         | $164818.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1000.00           | $1066.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $2778619.00        | $1540788.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $2001.00           | $2073.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1000.00           | $896.72            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $21435576.00       | $21443063.58       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $4000.00           | $1983.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $13627070.00       | $12427501.67       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $15688340.00       | $13341326.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $5682.00           | $4358.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $1010.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $11821022.00       | $8648522.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1000.00           | $1017.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1278864.00        | $768437.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $1000.00           | $476.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | N/A      | N/A     | $4668.00           | $66.48             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $28509039.00       | $28329246.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $7000.00           | $5050.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $49000.00          | $46731.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $141001.00         | $16543.08          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $1000.00           | $464.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $1008.00           | $123.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1000.00           | $881.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1006.00           | $697.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1003968.00        | $1052556.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $3000.00           | $2500.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2094.00           | $2193.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $1000.00           | $103.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | N/A      | N/A     | $618765.00         | $637520.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $50000.00          | $41187.18          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $10000.00          | $2415.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $6175000.00        | $5812368.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-06-01      | N/A      | N/A     | $1000.00           | $459.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $56873454.00       | $11561741.70       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $1000.00           | $647.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $705501.00         | $652236.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2001.00           | $2076.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $1000.00           | $598.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $50000000.00       | $37613120.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $1000.00           | $175.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $10000.00          | $3197.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1760.00           | $1401.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $1000.00           | $162.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $4546200.00        | $3305167.05        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $87500.00          | $86513.88          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $19000000.00       | $19573733.50       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $696971.00         | $433765.04         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-01-27      | N/A      | N/A     | $100.00            | $98.73             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1139379.00        | $1007720.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $2367864.00        | $1678194.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1235770.00        | $1228684.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $1000.00           | $484.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $20213661.00       | $15337984.89       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $12000.00          | $5482.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1000.00           | $711.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $1000.00           | $177.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $4314886.00        | $3954639.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $687090.00         | $519368.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $205732.00         | $126898.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-25      | N/A      | N/A     | $22777520.00       | $16223642.65       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $215000.00         | $157280.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1076382.00        | $1004309.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1232000.00        | $888854.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $50536900.00       | $33629609.69       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $9383624.00        | $6089189.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $1004.00           | $270.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1624731.00        | $1374870.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1000.00           | $1008.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | N/A      | N/A     | $38931766.00       | $29754495.68       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1000.00           | $813.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1019948.00        | $1026303.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $1000.00           | $348.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $5006446.00        | $3622907.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $10026107.00       | $1456550.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $986986.00         | $946435.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-03-01      | N/A      | N/A     | $1000.00           | $42.42             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1000.00           | $655.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $13692000.00       | $9959291.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $1000.00           | $764.01            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | N/A      | N/A     | $173719.00         | $130305.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1000.00           | $754.63            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2044-11-15      | N/A      | N/A     | $9789400.00        | $9887134.92        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2049-12-25      | N/A      | N/A     | $19131291.00       | $16128971.26       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $1000.00           | $613.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-09-01      | N/A      | N/A     | $2000.00           | $260.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1000.00           | $641.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-25      | N/A      | N/A     | $3000000.00        | $1725420.44        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $1000.00           | $232.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $13767000.00       | $12099625.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $2024.00           | $122.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $7000.00           | $4104.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1000.00           | $739.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1839918.00        | $1691858.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $10812352.00       | $7731807.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $42352414.00       | $40654969.02       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $9425000.00        | $8071948.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1000.00           | $919.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000.00           | $763.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $13311000.00       | $12240578.67       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-25      | N/A      | N/A     | $4000.00           | $2926.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $5000.00           | $3369.99           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $172063.00         | $84033.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-03-01      | N/A      | N/A     | $1000.00           | $145.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $8223536.00        | $8063009.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2136113.00        | $2163368.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $1000.00           | $337.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $214000.00         | $150821.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1000.00           | $702.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $709.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $46206000.00       | $13549870.96       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $6952179.00        | $2355323.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $1000.00           | $145.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $30000.00          | $2558.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $100000.00         | $97175.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $12325000.00       | $10982591.21       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $2560000.00        | $2083083.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $10000000.00       | $10014903.35       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1024.00           | $1023.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $95059.00          | $61856.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $19274482.00       | $16343444.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $500000.00         | $36479.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1003140.00        | $1009807.13        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-11-28      | N/A      | N/A     | $149615700.00      | $148640205.64      | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2037-01-01      | N/A      | N/A     | $3000000.00        | $1495546.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1008.00           | $1042.53           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $1777.00           | $105.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $12000.00          | $10087.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1000.00           | $826.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2069.00           | $2136.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $2050943.00        | $1807425.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1250000.00        | $861085.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $1000.00           | $655.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-02-01      | N/A      | N/A     | $1000.00           | $303.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $930570.00         | $775690.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $2133310.00        | $2162397.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $19000.00          | $12627.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $22262576.00       | $21211346.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $666830.00         | $293320.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $62248.00          | $56214.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $64000.00          | $50621.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $1000.00           | $181.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $1000.00           | $603.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | N/A      | N/A     | $5398.00           | $72.22             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $1000.00           | $613.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $1000.00           | $224.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $1000.00           | $541.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $257009.00         | $192574.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1024.00           | $536.00            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-02-28      | N/A      | N/A     | $160000000.00      | $162355986.72      | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $1000.00           | $376.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $91884.00          | $5952.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $3000.00           | $2581.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | N/A      | N/A     | $39290505.00       | $8725901.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $6491000.00        | $1698811.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $4834810.00        | $3710196.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2461330.00        | $2524779.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $114385.00         | $788.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1169896.00        | $1154584.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $20809917.00       | $15332782.81       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $704899.00         | $718056.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $1000.00           | $129.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1145011.00        | $830632.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $8035623.00        | $5159164.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-25      | N/A      | N/A     | $48884941.00       | $29286142.37       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2058950.00        | $2127690.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $1000.00           | $362.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1049353.00        | $819580.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1000.00           | $874.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | N/A      | N/A     | $1000.00           | $255.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1199142.00        | $833271.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $2000.00           | $1514.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $2000.00           | $1010.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $1000.00           | $286.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $1000.00           | $123.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $13038724.00       | $7940188.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $4925802.00        | $4742106.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | N/A      | N/A     | $1337.00           | $21.52             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1000.00           | $1036.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | N/A      | N/A     | $1000.00           | $122.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1000.00           | $848.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $14596710.00       | $1695377.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1008.00           | $1008.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1000.00           | $794.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $50000002.00       | $38710861.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $9059000.00        | $7823660.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | N/A      | N/A     | $2000000.00        | $36315.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | N/A      | N/A     | $4150494.00        | $4708326.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-01-01      | N/A      | N/A     | $606536.00         | $535399.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $12892563.00       | $12609272.07       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1003051.00        | $1030055.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $4000.00           | $3371.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $1024.00           | $883.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $1212493.00        | $1005773.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $4338027.00        | $3499612.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $1000.00           | $359.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $17575103.00       | $9569516.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $300000.00         | $29583.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $1000.00           | $611.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $2498959.00        | $1603387.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $1000.00           | $336.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $4000000.00        | $3199866.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $4806907.00        | $4490529.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $19497672.00       | $5218069.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | N/A      | N/A     | $3199.00           | $549.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $31768384.00       | $12834937.55       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $1085750.00        | $635989.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $1000.00           | $279.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2016.00           | $1997.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $5300000.00        | $1346874.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $84001.00          | $67549.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-02      | N/A      | N/A     | $1000.00           | $636.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $2170701.00        | $1290414.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $12567360.00       | $8805993.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | N/A      | N/A     | $1000.00           | $623.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1110788.00        | $920608.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | N/A      | N/A     | $14627801.00       | $2012119.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-25      | N/A      | N/A     | $34800848.00       | $31484814.41       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-12-20      | N/A      | N/A     | $4813847.00        | $624710.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1000.00           | $782.12            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $10449200.00       | $10492472.75       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $1000.00           | $345.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $11102880.00       | $8957593.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $2175.00           | $1835.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $200000.00         | $100186.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $1000.00           | $609.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2048.00           | $2032.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $6600240.00        | $6317937.66        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-11-15      | N/A      | N/A     | $16100.00          | $15834.59          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $585261.00         | $433519.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1350000.00        | $894462.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $227920.00         | $136324.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1000.00           | $814.58            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $17702452.00       | $14734904.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $2000.00           | $1361.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1000.00           | $839.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $1097.00           | $914.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1066377.00        | $978554.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2000.00           | $1973.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | N/A      | N/A     | $1004.00           | $131.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $2000.00           | $1342.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $11576.00          | $9820.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $1000.00           | $99.63             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $62000.00          | $25969.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $4696660.00        | $4441351.70        | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2039-09-26      | N/A      | N/A     | $26618000.00       | $26547553.98       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $3000.00           | $2665.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $42451238.00       | $26244285.39       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $582407.00         | $590329.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | N/A      | N/A     | $56307943.00       | $12245779.98       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $791520.00         | $540203.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $29500.00          | $29897.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $6002160.00        | $5566136.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $1000.00           | $379.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $2000.00           | $1945.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $349000.00         | $137797.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $1003.00           | $440.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $20522663.00       | $3275510.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $4820.00           | $4188.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $11095090.00       | $2347826.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | N/A      | N/A     | $40000000.00       | $28402297.45       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $2618671.00        | $1875825.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2000.00           | $2083.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $1008.00           | $462.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | N/A      | N/A     | $2289084.00        | $1371666.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | N/A      | N/A     | $2018202.00        | $959609.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $884000.00         | $486052.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $133000.00         | $61368.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-09-01      | N/A      | N/A     | $1204.00           | $34.43             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1000.00           | $1041.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | N/A      | N/A     | $2757000.00        | $1330860.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $511522.00         | $509903.43         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-01-06      | N/A      | N/A     | $20070500.00       | $19860422.08       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2028-02-01      | N/A      | N/A     | $4000.00           | $231.01            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $113600.00         | $84786.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1000.00           | $866.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1024.00           | $801.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1194.00           | $630.93            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-05-15      | N/A      | N/A     | $200.00            | $200.66            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1524504.00        | $1368668.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $13822000.00       | $11903161.47       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $20163.00          | $17377.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $20000000.00       | $1874518.48        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $5078400.00        | $5151021.12        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1039956.00        | $1069191.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $4739102.00        | $4805944.61        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-08-06      | N/A      | N/A     | $100.00            | $96.93             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1000.00           | $1014.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | N/A      | N/A     | $15000000.00       | $13614637.21       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $12275617.00       | $12533534.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $8760.00           | $864.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $5790000.00        | $4731374.54        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $100.00            | $41.68             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1186095.00        | $1033895.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $10204.00          | $6968.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $293025.00         | $54242.51          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $6556.00           | $2024.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $10000.00          | $2428.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | N/A      | N/A     | $933930.00         | $36183.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $490053.00         | $452564.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $3000.00           | $2091.64           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $8200000.00        | $8138510.25        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1000.00           | $838.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $437592.00         | $432131.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1000.00           | $955.13            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2034-11-15      | N/A      | N/A     | $30876200.00       | $31736024.98       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $174000.00         | $109048.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $7682632.00        | $7309935.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $1000.00           | $655.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $1630.00           | $1738.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1528518.00        | $1583132.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1000.00           | $880.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-04-01      | N/A      | N/A     | $1000.00           | $62.01             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $8269140.00        | $6311327.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $10629764.00       | $6629081.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-10-01      | N/A      | N/A     | $1000.00           | $104.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-01      | N/A      | N/A     | $1000.00           | $9.81              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | N/A      | N/A     | $615000.00         | $584460.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $3598000.00        | $2456879.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $1040.00           | $674.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1000.00           | $848.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $18755000.00       | $2960237.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $259491.00         | $244936.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-08-01      | N/A      | N/A     | $2190000.00        | $82757.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $32930000.00       | $26654341.11       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1000.00           | $1032.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | N/A      | N/A     | $1000.00           | $173.25            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-01-13      | N/A      | N/A     | $28200.00          | $27884.78          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $4564176.00        | $3962628.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $1680303.00        | $1227017.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $46358848.00       | $45913142.66       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $14285000.00       | $11354408.97       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | N/A      | N/A     | $1000.00           | $829.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $2981000.00        | $2562862.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $825134.00         | $787619.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1000.00           | $717.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | N/A      | N/A     | $1000.00           | $193.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $1000.00           | $857.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $1000.00           | $262.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $1000.00           | $655.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $500000.00         | $46595.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $8050402.00        | $8223176.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1000.00           | $642.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $786496.00         | $398036.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2040.00           | $2113.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $16689733.00       | $16963941.61       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $5700.00           | $4537.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-02-01      | N/A      | N/A     | $1553.00           | $8.74              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1026994.00        | $585909.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3299489.00        | $3379037.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $7934126.00        | $7319660.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $1000.00           | $500.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $141351.00         | $96147.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $98357.00          | $54985.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $2000.00           | $1730.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1000.00           | $770.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $3096219.00        | $3155079.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1024.00           | $966.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1000.00           | $696.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1024.00           | $1063.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $12500000.00       | $11811489.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $6003.00           | $4534.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $248992.00         | $171754.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1749.00           | $1475.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $10884909.00       | $8310960.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | N/A      | N/A     | $19000000.00       | $2327416.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $1000.00           | $183.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1586997.00        | $1575918.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $669.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $12412148.00       | $12218701.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $1500000.00        | $1000646.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1000.00           | $692.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $33595259.00       | $4973339.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1000.00           | $897.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $2000.00           | $1652.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $22494802.00       | $1864868.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-25      | N/A      | N/A     | $59121981.00       | $55431296.03       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $4012384.00        | $3753703.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | N/A      | N/A     | $2000.00           | $716.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $12000.00          | $3195.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-04-01      | N/A      | N/A     | $1000.00           | $33.22             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $318517358.00      | $195131870.52      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $1043.48           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $1607300.00        | $1498313.01        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $1888812.00        | $1274935.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $11000.00          | $6663.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $366387.00         | $299562.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $152539.00         | $93093.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2000.00           | $2076.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $140658.00         | $139037.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | N/A      | N/A     | $3821.00           | $3732.11           | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2034-11-01      | N/A      | N/A     | $10000.00          | $2240.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $78885.00          | $72277.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | N/A      | N/A     | $1000.00           | $117.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $46313283.00       | $42195059.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $4057956.00        | $3417025.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | N/A      | N/A     | $1035.00           | $274.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1427659.00        | $1106378.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1015.00           | $1021.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-09-01      | N/A      | N/A     | $716000.00         | $731680.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | N/A      | N/A     | $1000.00           | $91.57             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $10000.00          | $4073.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $27202.00          | $2416.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $1044.00           | $672.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $1869000.00        | $1119805.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $1000.00           | $769.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $1000.00           | $179.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $300000.00         | $49978.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $1014.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $13000.00          | $6248.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $4000.00           | $1589.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $2601005.00        | $2671856.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $1000.00           | $644.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1000.00           | $826.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $1000.00           | $80.36             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $2000.00           | $1634.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $2504212.00        | $1679457.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $28444000.00       | $20474554.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $3365000.00        | $3219937.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $3508524.00        | $3040198.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $17812344.00       | $17164793.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $3000.00           | $2100.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $684974.00         | $625889.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1108218.00        | $1095926.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $1000.00           | $152.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $1024.00           | $914.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $19027572.00       | $17130646.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1000.00           | $798.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $1052.00           | $7.83              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | N/A      | N/A     | $1000.00           | $119.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | N/A      | N/A     | $190902.00         | $122711.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $22640739.00       | $17358585.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $18300000.00       | $15277848.98       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-25      | N/A      | N/A     | $75000000.00       | $62876781.91       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $10001.00          | $10319.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | N/A      | N/A     | $162603.00         | $97045.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $20839798.00       | $16592360.83       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $13216488.00       | $10612504.77       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $6000.00           | $4525.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1000.00           | $759.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $13307831.00       | $13645249.35       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $1031.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-15      | N/A      | N/A     | $32015000.00       | $2603002.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $40498000.00       | $30336348.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $34885069.00       | $30732226.95       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $1039.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $1000.00           | $491.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $736.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1000.00           | $1036.58           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | N/A      | N/A     | $116972.00         | $86399.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $980585.00         | $965212.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $1000.00           | $186.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $2000.00           | $1533.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $15327599.00       | $14044848.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $29985952.00       | $27958023.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1000.00           | $99.11             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $1000.00           | $543.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $38404.00          | $17978.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $174000.00         | $100468.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | N/A      | N/A     | $1000.00           | $128.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2698389.00        | $2677528.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $82000.00          | $78513.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1541414.00        | $1491247.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $433836.00         | $429846.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $1000.00           | $108.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $111099.00         | $115097.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $431412.00         | $417545.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $4000.00           | $2540.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1308538.00        | $1324730.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $4270909.00        | $3365217.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $6728000.00        | $6415118.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $25417185.00       | $13090859.41       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $11608619.00       | $10304845.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $25249901.00       | $19923683.42       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $4644737.00        | $4794039.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1000.00           | $701.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $33000000.00       | $26183012.71       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | N/A      | N/A     | $1000.00           | $202.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $366999.00         | $103275.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2439328.00        | $2473214.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $6359559.00        | $5569808.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $412787.00         | $389603.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1000.00           | $1017.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1000.00           | $1027.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | N/A      | N/A     | $45805630.00       | $43965459.74       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-01      | N/A      | N/A     | $1013.00           | $873.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $3000.00           | $2507.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $1532000.00        | $880666.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-05-01      | N/A      | N/A     | $1000.00           | $519.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $16851690.00       | $16763848.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $1185000.00        | $733793.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $8027424.00        | $7673067.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $19519944.00       | $16054395.25       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $9001.00           | $1628.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $5136119.00        | $4446877.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-01      | N/A      | N/A     | $1000.00           | $95.96             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-02-01      | N/A      | N/A     | $235311.00         | $199927.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $3000.00           | $2263.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1437271.00        | $1466941.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1139000.00        | $777195.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1000.00           | $822.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $137150282.00      | $1860997.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $4143911.00        | $2325047.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | N/A      | N/A     | $412687.00         | $75201.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $130000.00         | $26395.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $53831000.00       | $55520702.10       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $5149897.00        | $5231749.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $29384.00          | $11988.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $5065308.00        | $5101155.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | N/A      | N/A     | $1000.00           | $157.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $52212255.00       | $38731240.07       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | N/A      | N/A     | $421990.00         | $50359.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000.00           | $729.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1000.00           | $663.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $3507958.00        | $3087949.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1248593.00        | $1264074.07        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-09-30      | N/A      | N/A     | $4683600.00        | $4867852.82        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $4000.00           | $829.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $1000.00           | $767.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $331833.00         | $205252.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $5000.00           | $3279.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | N/A      | N/A     | $35854810.00       | $39518423.53       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $50000.00          | $32508.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-02-01      | N/A      | N/A     | $1000.00           | $39.70             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $2000.00           | $1702.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $234000.00         | $170532.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $11684415.00       | $11925408.41       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2030-09-23      | N/A      | N/A     | $3140000.00        | $3135125.15        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2028-08-01      | N/A      | N/A     | $1000.00           | $54.67             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $50000.00          | $42676.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-12-01      | N/A      | N/A     | $1089.00           | $22.50             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $1002.00           | $770.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $1000.00           | $826.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $26945.00          | $186.80            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $3481.00           | $227.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $20448730.00       | $15075044.64       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2015.00           | $2086.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $31564541.00       | $25641707.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $1066930.00        | $318428.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $882755.00         | $914753.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $3589759.00        | $3655348.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $3434000.00        | $3209208.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $40295185.00       | $9882157.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | N/A      | N/A     | $1000.00           | $140.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $20634277.00       | $16016525.61       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-02-01      | N/A      | N/A     | $1000.00           | $96.17             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | N/A      | N/A     | $1000.00           | $61.42             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $8907139.00        | $2130320.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $61131.00          | $51378.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $13782041.00       | $9674596.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $1000.00           | $371.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | N/A      | N/A     | $2917773.00        | $2866065.46        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $2058198.00        | $1944231.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $2020.00           | $1546.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $1000.00           | $798.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $44649200.00       | $41062276.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $1371783.00        | $918055.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1000.00           | $816.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $1000.00           | $543.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $3650221.00        | $659559.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $101000.00         | $91034.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | N/A      | N/A     | $377341.00         | $206128.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1000.00           | $919.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $22936501.00       | $18480693.27       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $1000.00           | $433.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | N/A      | N/A     | $1816.00           | $598.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1000.00           | $736.80            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | N/A      | N/A     | $92021.00          | $72788.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $7988776.00        | $2590859.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $2000.00           | $517.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $10557960.00       | $10532914.17       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $1000.00           | $647.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $13600000.00       | $3114286.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $15408041.00       | $14844017.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | N/A      | N/A     | $2608.00           | $1008.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $4000.00           | $3071.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-15      | N/A      | N/A     | $41500000.00       | $3797511.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $17168200.00       | $17396031.56       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1060.00           | $827.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $1000.00           | $11.96             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | N/A      | N/A     | $53458424.00       | $52269848.03       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $1000.00           | $539.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1000.00           | $981.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $335000.00         | $247130.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $25503287.00       | $22023150.23       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $1000.00           | $180.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $1125000.00        | $595801.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $6281415.00        | $6399615.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $2500001.00        | $1578281.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $13000.00          | $2949.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $24205469.00       | $23994624.69       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $170000.00         | $134275.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $8524246.00        | $7124457.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $2000.00           | $1177.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2058-01-01      | N/A      | N/A     | $1000.00           | $414.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $10090.00          | $2776.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $10500000.00       | $8150969.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $3312395.00        | $3355888.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $24199109.00       | $24533796.13       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $1153200.00        | $1180230.43        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $1598947.00        | $891323.43         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2055-08-15      | N/A      | N/A     | $27894000.00       | $28262186.85       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $22000.00          | $6856.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $3499446.00        | $3570119.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1099902.00        | $856048.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $1000.00           | $911.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $339000.00         | $251745.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1000.00           | $744.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-01-01      | N/A      | N/A     | $1000.00           | $84.90             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $2626367.00        | $2597030.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $660620.00         | $667389.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $2326420.00        | $2272222.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | N/A      | N/A     | $75000.00          | $41577.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $5594409.00        | $4333419.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1003556.00        | $712344.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-04-01      | N/A      | N/A     | $1154635.00        | $1026666.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1024.00           | $1075.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | N/A      | N/A     | $1000.00           | $186.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | N/A      | N/A     | $47372989.00       | $47125449.90       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $7000.00           | $1551.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $6104.00           | $3132.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $30016596.00       | $28336131.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $27500.00          | $20740.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $6574128.00        | $5072356.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $4080703.00        | $4040202.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | N/A      | N/A     | $1000.00           | $5.38              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $2000.00           | $2018.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $790644.00         | $819193.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | N/A      | N/A     | $437148.00         | $45776.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $125000.00         | $76207.67          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $556553.00         | $543657.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | N/A      | N/A     | $73100000.00       | $68054179.01       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $23095995.00       | $19916322.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1310000.00        | $979129.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1000.00           | $1039.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $1000.00           | $1033.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $12264797.00       | $6650354.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $6000.00           | $3826.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-25      | N/A      | N/A     | $27746000.00       | $27605788.15       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $9649540.00        | $8574758.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $1000.00           | $231.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $8872402.00        | $2301059.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $19000.00          | $6322.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1000.00           | $738.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $3196987.00        | $3051701.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000.00           | $755.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $1000.00           | $161.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $15149442.00       | $14442959.15       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1008.00           | $950.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | N/A      | N/A     | $4095858.00        | $2105346.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1000.00           | $631.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $18930926.00       | $14074579.79       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $7985234.00        | $7419706.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1000.00           | $987.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $13000.00          | $8072.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2000.00           | $2083.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $1000.00           | $467.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $3669610.00        | $676076.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $1000.00           | $633.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $5289063.00        | $3367956.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $12519000.00       | $11160365.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $14520783.00       | $14526953.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $162215.00         | $96021.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | N/A      | N/A     | $1000.00           | $1037.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $641969.00         | $487069.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $41088870.00       | $35576963.71       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1000.00           | $787.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $1001.00           | $111.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $175000.00         | $63463.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $1000.00           | $619.90            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-08-31      | N/A      | N/A     | $51489000.00       | $51374186.94       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000.00           | $762.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | N/A      | N/A     | $21070.00          | $562.98            | Agency Mortgage-Backed Securities         |

### Security 179: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **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):** $275202584.25
- **C.18.a - Value (excl. sponsor support):** $275202584.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4HW4, C.4 - ISIN: US3130B4HW48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $862531981.20
- **C.18.a - Value (excl. sponsor support):** $862531981.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $493058595.00
- **C.18.a - Value (excl. sponsor support):** $493058595.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: WELLS FARGO BANK N.A. (REPO)

- **C.1 - Title:** WELLS FARGO BANK N.A. (REPO)
- **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: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WFC02HA4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa1; Fitch Long Rating: AA-; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2030-09-30      | N/A      | N/A     | $5919300.00        | $6152165.26        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-02-29      | N/A      | N/A     | $98254200.00       | $99941078.02       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $100499.00         | $100123.94         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2028-03-15      | N/A      | N/A     | $42790000.00       | $43109455.72       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $96814.00          | $91516.81          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2031-12-31      | N/A      | N/A     | $100372000.00      | $104998145.48      | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $25000000.00       | $25101869.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-16      | N/A      | N/A     | $12230000.00       | $12031791.11       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2035-08-15      | N/A      | N/A     | $12519200.00       | $12691783.43       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-04-30      | N/A      | N/A     | $910000.00         | $930609.17         | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2050-08-20      | N/A      | N/A     | $3521000.00        | $1042206.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-16      | N/A      | N/A     | $1270000.00        | $1096268.09        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $20689607.00       | $20749106.75       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2034-11-15      | N/A      | N/A     | $487919800.00      | $501507146.63      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-06-30      | N/A      | N/A     | $50000000.00       | $50480200.00       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $108475846.00      | $109135397.22      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $32779146.00       | $32914057.68       | Agency Collateralized Mortgage Obligation |

### Security 183: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **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: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25QW2
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1; Fitch Long Rating: A+
- **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 MORT | 2055-02-01      | N/A      | N/A     | $1347804.00        | $1211302.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1076044.00        | $887880.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $518314.00         | $210250.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $3569628.00        | $2140523.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1007864.00        | $891057.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $75822080.00       | $50448581.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | N/A      | N/A     | $2045000.00        | $432250.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $3551776.00        | $1887444.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $4889416.00        | $4427607.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $19512480.00       | $20300924.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $1150644.00        | $254955.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1170452.00        | $1045153.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | N/A      | N/A     | $2370000.00        | $298416.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $7938350.00        | $8198840.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $2100000.00        | $1792416.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $5000000.00        | $53261.63          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $4700000.00        | $3526302.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1011438.00        | $987766.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | N/A      | N/A     | $6566000.00        | $611683.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | N/A      | N/A     | $199483.00         | $30315.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $8000000.00        | $5074560.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $413995.00         | $309321.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $1193944.00        | $557632.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $58149840.00       | $58002797.74       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $2382392.00        | $2473856.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $577046400.00      | $338472874.10      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $9090336.00        | $7576648.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $2503000.00        | $1797383.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $8480880.00        | $5795899.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1270546.00        | $1324308.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1006434.00        | $622934.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | N/A      | N/A     | $2141730.00        | $353805.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1391160.00        | $1321542.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $6744920.00        | $3927816.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $4971896.00        | $927249.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $148585.00         | $101064.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $2301944.00        | $2407931.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1114060.00        | $1156359.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $1752000.00        | $47194.00          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $1365000.00        | $1143604.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $45000.00          | $33502.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | N/A      | N/A     | $382826.00         | $23942.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-15      | N/A      | N/A     | $68000.00          | $24154.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $5006544.00        | $5159880.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1434950.00        | $1387488.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $400000.00         | $306791.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $45000.00          | $40654.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $182805000.00      | $105483520.34      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $1725000.00        | $1093253.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1530130.00        | $1231447.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-06-01      | N/A      | N/A     | $3715240.00        | $1707896.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $367529.00         | $302833.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $8757680.00        | $6325935.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $411027.00         | $355899.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-01-15      | N/A      | N/A     | $5450000.00        | $5089853.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $28711488.00       | $24641507.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1126172.00        | $869101.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | N/A      | N/A     | $2423216.00        | $611181.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-01-01      | N/A      | N/A     | $2791000.00        | $422621.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | N/A      | N/A     | $29047552.00       | $27156406.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $4022088.00        | $4199814.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $2385100.00        | $393295.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $14260464.00       | $14432773.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | N/A      | N/A     | $4126552.00        | $645138.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $8738010.00        | $9096007.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $1056710.00        | $664431.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $1861000.00        | $325689.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $70000.00          | $40286.08          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $3959352.00        | $4081976.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $144418304.00      | $83018480.72       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $4462200.00        | $1264604.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $127599360.00      | $84098851.98       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $500000.00         | $483575.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $41301952.00       | $37827245.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1700000.00        | $1406214.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $40027584.00       | $10499834.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $4105976.00        | $493212.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $3800000.00        | $2869773.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-05-01      | N/A      | N/A     | $7160320.00        | $1011371.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $2702596.00        | $2765905.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2437416.00        | $2550115.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $2622048.00        | $2590353.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1278758.00        | $1141643.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $14855000.00       | $12359811.34       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | N/A      | N/A     | $3994992.00        | $1496067.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $20386176.00       | $20743221.99       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $5031830.00        | $4734178.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $5996048.00        | $6171350.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1839462.00        | $1919089.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $2084400.00        | $1558323.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $900000.00         | $776719.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | N/A      | N/A     | $18130300.00       | $15605313.80       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $2591924.00        | $2700267.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1770204.00        | $1839107.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $1374926.00        | $863677.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $4349000.00        | $37231.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | N/A      | N/A     | $4015792.00        | $1838398.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-15      | N/A      | N/A     | $5545000.00        | $147341.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $4698336.00        | $3443767.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $6156112.00        | $5232862.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1274412.00        | $1185540.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1386660.00        | $1420871.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $4100000.00        | $1769062.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $2631270.00        | $450429.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $800000.00         | $607439.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | N/A      | N/A     | $7317660.00        | $564053.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | N/A      | N/A     | $6158784.00        | $3527455.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $767740.00         | $471338.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $4565360.00        | $4391090.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | N/A      | N/A     | $1048000.00        | $96386.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $8711680.00        | $7583817.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1174774.00        | $1216968.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $2739008.00        | $1999452.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $33033216.00       | $24982553.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $632207.00         | $591128.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $100000.00         | $83181.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $2250000.00        | $31459.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | N/A      | N/A     | $9323984.00        | $1555122.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $2245936.00        | $2335466.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2129876.00        | $2204783.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $9672048.00        | $9981472.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $13317184.00       | $13084410.41       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | N/A      | N/A     | $19905664.00       | $2052346.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | N/A      | N/A     | $332566.00         | $33764.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1815094.00        | $1900607.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-20      | N/A      | N/A     | $14142896.00       | $1649757.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2583020.00        | $2665817.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | N/A      | N/A     | $1159720.00        | $1120837.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $37372928.00       | $400462.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-07-01      | N/A      | N/A     | $2670000.00        | $746865.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $2280864.00        | $2380623.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | N/A      | N/A     | $175000.00         | $34797.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | N/A      | N/A     | $3936270.00        | $320592.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $724842.00         | $406813.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $4084448.00        | $3053663.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $839750.00         | $656747.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | N/A      | N/A     | $17000000.00       | $1655594.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $12100720.00       | $11734208.02       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $24214960.00       | $24257296.04       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $190000.00         | $16888.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $247862.00         | $169460.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | N/A      | N/A     | $16201440.00       | $7401138.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $3369236.00        | $3274866.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | N/A      | N/A     | $552260.00         | $342018.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-01      | N/A      | N/A     | $25094336.00       | $21614072.02       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | N/A      | N/A     | $575000000.00      | $458512568.66      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $161140480.00      | $103925575.81      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $122321.00         | $34190.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $2553588.00        | $24862.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-20      | N/A      | N/A     | $298000.00         | $61974.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $1867894.00        | $1194510.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2800804.00        | $2910626.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | N/A      | N/A     | $41000.00          | $14433.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-01      | N/A      | N/A     | $9744768.00        | $9701529.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | N/A      | N/A     | $1930000.00        | $1589854.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $27585.00          | $26937.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $2136296.00        | $2227867.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-01      | N/A      | N/A     | $13065840.00       | $12566990.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $1381174.00        | $731810.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2349250.00        | $2387781.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | N/A      | N/A     | $5735000.00        | $715143.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | N/A      | N/A     | $588000.00         | $149681.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $2809028.00        | $2759268.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1866192.00        | $1774720.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $2648000.00        | $2110517.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $65178080.00       | $66791321.11       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $932322.00         | $962619.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $465000.00         | $358555.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $7369416.00        | $6480478.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $3459348.00        | $3560324.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $247895.00         | $199460.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1689476.00        | $1754179.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $9201504.00        | $1951811.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $641000.00         | $267154.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $30208640.00       | $31440975.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | N/A      | N/A     | $322957.00         | $37039.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $3974500.00        | $3935750.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1646238.00        | $1713404.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $6417632.00        | $6608806.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1753392.00        | $1750361.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $17691264.00       | $15704296.88       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1716356.00        | $1710777.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $1800000.00        | $92344.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | N/A      | N/A     | $26757088.00       | $10024678.21       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1854646.00        | $1905639.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | N/A      | N/A     | $10675200.00       | $349461.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | N/A      | N/A     | $2877128.00        | $214041.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $216878848.00      | $107162698.18      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | N/A      | N/A     | $51057984.00       | $11114415.47       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | N/A      | N/A     | $215000.00         | $25694.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $5234152.00        | $4499969.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1937342.00        | $1520569.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-07-01      | N/A      | N/A     | $3575000.00        | $1406773.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $53165952.00       | $53483219.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $2679000.00        | $489602.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | N/A      | N/A     | $2332796.00        | $1601320.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $49415104.00       | $37134932.50       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $3208312.00        | $1191569.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1084210.00        | $1137600.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $500000.00         | $457570.11         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $11779888.00       | $12126892.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1198754.00        | $1247303.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $750000.00         | $136225.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1032434.00        | $855964.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1332162.00        | $1380694.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1740538.00        | $1527544.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $4681792.00        | $4096918.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $730000.00         | $9329.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | N/A      | N/A     | $21362560.00       | $19278714.53       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $7147136.00        | $4963698.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $370000.00         | $285852.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1162464.00        | $971399.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1106576.00        | $980879.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $473183.00         | $454494.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $359850.00         | $366710.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $2034000.00        | $866085.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $270000.00         | $251069.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1157702.00        | $989694.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $6455000.00        | $1520634.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $271000.00         | $217208.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $13861824.00       | $12583232.46       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-10-01      | N/A      | N/A     | $4164000.00        | $19345.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $3397000.00        | $2394584.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1218000.00        | $637967.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-02-01      | N/A      | N/A     | $4248648.00        | $2273334.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | N/A      | N/A     | $48890.00          | $12308.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $2034444.00        | $1772517.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $377710.00         | $288823.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $55041152.00       | $47584860.83       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2032368.00        | $2065090.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $2320000.00        | $2200546.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $889304.00         | $910023.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1100000.00        | $905979.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-01      | N/A      | N/A     | $72731.00          | $10615.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1819828.00        | $1663846.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $2172736.00        | $2243654.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $11964928.00       | $11087184.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1075366.00        | $1155684.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1957496.00        | $1942635.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $314179.00         | $324348.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $5002952.00        | $3978801.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | N/A      | N/A     | $2996308.00        | $816809.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $500000.00         | $316641.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-09-01      | N/A      | N/A     | $72028544.00       | $62420281.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $8211392.00        | $2005011.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-05-01      | N/A      | N/A     | $9966256.00        | $25099.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $874529.00         | $5224.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $19099200.00       | $19913646.57       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $3131992.00        | $2771527.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $7532936.00        | $5914186.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $5477856.00        | $5691683.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-02-01      | N/A      | N/A     | $2500000.00        | $207250.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $1263922.00        | $1314892.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | N/A      | N/A     | $71845000.00       | $7872699.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $3382632.00        | $2492416.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $4700000.00        | $1002721.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $3375000.00        | $2893852.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $887525.00         | $565290.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $3438484.00        | $3491358.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $14084592.00       | $1283399.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-10-01      | N/A      | N/A     | $2600000.00        | $458165.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $354665.00         | $290516.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $3090000.00        | $1298331.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $3717196.00        | $769269.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $21800960.00       | $21386254.97       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | N/A      | N/A     | $3364184.00        | $501840.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | N/A      | N/A     | $3200000.00        | $533845.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $5822232.00        | $5732723.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $29453888.00       | $1399920.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $5846650.00        | $6086428.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $18776288.00       | $16076742.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $8736441.00        | $46690.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-06-15      | N/A      | N/A     | $3861596.00        | $3994207.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1322332.00        | $1164137.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1674284.00        | $1739334.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | N/A      | N/A     | $5542904.00        | $27047.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $3820200.00        | $3006892.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $1047308.00        | $449747.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | N/A      | N/A     | $100209408.00      | $64530865.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $167872.00         | $130697.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-16      | N/A      | N/A     | $729230.00         | $253238.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $853381.00         | $888387.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1402770.00        | $1442504.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $2307688.00        | $1412796.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $8503408.00        | $7624941.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $4443660.00        | $4629596.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $1156898.00        | $1211923.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $11467856.00       | $3028400.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $1735136.00        | $1786211.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-07-15      | N/A      | N/A     | $2890964.00        | $3034016.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | N/A      | N/A     | $9559000.00        | $1992135.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $9965792.00        | $9990280.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $10730160.00       | $10095929.27       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-04-01      | N/A      | N/A     | $500000.00         | $47097.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $6210980.00        | $3825599.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $3473212.00        | $2655263.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $508964.00         | $478408.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $5000000.00        | $4084851.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | N/A      | N/A     | $231000.00         | $88752.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-01      | N/A      | N/A     | $1883400.00        | $286284.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | N/A      | N/A     | $30950656.00       | $2041388.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1900274.00        | $1976788.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1006262.00        | $867562.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1291704.00        | $1346201.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | N/A      | N/A     | $10267760.00       | $9880743.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $44187648.00       | $38324679.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1026262.00        | $1072487.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $800000.00         | $681910.76         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-05-20      | N/A      | N/A     | $122000.00         | $17959.45          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $2086000.00        | $429730.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $4170008.00        | $4178199.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $4500000.00        | $4010369.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $2006832.00        | $1915408.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1427038.00        | $1476530.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | N/A      | N/A     | $5000000.00        | $53194.79          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-01-20      | N/A      | N/A     | $812000.00         | $93029.57          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $41629376.00       | $37437741.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $2659048.00        | $2381922.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $66000.00          | $39109.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-07-01      | N/A      | N/A     | $48386240.00       | $16025431.17       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $195630000.00      | $138135482.42      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $23708672.00       | $24080311.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $2010648.00        | $1832366.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $4388648.00        | $3675378.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1235872.00        | $1286644.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $10861104.00       | $8314131.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1079132.00        | $1129359.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $2520000.00        | $1720771.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2451556.00        | $2495027.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $3414284.00        | $3525389.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-15      | N/A      | N/A     | $1259992.00        | $386671.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $6859240.00        | $7146168.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $1929596.00        | $145988.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $22578912.00       | $22090368.35       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-09-01      | N/A      | N/A     | $2451000.00        | $204801.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $2502068.00        | $2431376.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $239000.00         | $44494.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1533588.00        | $1570922.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-03-01      | N/A      | N/A     | $1477000.00        | $285797.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1155078.00        | $893842.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $10948576.00       | $6990926.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $6161752.00        | $6084655.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1000000.00        | $826651.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1630538.00        | $1406532.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | N/A      | N/A     | $1878000.00        | $398203.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1641254.00        | $1332635.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1757798.00        | $1433476.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $21939936.00       | $4535393.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $87000.00          | $10700.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $4785000.00        | $1023709.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $1132998.00        | $1047218.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-09-01      | N/A      | N/A     | $310290.00         | $41179.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1267032.00        | $1242935.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $11323104.00       | $9620561.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | N/A      | N/A     | $2500000.00        | $384142.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-05-15      | N/A      | N/A     | $6445496.00        | $6786062.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-25      | N/A      | N/A     | $30900.00          | $25062.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1035922.00        | $986228.66         | Agency Mortgage-Backed Securities         |

### Security 184: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79996344.80
- **C.18.a - Value (excl. sponsor support):** $79996344.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $365427736.20
- **C.18.a - Value (excl. sponsor support):** $365427736.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **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):** $362299808.40
- **C.18.a - Value (excl. sponsor support):** $362299808.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $747060386.90
- **C.18.a - Value (excl. sponsor support):** $747060386.90
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: PRUDENTIAL INSURANCE COMPANY OF AMERICA (REPO)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0VS001CY3
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA-; Fitch Short Rating: F1+; Fitch Long Rating: A+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: NR; Moody's Long Rating: Aa3
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $11362000.00       | $5286209.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $11200000.00       | $6098395.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $3400000.00        | $2877705.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | N/A      | N/A     | $47000000.00       | $48279249.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $99000000.00       | $28883326.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $100000000.00      | $93585771.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $4400000.00        | $3453970.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $5510000.00        | $1511999.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | N/A      | N/A     | $1200000.00        | $1098462.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | N/A      | N/A     | $25000000.00       | $7569681.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $78000000.00       | $21866683.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $3950000.00        | $1283684.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $4500000.00        | $3242858.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $5000000.00        | $3635937.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $45000000.00       | $22454284.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | N/A      | N/A     | $2150000.00        | $1184595.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $1395000.00        | $1018681.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | N/A      | N/A     | $5600000.00        | $3178769.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | N/A      | N/A     | $15000000.00       | $13537369.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | N/A      | N/A     | $3475000.00        | $2763678.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $20000000.00       | $5656596.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | N/A      | N/A     | $20000000.00       | $12629101.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | N/A      | N/A     | $2710000.00        | $2690217.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $33000000.00       | $14587489.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | N/A      | N/A     | $16800000.00       | $17457765.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | N/A      | N/A     | $8000000.00        | $7864295.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | N/A      | N/A     | $34000000.00       | $18537189.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $1000000.00        | $299691.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $3790000.00        | $2180359.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | N/A      | N/A     | $144000000.00      | $44619435.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $5500000.00        | $5567823.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $14900000.00       | $4726941.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $40000000.00       | $13615106.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | N/A      | N/A     | $9500000.00        | $5321024.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $32985000.00       | $17461776.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $176000000.00      | $54534490.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $50000000.00       | $22775550.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | N/A      | N/A     | $162000000.00      | $40320468.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | N/A      | N/A     | $85000000.00       | $27942577.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $2800000.00        | $1264751.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $7092000.00        | $5424426.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $4600000.00        | $2331812.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | N/A      | N/A     | $135000000.00      | $57304710.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | N/A      | N/A     | $1640000.00        | $1367321.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | N/A      | N/A     | $7500000.00        | $3854345.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | N/A      | N/A     | $1825000.00        | $1493481.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | N/A      | N/A     | $111000000.00      | $81931497.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | N/A      | N/A     | $15800000.00       | $9726334.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $3968300.00        | $3121329.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | N/A      | N/A     | $2400000.00        | $1825687.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | N/A      | N/A     | $5300000.00        | $3781587.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $6280000.00        | $6310772.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $15500000.00       | $6899917.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $10550000.00       | $3152830.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $80000000.00       | $63268477.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $8993000.00        | $5420604.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $4345000.00        | $1215384.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | N/A      | N/A     | $2700000.00        | $2005382.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $23000000.00       | $13801297.66       | U.S. Treasuries (including strips) |

### Security 189: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q35, C.4 - ISIN: US3130B5Q356, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449993772.00
- **C.18.a - Value (excl. sponsor support):** $449993772.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Moody's Short Rating: P-1; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **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: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008LQ8
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; Moody's Long Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 MORT | 2050-07-01      | N/A      | N/A     | $29000.00          | $17739.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1101415.00        | $1089128.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $46752496.00       | $45567555.19       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $34653000.00       | $2156722.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $1583580.00        | $1625516.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $5125405.00        | $5104032.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $152000.00         | $119037.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | N/A      | N/A     | $2000000.00        | $849958.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $23000.00          | $5462.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | N/A      | N/A     | $3217164.00        | $3122385.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $474853.00         | $415504.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | N/A      | N/A     | $622054.00         | $3803.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1925172.00        | $1963154.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1768500.00        | $1719179.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $6200000.00        | $1128622.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | N/A      | N/A     | $18068949.00       | $2876527.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $1022142.00        | $1015346.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $2652278.00        | $2590488.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $975489.00         | $619628.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1093625.00        | $845415.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $2520731.00        | $2615717.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | N/A      | N/A     | $6000.00           | $598.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $1088862.00        | $1115261.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $10404264.00       | $8137222.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1105445074.00     | $935475033.05      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2785500.00        | $2118346.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | N/A      | N/A     | $380000.00         | $79515.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $1525000.00        | $9777.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1724865.00        | $1771340.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $7879881.00        | $6930765.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $3921000.00        | $927464.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $7465000.00        | $47937.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $2000000.00        | $443225.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $27000.00          | $7650.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | N/A      | N/A     | $204000.00         | $3756.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1324229.00        | $1353768.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $1252057.00        | $1288655.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $4300023.00        | $4128370.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $2377283.00        | $2420317.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $300000.00         | $216035.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $777000.00         | $26266.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $869725.00         | $611914.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $44325711.00       | $36105190.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1015723.00        | $1012966.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $47852.00          | $30420.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $6322000.00        | $759939.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $340594.00         | $305904.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $5709218.00        | $5302976.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $947500.00         | $604808.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $5390327.00        | $5554369.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $200000.00         | $183492.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1193746.00        | $876388.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $33403618.00       | $32923690.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $300000.00         | $292585.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1235654.00        | $1229428.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $1012713.00        | $1062177.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | N/A      | N/A     | $227915.00         | $4967.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1000.00           | $820.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $200000.00         | $114340.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $2200000.00        | $1463183.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $350123.00         | $2272.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $10000.00          | $2402.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $79919.00          | $80467.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2502322.00        | $1587407.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2822568.00        | $2776097.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-02-01      | N/A      | N/A     | $5408767.00        | $1778614.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1960198.00        | $1992235.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $2290000.00        | $1804681.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $1000000.00        | $665336.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | N/A      | N/A     | $150000.00         | $98308.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $5832680.00        | $6046041.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1374000.00        | $1419716.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1997813.00        | $2024333.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1392285.00        | $1443052.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2432175.00        | $2519116.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $600000.00         | $580046.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $1090000.00        | $978992.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $2362873.00        | $2470692.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $160645.00         | $91041.99          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $19603889.00       | $20231992.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1147684.00        | $881254.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $31000000.00       | $25276969.15       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $55000.00          | $23766.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | N/A      | N/A     | $138776.00         | $94460.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $23000.00          | $2268.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $3523912.00        | $3653169.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $3428734.00        | $2416963.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $2839000.00        | $354581.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $21344750.00       | $5647343.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $19719415.00       | $20396024.19       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | N/A      | N/A     | $1098301.00        | $1132289.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-05-01      | N/A      | N/A     | $3329000.00        | $20373.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1103867.00        | $1120472.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1682196.00        | $1746298.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $1010602.00        | $1057788.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | N/A      | N/A     | $48256242.00       | $48438059.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1606475.00        | $1682406.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $137056676.00      | $139998125.47      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $5112361.00        | $3547506.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $317000.00         | $38822.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $1657711.00        | $8093.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $14658875.00       | $14738584.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $235000.00         | $921.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $53017295.00       | $53802987.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $225240.00         | $172568.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $19000.00          | $15541.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2613831.00        | $2617302.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $2300000.00        | $1355649.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $33108.00          | $27116.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $1000000.00        | $609199.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-11-01      | N/A      | N/A     | $2175000.00        | $57653.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1022699.00        | $1063236.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $75000.00          | $2301.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-03-01      | N/A      | N/A     | $1115000.00        | $33833.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $3734596.00        | $3727622.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $150156.00         | $133647.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $3200000.00        | $2824234.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1123295.00        | $1138369.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $34000.00          | $8302.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $45000.00          | $6255.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2861678.00        | $2473267.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $200000.00         | $128623.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $2084403.00        | $31148.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $266000.00         | $43607.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $117793248.00      | $108899950.96      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1349934.00        | $1401953.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $500000.00         | $343766.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $60000.00          | $13014.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $2372133.00        | $2417150.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $1349000.00        | $894980.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $16000.00          | $7792.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $1169000.00        | $868045.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-12-01      | N/A      | N/A     | $1424475.00        | $18344.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $47000.00          | $11521.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2201270.00        | $2202548.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $14130994.00       | $9544011.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $116756.00         | $116428.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $2500000.00        | $1358680.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $216860.00         | $162286.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $4403271.00        | $3136829.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $845000.00         | $436574.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $2462454.00        | $2560557.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | N/A      | N/A     | $3000.00           | $2072.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $10000.00          | $8438.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $4000.00           | $3241.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $24599001.00       | $19822501.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $9000.00           | $7280.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | N/A      | N/A     | $1306140.00        | $1319473.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $4090674.00        | $3539886.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | N/A      | N/A     | $1065000.00        | $673709.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-11-01      | N/A      | N/A     | $4000000.00        | $48478.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | N/A      | N/A     | $1348578.00        | $1243972.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1329000.00        | $891585.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1021822.00        | $763110.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $281000.00         | $4742.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $2105000.00        | $1427600.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $13316000.00       | $10128053.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $3000.00           | $2642.90           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $200000.00         | $128471.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $700000.00         | $402813.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $40000.00          | $21001.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $125000.00         | $97175.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $27000.00          | $20089.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $339928.00         | $214956.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $164000.00         | $3224.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $16133498.00       | $14431626.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1514502.00        | $1373832.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1898796.00        | $1822865.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $57000000.00       | $43473112.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $475000.00         | $464220.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-01-01      | N/A      | N/A     | $46000.00          | $9049.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $669000.00         | $531617.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $160000.00         | $109523.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | N/A      | N/A     | $2460325.00        | $1352663.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | N/A      | N/A     | $50287.00          | $29527.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $10000000.00       | $1205401.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $450000.00         | $3988.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $2000.00           | $1505.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $7162635.00        | $7493614.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $29517950.00       | $26910774.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | N/A      | N/A     | $7023181.00        | $322870.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $4353542.00        | $3434465.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $273000.00         | $184582.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4024890.00        | $4078160.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $5322749.00        | $2650578.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1872000.00        | $1290476.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $236000.00         | $72279.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $20174906.00       | $19232133.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $17719025.00       | $18625263.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $830700.00         | $309836.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1793247.00        | $1856797.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1027224.00        | $1086786.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $17692416.00       | $15950369.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $508729.00         | $403895.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $487080.00         | $384774.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | N/A      | N/A     | $17576095.00       | $16443727.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $2859835.00        | $2883189.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | N/A      | N/A     | $1070843.00        | $1011415.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $13195924.00       | $9196057.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $3146579.00        | $2867535.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $3757619.00        | $3718530.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1203150.00        | $1092460.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $4159475.00        | $4233975.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $44450.00          | $35621.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $69824000.00       | $44079662.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-10-01      | N/A      | N/A     | $481135.00         | $10779.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $500510.00         | $279107.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $110000.00         | $3689.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $3392000.00        | $2549052.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | N/A      | N/A     | $50000.00          | $2829.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $198655.00         | $7835.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $99084452.00       | $22385440.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1020982.00        | $1083674.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $11714294.00       | $10662322.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $3000000.00        | $1799876.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1026840.00        | $1084466.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $200000.00         | $94211.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-07-01      | N/A      | N/A     | $6851421.00        | $107574.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $71329000.00       | $26866560.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1788955.00        | $1882815.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $100000.00         | $81501.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $225000.00         | $44468.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $12800000.00       | $1342464.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $11948543.00       | $9770212.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-07-01      | N/A      | N/A     | $7782401.00        | $13202.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $6728624.00        | $6474769.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | N/A      | N/A     | $529954.00         | $53818.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $73000.00          | $53787.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $654250.00         | $6598.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $5906985.00        | $828567.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1268361.00        | $992008.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $100000.00         | $65599.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $8000.00           | $1192.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1682895.00        | $1736345.41        | Agency Mortgage-Backed Securities |

### Security 191: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SA7, C.4 - ISIN: US3130B5SA73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999953630.00
- **C.18.a - Value (excl. sponsor support):** $999953630.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1242576644.40
- **C.18.a - Value (excl. sponsor support):** $1242576644.40
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Fitch Long Rating: NR; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **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: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010ZT9
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA-; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa3; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+
- **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 MORT | 2055-07-01      | N/A      | N/A     | $1649944.00        | $1750341.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1000.00           | $851.25            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $496211.00         | $496456.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $40982974.00       | $36974141.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1000.00           | $1042.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $2072535.00        | $402771.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $683185.00         | $625836.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1000.00           | $806.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | N/A      | N/A     | $10999.00          | $7528.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1000.00           | $1037.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $3000000.00        | $41385.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-09-25      | N/A      | N/A     | $270000.00         | $222360.71         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $3481832.00        | $2149607.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-25      | N/A      | N/A     | $573552.00         | $503801.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $1000000.00        | $15274.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $990000.00         | $159460.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $171122301.00      | $14896749.72       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | N/A      | N/A     | $1082.00           | $105.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-25      | N/A      | N/A     | $1015000.00        | $971363.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1000.00           | $1013.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $24000.00          | $20429.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $10811284.00       | $11084506.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $3950000.00        | $39638.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $790091.00         | $777980.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $49173524.00       | $49798940.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | N/A      | N/A     | $50000.00          | $37001.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $3348522.00        | $3368857.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $703994.00         | $60756.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | N/A      | N/A     | $1800000.00        | $178221.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $838733.00         | $421046.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | N/A      | N/A     | $600000.00         | $104404.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $41795.00          | $27889.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $1004.00           | $75.54             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $2086493.00        | $521796.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | N/A      | N/A     | $4484000.00        | $21710.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $3608877.00        | $3798575.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1081086.00        | $767006.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $1475288.00        | $994561.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | N/A      | N/A     | $20954100.00       | $20956683.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $565097.00         | $404745.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $33574.00          | $33624.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1000.00           | $951.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | N/A      | N/A     | $5466744.00        | $5441534.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $2685365.00        | $2550574.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $16673408.00       | $15331682.59       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | N/A      | N/A     | $21491808.00       | $19648056.66       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $57311823.00       | $27677436.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-08-01      | N/A      | N/A     | $28430208.00       | $28977162.56       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | N/A      | N/A     | $1269556.00        | $962083.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $205049.00         | $198525.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $425204.00         | $298499.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1568340.00        | $1566142.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $2701657.00        | $2541380.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | N/A      | N/A     | $135515.00         | $121277.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $1827558.00        | $1948537.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $31819904.00       | $24131040.74       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $19500965.00       | $15231046.61       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | N/A      | N/A     | $2266000.00        | $1977496.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1066213.00        | $1139653.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | N/A      | N/A     | $4000000.00        | $20849.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | N/A      | N/A     | $9054560.00        | $9112278.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-11-01      | N/A      | N/A     | $5266824.00        | $4239733.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $200000.00         | $178577.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1000.00           | $923.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | N/A      | N/A     | $1550000.00        | $1581756.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $184936.00         | $140578.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $6621000.00        | $18022.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $3982296.00        | $2965366.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1043864.00        | $1104865.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $2294740.00        | $2224443.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $6834053.00        | $4394.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1050.00           | $1112.53           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | N/A      | N/A     | $1001.00           | $100.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $105573.00         | $69078.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $29875417.00       | $647294.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $978100.00         | $955405.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $3273464.00        | $2239665.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $641944.00         | $682317.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-04-20      | N/A      | N/A     | $6706349.00        | $6611297.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $57586.00          | $38345.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $113865.00         | $65531.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $1832175.00        | $1887132.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $17556.00          | $14421.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $2543050.00        | $1533049.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $8038714.00        | $8050511.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $300000.00         | $230706.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | N/A      | N/A     | $2986000.00        | $3034384.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $18190840.00       | $16655515.13       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $3999991.00        | $1880020.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-01-25      | N/A      | N/A     | $250000.00         | $215004.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $9939343.00        | $138886.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1994000.00        | $1839587.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $6422527.00        | $6503473.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $1366900.00        | $1009264.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $170000.00         | $31733.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | N/A      | N/A     | $6362317.00        | $50082.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | N/A      | N/A     | $39856897.00       | $25973320.73       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $2190000.00        | $1332294.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $482176.00         | $472726.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $2835542.00        | $2661535.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1674153.00        | $1744483.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1000.00           | $770.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | N/A      | N/A     | $2403762.00        | $15417.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $12654349.00       | $1008607.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | N/A      | N/A     | $3400000.00        | $3494008.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $2393010.00        | $641391.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2847291.00        | $2878711.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $2704173.00        | $2710536.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $179000.00         | $131782.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $97265.00          | $55741.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-03-01      | N/A      | N/A     | $388139.00         | $297981.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $225832.00         | $38105.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $7031648.00        | $5780055.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | N/A      | N/A     | $1223.00           | $113.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-07-01      | N/A      | N/A     | $2477870.00        | $1393081.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $697000.00         | $131858.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $360112.00         | $370594.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $12681487.00       | $5014038.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $2910000.00        | $1573453.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $1011570.00        | $478268.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $87482900.00       | $65072562.50       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $67479552.00       | $50875103.83       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $674757.00         | $700291.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $49939320.00       | $29481195.73       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-07-25      | N/A      | N/A     | $25000.00          | $22240.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | N/A      | N/A     | $14682422.00       | $24955.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1060782.00        | $1108122.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $20387618.00       | $13037691.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $12741440.00       | $9993308.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $2562872.00        | $2663104.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $10185583.00       | $10318492.81       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $160706.00         | $105794.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $1956648.00        | $1544156.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $10073720.00       | $6136906.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-11-01      | N/A      | N/A     | $30000.00          | $30808.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1921534.00        | $1920829.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $1000000.00        | $706541.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | N/A      | N/A     | $906537.00         | $1009631.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-08-20      | N/A      | N/A     | $25231552.00       | $19365216.15       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-07-25      | N/A      | N/A     | $2813.00           | $529.13            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $252777.00         | $185361.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $21362144.00       | $17508103.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $27866.00          | $25222.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $773134.00         | $569120.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $1030923.00        | $1091619.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $31700385.00       | $30539967.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $25257689.00       | $25899269.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | N/A      | N/A     | $50000.00          | $38834.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $95000000.00       | $96622222.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | N/A      | N/A     | $25662816.00       | $9652398.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $1000.00           | $314.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | N/A      | N/A     | $1196911.00        | $13522.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $40000000.00       | $29193153.33       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $949187.00         | $981292.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $5710000.00        | $358397.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $173998.00         | $143307.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-01-01      | N/A      | N/A     | $100000.00         | $64406.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $1008.00           | $833.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1088845.00        | $837628.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $8972722.00        | $9348944.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1172751.00        | $1011755.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $9000.00           | $6493.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | N/A      | N/A     | $51333183.00       | $6539864.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1130.00           | $694.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1000602.00        | $1072624.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $32000.00          | $23861.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | N/A      | N/A     | $643983.00         | $47878.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | N/A      | N/A     | $1142.00           | $1.33              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $6898647.00        | $5912313.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $937209.00         | $823064.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $2756505.00        | $2783961.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $8558627.00        | $7080117.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $1000.00           | $274.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $44999.00          | $37782.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2933503.00        | $2333415.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $994000.00         | $784946.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $3449000.00        | $1921881.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | N/A      | N/A     | $7983300.00        | $44309.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | N/A      | N/A     | $719935.00         | $706998.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $1450000.00        | $304732.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $159149.00         | $13570.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $49347830.00       | $31205483.65       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-15      | N/A      | N/A     | $225716.00         | $203487.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | N/A      | N/A     | $1468000.00        | $1481986.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-01      | N/A      | N/A     | $1833684.00        | $1874246.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $1009.00           | $942.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-25      | N/A      | N/A     | $21293792.00       | $21004095.59       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $108000.00         | $19030.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | N/A      | N/A     | $18212546.00       | $10384233.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $3220679.00        | $2677828.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-06-01      | N/A      | N/A     | $201782.00         | $200206.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-03-01      | N/A      | N/A     | $14957608.00       | $73843.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $21144607.00       | $40040.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $2302852.00        | $1531393.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $7155213.00        | $6303159.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | N/A      | N/A     | $73000.00          | $8424.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $100000000.00      | $99656861.40       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $8088040.00        | $7131815.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | N/A      | N/A     | $338381.00         | $303008.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | N/A      | N/A     | $297684.00         | $170799.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | N/A      | N/A     | $5418750.00        | $4801140.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $5079424.00        | $3862854.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $2769356.00        | $2126427.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-08-01      | N/A      | N/A     | $178000.00         | $72285.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $379836.00         | $329258.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | N/A      | N/A     | $251765.00         | $243205.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1700000.00        | $1327817.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $2023970.00        | $1161515.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $38721897.00       | $39123810.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $3744727.00        | $2573566.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | N/A      | N/A     | $14486048.00       | $14753295.48       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | N/A      | N/A     | $7430680.00        | $5600109.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $13931256.00       | $11239841.54       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2636647.00        | $2568691.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-25      | N/A      | N/A     | $6909483.00        | $7120558.33        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $3194024.00        | $3334255.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $2753584.00        | $2043840.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $1141970.00        | $753570.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-25      | N/A      | N/A     | $9871719.00        | $10258782.52       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $2243172.00        | $2178004.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | N/A      | N/A     | $10427000.00       | $9442760.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-25      | N/A      | N/A     | $5049000.00        | $4277143.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $445114.00         | $440994.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | N/A      | N/A     | $100000.00         | $67957.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2502370.00        | $2582935.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $49998000.00       | $49742258.76       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $1000.00           | $159.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-25      | N/A      | N/A     | $129304.00         | $125065.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | N/A      | N/A     | $22633664.00       | $16189619.86       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $23699680.00       | $24154973.23       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | N/A      | N/A     | $647112.00         | $397527.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $67081.00          | $761.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $466007.00         | $374952.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $100000000.00      | $102133255.50      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $192634.00         | $75851.86          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $106008.00         | $84284.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $23474522.00       | $23317694.35       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | N/A      | N/A     | $500000.00         | $25364.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $1217.00           | $1190.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $200000.00         | $146171.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | N/A      | N/A     | $14300266.00       | $15358990.17       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $22318762.00       | $23059538.12       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $4000000.00        | $15164.51          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1897676.00        | $1857764.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | N/A      | N/A     | $911985.00         | $750923.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $195952.00         | $43937.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $17676228.00       | $14797981.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $15000.00          | $11075.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $10433.00          | $7784.27           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $63165698.00       | $54269459.02       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $1600000.00        | $9792.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $14959488.00       | $14170120.53       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1000.00           | $928.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | N/A      | N/A     | $240514972.00      | $22399771.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $1500000.00        | $791807.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $2918159.00        | $2235425.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $438490.00         | $444376.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | N/A      | N/A     | $45000.00          | $38238.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $758000.00         | $572514.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2657552.00        | $2710755.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $3505500.00        | $2257787.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-25      | N/A      | N/A     | $16500000.00       | $2959825.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $366319.00         | $354407.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | N/A      | N/A     | $49998000.00       | $21800535.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $2240706.00        | $1427571.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2579786.00        | $1872856.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | N/A      | N/A     | $40000000.00       | $24043293.75       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-01      | N/A      | N/A     | $53599.00          | $48482.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $866145.00         | $852691.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1108303.00        | $1141467.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | N/A      | N/A     | $1560103.00        | $1583204.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $3184575.00        | $1986504.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $613713.00         | $147260.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $12360736.00       | $9654828.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $9030420.00        | $7518259.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $48607141.00       | $36911296.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-04-15      | N/A      | N/A     | $6204136.00        | $2647340.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $48754017.00       | $30393335.06       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $797998.00         | $615842.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | N/A      | N/A     | $1194946.00        | $159576.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $41209.00          | $29951.42          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $35644.00          | $27410.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $10570496.00       | $10448689.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | N/A      | N/A     | $1075.00           | $962.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2140511.00        | $2203392.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | N/A      | N/A     | $1000000.00        | $69061.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $5505024.00        | $5222768.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $46081000.00       | $6885156.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $4239340.00        | $4216245.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | N/A      | N/A     | $2442522.00        | $2508936.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | N/A      | N/A     | $42470.00          | $27563.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | N/A      | N/A     | $1551091.00        | $8108.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-08-01      | N/A      | N/A     | $1634000.00        | $33459.69          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $1770000.00        | $458800.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $9000.00           | $9213.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $1068.00           | $1060.59           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | N/A      | N/A     | $21310282.00       | $21631439.78       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $1740302.00        | $1392036.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $1117956.00        | $231181.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2793674.00        | $2926734.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $3277246.00        | $3379710.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | N/A      | N/A     | $1952142.00        | $1531580.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-15      | N/A      | N/A     | $5498900.00        | $3291845.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $310957.00         | $289908.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $13961000.00       | $13831826.63       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $4635230.00        | $4764537.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | N/A      | N/A     | $458366.00         | $433276.05         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-03-01      | N/A      | N/A     | $1000000.00        | $112371.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $19850871.00       | $19395380.13       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $892425.00         | $868218.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $1000000.00        | $595913.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-07-01      | N/A      | N/A     | $71808352.00       | $256855.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-25      | N/A      | N/A     | $4998506.00        | $4051285.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $13491.00          | $12114.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | N/A      | N/A     | $4999.00           | $5320.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | N/A      | N/A     | $1007.00           | $221.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $9294621.00        | $8767321.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $478288.00         | $480640.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $670424.00         | $518713.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $8916443.00        | $8843335.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $93996100.00       | $97201999.01       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1410198.00        | $1374515.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $1178197.00        | $672271.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | N/A      | N/A     | $510423.00         | $302476.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | N/A      | N/A     | $2075000.00        | $397320.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $6969184.00        | $2782696.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | N/A      | N/A     | $1687.00           | $0.90              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $11347165.00       | $12483848.86       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | N/A      | N/A     | $10000000.00       | $7424400.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $280000.00         | $50032.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $3420774.00        | $2118768.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $992612.00         | $990260.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | N/A      | N/A     | $1176.00           | $141.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1097536.00        | $1142674.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $67000.00          | $34576.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | N/A      | N/A     | $1296000.00        | $21777.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | N/A      | N/A     | $2674.00           | $2743.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | N/A      | N/A     | $65000.00          | $56427.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $324988.00         | $178997.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | N/A      | N/A     | $1397.00           | $72.12             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | N/A      | N/A     | $5250000.00        | $24000.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-25      | N/A      | N/A     | $634123.00         | $531909.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $150000.00         | $127692.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $3917395.00        | $2983278.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-02      | N/A      | N/A     | $10378293.00       | $9680347.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1000.00           | $1062.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | N/A      | N/A     | $39798080.00       | $32423877.27       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2485802.00        | $2526239.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | N/A      | N/A     | $3000000.00        | $16946.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | N/A      | N/A     | $2249997.00        | $1527626.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $2889160.00        | $337499.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-25      | N/A      | N/A     | $9649000.00        | $5926460.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $13071112.00       | $10385590.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $3296860.00        | $2982287.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $3431241.00        | $3159675.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | N/A      | N/A     | $1909000.00        | $1964482.32        | Agency Mortgage-Backed Securities         |

### Security 194: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $439923721.60
- **C.18.a - Value (excl. sponsor support):** $439923721.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 195: DEUTSCHE BANK SECURITIES INC. (REPO)

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 0DBS26NT6
- **C.18 - Value (incl. sponsor support):** $1650000000.00
- **C.18.a - Value (excl. sponsor support):** $1650000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch Long Rating: A-; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F2; Moody's Short Rating: NR; Standard & Poor's Long Rating: A; Moody's Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2050-11-15      | N/A      | N/A     | $8732000.00        | $2540418.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-06-30      | N/A      | N/A     | $92414600.00       | $93836860.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | N/A      | N/A     | $71746000.00       | $73657313.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | N/A      | N/A     | $3342000.00        | $997583.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $11070000.00       | $4208814.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $5729000.00        | $3413939.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | N/A      | N/A     | $88.66             | $21.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-15      | N/A      | N/A     | $75002200.00       | $75397194.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $81751100.00       | $84035621.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $15916200.00       | $5894198.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $75189400.00       | $73923398.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $99675700.00       | $98861648.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | N/A      | N/A     | $61789700.00       | $65221397.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $2990000.00        | $1066269.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | N/A      | N/A     | $64157000.00       | $64945055.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $157083800.00      | $257005335.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $5695800.00        | $2747095.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $86963800.00       | $90679763.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $97830500.00       | $99564317.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | N/A      | N/A     | $53051100.00       | $53647924.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | N/A      | N/A     | $79943100.00       | $68961256.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $77594700.00       | $77808056.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $77062900.00       | $78691249.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $197000.00         | $97526.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $46543700.00       | $45405473.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | N/A      | N/A     | $67970000.00       | $68970852.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | N/A      | N/A     | $106844300.00      | $100112414.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $89322700.00       | $91308958.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $48.67             | $20.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | N/A      | N/A     | $100.00            | $100.62            | U.S. Treasuries (including strips) |

### Security 196: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $5878706073.75
- **C.18.a - Value (excl. sponsor support):** $5878706073.75
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3KV4, C.4 - ISIN: US3130B3KV45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1496157608.40
- **C.18.a - Value (excl. sponsor support):** $1496157608.40
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **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):** $275186285.00
- **C.18.a - Value (excl. sponsor support):** $275186285.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64W3, C.4 - ISIN: US3130B64W35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999998950.00
- **C.18.a - Value (excl. sponsor support):** $999998950.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7R97, C.4 - ISIN: US3130B7R970, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $749654527.50
- **C.18.a - Value (excl. sponsor support):** $749654527.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $469370275.20
- **C.18.a - Value (excl. sponsor support):** $469370275.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 202: CITIBANK N.A. (REPO)

- **C.1 - Title:** CITIBANK N.A. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: 0CAN08KQ7
- **C.18 - Value (incl. sponsor support):** $6000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa3; Standard & Poor's Short Rating: A-1; Fitch Long Rating: AA-; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2049-11-15      | N/A      | N/A     | $2.40              | $1.60              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | N/A      | N/A     | $4.80              | $4.73              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | N/A      | N/A     | $2.40              | $2.24              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $2.40              | $2.42              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | N/A      | N/A     | $4.80              | $4.94              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | N/A      | N/A     | $2.40              | $2.36              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $32169.60          | $32302.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | N/A      | N/A     | $96.00             | $97.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $2.40              | $2.56              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $24.00             | $22.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $9.60              | $9.13              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-11      | N/A      | N/A     | $7.20              | $7.14              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $52.80             | $53.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | N/A      | N/A     | $194.40            | $215.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | N/A      | N/A     | $19591.20          | $19820.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | N/A      | N/A     | $15552.00          | $16020.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $2.40              | $2.48              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | N/A      | N/A     | $232180.80         | $217551.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | N/A      | N/A     | $2.40              | $2.39              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $12.00             | $8.48              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | N/A      | N/A     | $2.40              | $2.42              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $2911.20           | $2957.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | N/A      | N/A     | $2.40              | $1.89              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $2.40              | $2.39              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-14      | N/A      | N/A     | $165.60            | $161.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $7.20              | $7.26              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | N/A      | N/A     | $2.40              | $2.71              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $2.40              | $2.35              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | N/A      | N/A     | $2.40              | $2.47              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $216.00            | $212.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | N/A      | N/A     | $4.80              | $4.70              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $40243.20          | $40353.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | N/A      | N/A     | $464438.40         | $461010.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $79.20             | $78.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $4.80              | $4.74              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $9.60              | $9.05              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | N/A      | N/A     | $2.40              | $2.36              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-10-15      | N/A      | N/A     | $266.40            | $271.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $2.40              | $2.37              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $259.20            | $263.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | N/A      | N/A     | $4.80              | $4.91              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | N/A      | N/A     | $19.20             | $19.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $376.80            | $310.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $43.20             | $24.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | N/A      | N/A     | $2.40              | $2.26              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | N/A      | N/A     | $2.40              | $3.79              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | N/A      | N/A     | $156.00            | $146.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $1090881.60        | $1066472.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $2.40              | $2.38              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | N/A      | N/A     | $240.00            | $244.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $57.60             | $50.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | N/A      | N/A     | $2.40              | $2.46              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | N/A      | N/A     | $122436.00         | $120646.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | N/A      | N/A     | $81506.40          | $82780.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | N/A      | N/A     | $2.40              | $2.38              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | N/A      | N/A     | $2.40              | $2.09              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | N/A      | N/A     | $15604.80          | $20957.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | N/A      | N/A     | $9852.00           | $9232.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $4.80              | $4.93              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | N/A      | N/A     | $2.40              | $2.09              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $252.00            | $255.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | N/A      | N/A     | $4.80              | $4.82              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | N/A      | N/A     | $4752.00           | $5011.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | N/A      | N/A     | $21.60             | $18.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | N/A      | N/A     | $312.00            | $291.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | N/A      | N/A     | $16348.80          | $16767.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | N/A      | N/A     | $1852.80           | $1837.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $184.80            | $151.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | N/A      | N/A     | $2.40              | $2.45              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $69.60             | $41.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | N/A      | N/A     | $4.80              | $4.81              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | N/A      | N/A     | $44652.00          | $45841.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $2.40              | $2.38              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $2.40              | $2.41              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | N/A      | N/A     | $2.40              | $2.44              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | N/A      | N/A     | $249.60            | $246.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | N/A      | N/A     | $2.40              | $2.36              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $88.80             | $68.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $20697.60          | $20091.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | N/A      | N/A     | $59623.20          | $60663.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | N/A      | N/A     | $20786.40          | $22237.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $2.40              | $2.19              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | N/A      | N/A     | $7.20              | $7.29              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | N/A      | N/A     | $4.80              | $4.86              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $1003591.20        | $692374.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | N/A      | N/A     | $3794.40           | $3831.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | N/A      | N/A     | $3960.00           | $4088.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | N/A      | N/A     | $2.40              | $1.83              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | N/A      | N/A     | $2.40              | $2.62              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | N/A      | N/A     | $81.60             | $95.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | N/A      | N/A     | $7.20              | $7.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | N/A      | N/A     | $24.00             | $25.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-15      | N/A      | N/A     | $2.40              | $2.44              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | N/A      | N/A     | $48.00             | $48.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | N/A      | N/A     | $4.80              | $3.77              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-31      | N/A      | N/A     | $9.60              | $9.61              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | N/A      | N/A     | $9.60              | $9.66              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-15      | N/A      | N/A     | $38.40             | $38.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $33.60             | $31.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | N/A      | N/A     | $2.40              | $2.39              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | N/A      | N/A     | $418663.20         | $417496.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | N/A      | N/A     | $28.80             | $20.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | N/A      | N/A     | $47016.00          | $47710.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-06-30      | N/A      | N/A     | $2.40              | $2.44              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | N/A      | N/A     | $789415.20         | $799111.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | N/A      | N/A     | $157255.20         | $257285.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | N/A      | N/A     | $3112.80           | $3255.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | N/A      | N/A     | $2.40              | $2.45              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | N/A      | N/A     | $52.80             | $50.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | N/A      | N/A     | $12.00             | $9.67              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | N/A      | N/A     | $4.80              | $4.78              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $653613.60         | $412513.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-15      | N/A      | N/A     | $2.40              | $2.43              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | N/A      | N/A     | $4.80              | $4.83              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | N/A      | N/A     | $2.40              | $2.94              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $907850.40         | $1079997.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | N/A      | N/A     | $4.80              | $4.79              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | N/A      | N/A     | $4.80              | $4.63              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $48.00             | $48.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | N/A      | N/A     | $24.00             | $20.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | N/A      | N/A     | $2.40              | $1.84              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | N/A      | N/A     | $33.60             | $31.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | N/A      | N/A     | $4.80              | $4.81              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | N/A      | N/A     | $1668.00           | $1689.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $12.00             | $9.06              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | N/A      | N/A     | $9.60              | $9.38              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | N/A      | N/A     | $3532.80           | $3507.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | N/A      | N/A     | $45074.40          | $46334.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | N/A      | N/A     | $2.40              | $2.36              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | N/A      | N/A     | $2.40              | $2.35              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | N/A      | N/A     | $9.60              | $9.02              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | N/A      | N/A     | $7.20              | $5.64              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | N/A      | N/A     | $9.60              | $9.56              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | N/A      | N/A     | $2.40              | $2.38              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $1248.00           | $1251.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | N/A      | N/A     | $4.80              | $4.95              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | N/A      | N/A     | $2.40              | $2.27              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | N/A      | N/A     | $65618.40          | $66910.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | N/A      | N/A     | $460.80            | $488.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | N/A      | N/A     | $2.40              | $2.46              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | N/A      | N/A     | $4.80              | $4.52              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | N/A      | N/A     | $470.40            | $475.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $10245.60          | $15154.98          | U.S. Treasuries (including strips) |

### Security 203: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197480134.00
- **C.18.a - Value (excl. sponsor support):** $197480134.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2938883759.95
- **C.18.a - Value (excl. sponsor support):** $2938883759.95
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 205: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $374983421.25
- **C.18.a - Value (excl. sponsor support):** $374983421.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **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: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON08XU4
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Standard & Poor's Long Rating: A; Moody's Short Rating: P-1; Moody's Long Rating: A1; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $39441840.00       | $7265065.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $4326531.00        | $3391794.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $748590.00         | $724532.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1350151.00        | $823448.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | N/A      | N/A     | $2659280.00        | $1975184.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $1000.00           | $495.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $1000.00           | $297.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-09-01      | N/A      | N/A     | $13000.00          | $7663.31           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $595000.00         | $378077.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $1024.00           | $276.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $3070971.00        | $2936745.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $201666.00         | $178642.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $4101505.00        | $3842409.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | N/A      | N/A     | $7097381.00        | $2129537.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1070841.00        | $1069505.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $1131420.00        | $803164.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $503177.00         | $483605.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $1008.00           | $848.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | N/A      | N/A     | $1000.00           | $664.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1000.00           | $919.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-08-01      | N/A      | N/A     | $1000.00           | $9.81              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $2000.00           | $833.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $1067202.00        | $544873.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $582690.00         | $534412.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1648789.00        | $1446318.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | N/A      | N/A     | $10850000.00       | $6604459.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $6722508.00        | $6100857.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $2464396.00        | $2500707.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $72705.00          | $63720.52          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-10-01      | N/A      | N/A     | $57041744.00       | $5827019.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $400000.00         | $237162.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $1000.00           | $181.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $1022.00           | $243.23            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-09-01      | N/A      | N/A     | $1000.00           | $116.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $992394.00         | $996305.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | N/A      | N/A     | $1000.00           | $558.44            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1000.00           | $955.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $1325000.00        | $289205.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $745000.00         | $117870.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1380000.00        | $1139982.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1000.00           | $1009.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $18030690.00       | $12849122.82       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $1024.00           | $913.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $11381408.00       | $9000675.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $140135.00         | $57869.27          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $1000.00           | $697.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $12497.00          | $31.37             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $150000.00         | $141146.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $4216016.00        | $1245924.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $2508533.00        | $2232326.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $510000.00         | $135788.01         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-06-01      | N/A      | N/A     | $410000.00         | $37796.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $1317254.00        | $1313867.72        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $2548405.00        | $2648352.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $1000.00           | $62.16             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | N/A      | N/A     | $1000000.00        | $91872.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $1000.00           | $978.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1048971.00        | $1074287.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $2800000.00        | $832058.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | N/A      | N/A     | $724002.00         | $100482.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $1000.00           | $195.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $1000.00           | $420.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | N/A      | N/A     | $20492000.00       | $5184707.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | N/A      | N/A     | $2000.00           | $217.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $8180281.00        | $6992760.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1862442.00        | $1585801.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $4000000.00        | $550424.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $532000.00         | $178725.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $17480157.00       | $11535227.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $404000.00         | $395809.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1000.00           | $1017.01           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $12668864.00       | $8432977.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $475239.00         | $250775.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1037479.00        | $796424.63         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1000.00           | $864.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $35841718.00       | $9314606.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $259361.00         | $62051.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | N/A      | N/A     | $1000.00           | $397.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $181000.00         | $27330.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $48000000.00       | $14079701.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-04-01      | N/A      | N/A     | $1130336.00        | $78905.99          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1000.00           | $1065.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | N/A      | N/A     | $3039544.00        | $891569.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $9647750.00        | $8593857.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $1160000.00        | $1018558.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1068008.00        | $894154.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1675826.00        | $1472423.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $12077125.00       | $10997155.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $2266152.00        | $2197817.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1075392.00        | $873486.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $44497568.00       | $5476160.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | N/A      | N/A     | $700000.00         | $216268.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $96292864.00       | $8505562.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $1000.00           | $237.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $2632295.00        | $2620542.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $100307.00         | $83292.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $700000.00         | $182947.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $1000.00           | $723.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-01-01      | N/A      | N/A     | $1000.00           | $127.57            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-10-01      | N/A      | N/A     | $21000.00          | $13667.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $276152.00         | $51443.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $12486352.00       | $1641946.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $1094181.00        | $1026238.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1000.00           | $1006.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-01-01      | N/A      | N/A     | $88130304.00       | $13955030.81       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-10-01      | N/A      | N/A     | $1008.00           | $458.78            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1000.00           | $742.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $1000.00           | $143.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $4660503.00        | $4366223.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $1294.00           | $125.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | N/A      | N/A     | $120000.00         | $42934.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | N/A      | N/A     | $1107726.00        | $967434.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-06-01      | N/A      | N/A     | $5436040.00        | $1441589.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $2486969.00        | $297585.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $1000.00           | $857.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1216585.00        | $1276339.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1227556.00        | $1255405.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-12-01      | N/A      | N/A     | $2422956.00        | $82394.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $17692032.00       | $12793569.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $195000.00         | $33998.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1004.00           | $1045.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $1800000.00        | $571769.01         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $91000.00          | $75136.99          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $15596278.00       | $13969260.49       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-01-01      | N/A      | N/A     | $1000.00           | $558.75            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $1000.00           | $980.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $2108000.00        | $185356.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $1000.00           | $339.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $570000.00         | $95139.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | N/A      | N/A     | $15851007.00       | $1356617.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $1154000.00        | $390460.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1200000.00        | $831061.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | N/A      | N/A     | $392839.00         | $149642.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $3773300.00        | $3495387.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $453258.00         | $101546.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $1308848.00        | $1041949.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $68781.00          | $32716.29          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1417092.00        | $1317385.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $1187711.00        | $792022.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $2786852.00        | $725121.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $4100000.00        | $3234059.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $1000.00           | $221.24            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $455000.00         | $42752.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1000.00           | $856.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $3000000.00        | $539561.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $2000.00           | $1729.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $84976.00          | $63186.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $2000.00           | $1585.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | N/A      | N/A     | $790000.00         | $181376.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1410544.00        | $1355107.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $543720.00         | $575512.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $2019421.00        | $1158177.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1000.00           | $960.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1686686.00        | $1225170.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1000.00           | $919.51            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $13000.00          | $5704.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $5881744.00        | $5228875.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $623401.00         | $633686.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $1100000.00        | $245708.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $2036776.00        | $1836142.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1874290.00        | $1871464.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1000.00           | $957.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1000.00           | $794.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $5951000.00        | $1769612.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | N/A      | N/A     | $1000.00           | $110.45            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $353714.00         | $275375.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $320000.00         | $251682.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-02-01      | N/A      | N/A     | $5107860.00        | $1031499.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $1003.00           | $190.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $16696.00          | $7358.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $400000.00         | $291923.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $51000.00          | $28522.26          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $235000.00         | $217572.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $3174309.00        | $1877877.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | N/A      | N/A     | $1193331.00        | $987785.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1157558.00        | $769384.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1000.00           | $589.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $1000.00           | $262.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $373758.00         | $382953.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1444320.00        | $1455175.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $3423195.00        | $2746310.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $9289347.00        | $8285130.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | N/A      | N/A     | $1000.00           | $103.99            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $2331870.00        | $591323.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $4924453.00        | $4336436.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $668722.00         | $548400.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $52837760.00       | $16357404.68       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $853914.00         | $832813.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $3900000.00        | $707239.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | N/A      | N/A     | $1003.00           | $925.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2694144.00        | $2761933.97        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1000.00           | $878.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $2863150.00        | $1162793.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $1000.00           | $308.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1575225.00        | $1648512.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1008.00           | $982.06            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | N/A      | N/A     | $4000.00           | $3526.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $1236427.00        | $907947.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-07-01      | N/A      | N/A     | $1000.00           | $286.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1143385.00        | $1146175.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $114161.00         | $87981.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $1000.00           | $159.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | N/A      | N/A     | $262000.00         | $112199.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $200000.00         | $36736.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $150102272.00      | $12385246.97       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $9119517.00        | $7561516.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $2000.00           | $580.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $37920.00          | $34652.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $529000.00         | $136808.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $273908.00         | $204864.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | N/A      | N/A     | $7310000.00        | $400542.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $605000.00         | $73557.78          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $1356297.00        | $1066574.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | N/A      | N/A     | $1000.00           | $737.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $305000.00         | $61087.68          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $19529248.00       | $17727209.11       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $1000.00           | $745.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-10-01      | N/A      | N/A     | $154956.00         | $33483.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $279286.00         | $250903.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $577831.00         | $493035.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $1600000.00        | $241344.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-06-01      | N/A      | N/A     | $1000.00           | $181.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $901772.00         | $931367.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $165811.00         | $36250.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $400000.00         | $310893.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $780673.00         | $308059.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | N/A      | N/A     | $1000.00           | $132.82            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1000.00           | $965.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1042000.00        | $1034287.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | N/A      | N/A     | $6574864.00        | $5680444.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $1000.00           | $66.27             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $237369.00         | $173518.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1000.00           | $943.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $3878000.00        | $3621019.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-06-01      | N/A      | N/A     | $1000.00           | $211.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $5505611.00        | $4619170.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1000.00           | $839.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1000.00           | $769.51            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1001.00           | $686.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1149691.00        | $1208549.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $42100000.00       | $6813718.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1531748.00        | $416342.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $1000.00           | $224.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $1057000.00        | $156584.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2610369.00        | $2662161.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-08-01      | N/A      | N/A     | $59000.00          | $27223.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $2687500.00        | $782331.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $165773.00         | $148626.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $453333.00         | $454838.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-11-01      | N/A      | N/A     | $1000.00           | $181.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | N/A      | N/A     | $500000.00         | $97075.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $25999000.00       | $3864509.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1150008.00        | $807249.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $2000.00           | $1401.82           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $1150000.00        | $967852.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $1000.00           | $248.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | N/A      | N/A     | $39888320.00       | $7408966.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $329000.00         | $209763.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $4597168.00        | $645810.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $1008.00           | $277.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $100000.00         | $77302.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $1000.00           | $568.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $250000.00         | $98209.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | N/A      | N/A     | $1569502.00        | $1055662.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1308020.00        | $1366816.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1000.00           | $876.92            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-08-01      | N/A      | N/A     | $134697.00         | $94116.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | N/A      | N/A     | $1281.00           | $158.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | N/A      | N/A     | $100000.00         | $56725.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $50152.00          | $37492.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $1000.00           | $962.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $3718268.00        | $3586053.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1024.00           | $975.25            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1000.00           | $984.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $8422707.00        | $5047610.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $1024.00           | $201.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $11014740.00       | $1801819.92        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $431983.00         | $329201.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $408994.00         | $301094.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $8918360.00        | $3019826.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1024.00           | $910.65            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $1000.00           | $681.18            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000.00           | $850.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $2931312.00        | $2575178.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $1000.00           | $897.85            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1000.00           | $863.16            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $7439555.00        | $7057090.72        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1000.00           | $844.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $1057026.00        | $215310.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $800001.00         | $90012.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | N/A      | N/A     | $1000000.00        | $197893.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1579830.00        | $1429521.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $4117521.00        | $2488127.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | N/A      | N/A     | $170000.00         | $49634.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $10000000.00       | $2343913.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1114638.00        | $882569.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $500000.00         | $82174.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $2524596.00        | $2208817.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | N/A      | N/A     | $1000.00           | $642.57            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $5056895.00        | $4789134.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1405262.00        | $1404412.15        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-06-01      | N/A      | N/A     | $1000.00           | $613.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $1040.00           | $715.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2063-06-01      | N/A      | N/A     | $1612028.00        | $1304716.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | N/A      | N/A     | $34291576.00       | $2884071.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $238726.00         | $165196.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $4499289.00        | $3660485.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $34258985.00       | $15663856.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $1000.00           | $168.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $300000.00         | $189969.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $636705.00         | $485957.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $2901625.00        | $2886108.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1070766.00        | $1079666.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-04-01      | N/A      | N/A     | $10826806.00       | $2317194.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $2700000.00        | $456127.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | N/A      | N/A     | $307289.00         | $308747.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $6978375.00        | $6415545.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | N/A      | N/A     | $1000.00           | $116.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-01-01      | N/A      | N/A     | $15424405.00       | $56216.54          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $1044323.00        | $703162.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $1291.00           | $279.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $8745263.00        | $7041446.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $1000.00           | $569.76            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $500000.00         | $327168.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1947179.00        | $1888335.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $10000.00          | $8577.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | N/A      | N/A     | $5400000.00        | $644639.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $1000.00           | $534.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $779150.00         | $467568.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-01-01      | N/A      | N/A     | $3000.00           | $2700.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $6488896.00        | $1258746.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $13985014.00       | $13669001.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $39829763.00       | $8172772.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-10-01      | N/A      | N/A     | $1000.00           | $484.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-03-01      | N/A      | N/A     | $574754.00         | $31977.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $2071452.00        | $2107777.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $1000.00           | $694.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1272169.00        | $1091732.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $1000.00           | $764.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $74951357.00       | $6011069.68        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $39000.00          | $31264.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $3000.00           | $2652.14           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $1000.00           | $262.02            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $657691.00         | $584066.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-02-01      | N/A      | N/A     | $1000.00           | $179.31            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | N/A      | N/A     | $1000.00           | $911.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $5000.00           | $722.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | N/A      | N/A     | $1238.00           | $9.85              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $2864432.00        | $710557.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $30999840.00       | $4936324.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $4314815.00        | $4382357.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $1000.00           | $1006.62           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $16185344.00       | $13007882.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1022.31           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $8128000.00        | $6164532.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1637565.00        | $756923.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $1000.00           | $909.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $17940185.00       | $8645403.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $11065560.00       | $7497935.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $73103488.00       | $15355789.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $182000.00         | $64848.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | N/A      | N/A     | $1000.00           | $142.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | N/A      | N/A     | $409000.00         | $68297.28          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $1000.00           | $627.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $470000.00         | $231489.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | N/A      | N/A     | $2613878.00        | $2228186.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $2381730.00        | $2276998.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1036000.00        | $921432.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $1000.00           | $51.45             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $8063885.00        | $6658731.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $150000.00         | $126472.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $8612653.00        | $6259061.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | N/A      | N/A     | $10506316.00       | $5010323.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1024.00           | $986.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1432253.00        | $1430275.26        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-06-01      | N/A      | N/A     | $1073300.00        | $515737.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | N/A      | N/A     | $10480530.00       | $5701693.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $300000.00         | $118529.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $3000.00           | $2980.28           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $1434526.00        | $912270.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | N/A      | N/A     | $1260360.00        | $617088.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $2219000.00        | $1846579.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | N/A      | N/A     | $1466.00           | $293.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1133420.00        | $1153301.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | N/A      | N/A     | $1024.00           | $716.05            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $19960480.00       | $14939857.41       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-02-01      | N/A      | N/A     | $1280.00           | $382.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | N/A      | N/A     | $1000.00           | $1045.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $1000.00           | $176.10            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1000.00           | $913.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1019530.00        | $639974.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $4603378.00        | $983591.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2137039.00        | $2174962.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $4899872.00        | $3953033.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $3833844.00        | $2270255.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $40535313.00       | $17960042.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $19715904.00       | $6726094.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1000.00           | $925.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $363373.00         | $264116.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $2438987.00        | $2027560.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $12759696.00       | $2221493.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $99000.00          | $91372.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1000.00           | $890.13            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $500000.00         | $435982.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $1000.00           | $319.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | N/A      | N/A     | $1291000.00        | $224031.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | N/A      | N/A     | $100000.00         | $26762.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $4455682.00        | $1187368.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $19129522.00       | $5199932.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $1329668.00        | $890752.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | N/A      | N/A     | $7497380.00        | $5610224.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $1000.00           | $713.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $300000.00         | $59772.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-03-01      | N/A      | N/A     | $659390.00         | $33262.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | N/A      | N/A     | $6959.00           | $2383.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1380686.00        | $1160497.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | N/A      | N/A     | $1000.00           | $101.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1156400.00        | $1220520.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $1000.00           | $889.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $962031.00         | $948268.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $2000000.00        | $200751.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $18776785.00       | $15228966.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $1000.00           | $154.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1000.00           | $763.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $253534.00         | $34963.99          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-04-01      | N/A      | N/A     | $850000.00         | $33493.71          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $50000.00          | $36917.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $27127520.00       | $4233896.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | N/A      | N/A     | $1000.00           | $8.68              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | N/A      | N/A     | $900000.00         | $202554.07         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $13000.00          | $8051.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $1251819.00        | $880512.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1000.00           | $731.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | N/A      | N/A     | $189000.00         | $127787.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $1000.00           | $148.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1412875.00        | $1422114.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1000.00           | $968.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | N/A      | N/A     | $3925356.00        | $3737919.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | N/A      | N/A     | $350000.00         | $50732.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $2385000.00        | $555019.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $33000.00          | $26132.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | N/A      | N/A     | $785281.00         | $189820.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $1000.00           | $210.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1000.00           | $834.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $1384670.00        | $369823.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | N/A      | N/A     | $49100.00          | $1843.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $1180800.00        | $1144299.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $200000.00         | $171448.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $1000.00           | $717.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1035.75           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $1000.00           | $926.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | N/A      | N/A     | $82659712.00       | $18133120.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1000.00           | $768.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $5322672.00        | $5132212.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1482435.00        | $1206855.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $400000.00         | $61326.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $7680008.00        | $5065307.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1000.00           | $951.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $1000.00           | $409.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $1016.00           | $102.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | N/A      | N/A     | $2029000.00        | $957905.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | N/A      | N/A     | $1366820.00        | $1380826.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $9140030.00        | $7487074.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $2766236.00        | $2803660.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1718194.00        | $1589464.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | N/A      | N/A     | $23598592.00       | $4470942.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1000.00           | $924.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | N/A      | N/A     | $19753263.00       | $17650387.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | N/A      | N/A     | $2250055.00        | $1496629.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | N/A      | N/A     | $2000.00           | $312.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $1000.00           | $618.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | N/A      | N/A     | $42486911.00       | $11910716.63       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-03-01      | N/A      | N/A     | $1347000.00        | $202275.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | N/A      | N/A     | $1000.00           | $108.76            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $280000.00         | $184234.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | N/A      | N/A     | $1000.00           | $572.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $319916.00         | $263013.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $194798.00         | $25240.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $1999.00           | $361.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $1000.00           | $707.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | N/A      | N/A     | $32343680.00       | $5763635.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1142586.00        | $696234.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $278207.00         | $212946.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-06-01      | N/A      | N/A     | $8000.00           | $5962.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | N/A      | N/A     | $20000000.00       | $360819.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $1000.00           | $566.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2023938.00        | $2021157.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1657375.00        | $810423.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $33314060.00       | $7185047.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | N/A      | N/A     | $1024.00           | $683.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-12-01      | N/A      | N/A     | $100000.00         | $64261.51          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $200000.00         | $115302.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | N/A      | N/A     | $372000.00         | $152907.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1000.00           | $1059.62           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $1024.00           | $810.04            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $100000.00         | $84395.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $34001.00          | $26376.83          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1000.00           | $933.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-05-01      | N/A      | N/A     | $140000.00         | $38215.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $49996880.00       | $16238889.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | N/A      | N/A     | $351685.00         | $264368.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1015434.00        | $1036483.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | N/A      | N/A     | $1331564.00        | $26303.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $60000.00          | $40324.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | N/A      | N/A     | $3879752.00        | $3604998.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $4480658.00        | $3602962.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | N/A      | N/A     | $120000.00         | $61993.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $75182160.00       | $15817788.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $64448128.00       | $14176142.57       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1000.00           | $988.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $66983168.00       | $7689193.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $250000.00         | $204821.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | N/A      | N/A     | $100000.00         | $29381.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1000.00           | $1018.15           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $2547870.00        | $1589799.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $3105516.00        | $3191300.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1099923.00        | $1148766.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-01-01      | N/A      | N/A     | $1000.00           | $147.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $1000.00           | $630.82            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $2000.00           | $1740.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1071592.00        | $1143080.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | N/A      | N/A     | $3910762.00        | $91321.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | N/A      | N/A     | $7844270.00        | $6022213.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $2707264.00        | $2744798.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $265000.00         | $156326.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | N/A      | N/A     | $4090000.00        | $1205631.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $109935.00         | $65658.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2061-07-01      | N/A      | N/A     | $1000.00           | $552.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $33593344.00       | $17712660.59       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $110000.00         | $57922.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-04-01      | N/A      | N/A     | $5436649.00        | $72382.15          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | N/A      | N/A     | $11254860.00       | $9569559.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $20732341.00       | $12281910.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | N/A      | N/A     | $4267824.00        | $554542.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $866819.00         | $603939.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1000.00           | $811.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $1332823.00        | $714693.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | N/A      | N/A     | $300000.00         | $124807.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1210251.00        | $900909.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | N/A      | N/A     | $1000.00           | $209.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $20447331.00       | $14951504.61       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $220000.00         | $176670.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $1013297.00        | $935526.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $1000.00           | $864.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $1000.00           | $704.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $1000.00           | $803.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1000.00           | $1052.43           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $6681265.00        | $5140876.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $6424893.00        | $5157661.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $1000.00           | $484.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $450000.00         | $170506.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $302747.00         | $303812.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $1081264.00        | $1123668.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | N/A      | N/A     | $200000.00         | $26452.52          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $13000.00          | $8472.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | N/A      | N/A     | $1000.00           | $657.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-02-01      | N/A      | N/A     | $9908824.00        | $983958.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $513992.00         | $484780.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | N/A      | N/A     | $468356.00         | $109353.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1000.00           | $692.39            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | N/A      | N/A     | $1000.00           | $117.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | N/A      | N/A     | $143334.00         | $67603.88          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | N/A      | N/A     | $1000.00           | $464.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | N/A      | N/A     | $1000.00           | $798.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $11043392.00       | $2729548.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $61774.00          | $47506.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | N/A      | N/A     | $1000.00           | $918.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $4419000.00        | $561695.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-05-01      | N/A      | N/A     | $2330000.00        | $245827.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1000.00           | $754.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | N/A      | N/A     | $1000.00           | $111.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | N/A      | N/A     | $1542522.00        | $1603054.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | N/A      | N/A     | $1000.00           | $241.60            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | N/A      | N/A     | $1001.00           | $94.19             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1000.00           | $767.49            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | N/A      | N/A     | $1000.00           | $182.22            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $159879.00         | $121950.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | N/A      | N/A     | $505000.00         | $56724.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1328376.00        | $1377592.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1685952.00        | $1629030.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | N/A      | N/A     | $984000.00         | $117625.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1171248.00        | $1071172.69        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | N/A      | N/A     | $8319223.00        | $8612245.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1000.00           | $748.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | N/A      | N/A     | $1000.00           | $180.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $529741.00         | $531114.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-03-01      | N/A      | N/A     | $1000.00           | $371.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $1988620.00        | $1272250.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | N/A      | N/A     | $21416160.00       | $7199746.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $58000.00          | $50797.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-01-01      | N/A      | N/A     | $107077854.00      | $12685493.75       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $1118092.00        | $934631.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-09-01      | N/A      | N/A     | $7716704.00        | $236498.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $826942.00         | $757956.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $100001.00         | $66203.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $125019.00         | $125913.79         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | N/A      | N/A     | $1000.00           | $181.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | N/A      | N/A     | $263616.00         | $271558.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | N/A      | N/A     | $1311772.00        | $295785.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $1000.00           | $680.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-12-01      | N/A      | N/A     | $1000.00           | $33.87             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $2346924.00        | $1717283.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1508510.00        | $1500601.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $1023735.00        | $720066.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $463523.00         | $359961.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $4318416.00        | $2977017.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | N/A      | N/A     | $30208848.00       | $4761037.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | N/A      | N/A     | $950000.00         | $73449.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $2949063.00        | $1994360.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | N/A      | N/A     | $1000.00           | $575.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $209848.00         | $149310.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $4241036.00        | $4388297.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $63801.00          | $50530.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $515000.00         | $183931.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $847.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1000.00           | $715.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1000.00           | $900.23            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $300000.00         | $223021.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | N/A      | N/A     | $1000.00           | $279.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $85000.00          | $35981.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | N/A      | N/A     | $10000000.00       | $2144194.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | N/A      | N/A     | $58183616.00       | $16296876.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | N/A      | N/A     | $2000000.00        | $1897321.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | N/A      | N/A     | $70945024.00       | $14513137.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $2085000.00        | $1736956.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | N/A      | N/A     | $1000.00           | $207.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $71000.00          | $55029.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $11626179.00       | $11844025.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1000906.00        | $926861.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | N/A      | N/A     | $1022.00           | $277.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-08-01      | N/A      | N/A     | $43939721.00       | $327112.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $1216484.00        | $1205020.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $5162952.00        | $134781.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $1000.00           | $742.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $5123586.00        | $5379857.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | N/A      | N/A     | $1000.00           | $250.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1347998.00        | $989182.38         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | N/A      | N/A     | $1000.00           | $718.43            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $1323485.00        | $576255.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-12-01      | N/A      | N/A     | $3750989.00        | $294556.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $250000.00         | $64748.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1000.00           | $874.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-06-01      | N/A      | N/A     | $59999.00          | $42481.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | N/A      | N/A     | $4710690.00        | $3315081.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | N/A      | N/A     | $600000.00         | $243775.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $995831.00         | $1011169.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $9999.00           | $6644.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | N/A      | N/A     | $11961254.00       | $4757229.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $1694100.00        | $290001.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $1000.00           | $200.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $1024.00           | $99.44             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-02-01      | N/A      | N/A     | $1002.00           | $24.68             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000.00           | $723.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | N/A      | N/A     | $1000.00           | $896.18            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | N/A      | N/A     | $1000.00           | $605.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | N/A      | N/A     | $1000.00           | $940.20            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | N/A      | N/A     | $1024.00           | $672.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $11708554.00       | $10064483.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | N/A      | N/A     | $199000.00         | $36924.21          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $125000.00         | $99597.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | N/A      | N/A     | $1537948.00        | $153776.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | N/A      | N/A     | $1000.00           | $312.28            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $2103354.00        | $1299905.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | N/A      | N/A     | $9763184.00        | $9671726.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $1098675.00        | $828648.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $91000.00          | $65867.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $81743256.00       | $15218775.03       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $2005007.00        | $2037948.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1579942.00        | $1156113.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | N/A      | N/A     | $67407232.00       | $9120849.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | N/A      | N/A     | $9850000.00        | $92891.72          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $329048.00         | $304620.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | N/A      | N/A     | $12952.00          | $10582.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $7034032.00        | $5759918.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | N/A      | N/A     | $20340032.00       | $4458343.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | N/A      | N/A     | $1000.00           | $173.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1000.00           | $892.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $41000.00          | $29331.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1017.83           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $1000.00           | $666.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-01-01      | N/A      | N/A     | $223258.00         | $47707.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1300000.00        | $1007810.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $1273899.00        | $352550.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1081242.00        | $1084366.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | N/A      | N/A     | $1215800.00        | $1178313.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $4722025.00        | $4817258.92        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $2594094.00        | $2516318.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $3653496.00        | $3619070.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $156701.00         | $31960.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | N/A      | N/A     | $1961829.00        | $1359966.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1133434.00        | $1133061.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $51851275.00       | $12422413.26       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | N/A      | N/A     | $2000.00           | $625.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $1000.00           | $119.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $1542552.00        | $1488318.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | N/A      | N/A     | $1000.00           | $358.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $1024.00           | $107.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $7111520.00        | $1323933.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $1019162.00        | $713434.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1000.00           | $1010.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $500000.00         | $133791.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $850000.00         | $78159.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | N/A      | N/A     | $1009.00           | $194.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $302582.00         | $177582.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-05-01      | N/A      | N/A     | $249000.00         | $26126.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | N/A      | N/A     | $4116744.00        | $354093.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | N/A      | N/A     | $14000.00          | $10772.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | N/A      | N/A     | $793754.00         | $811634.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | N/A      | N/A     | $4708048.00        | $1229665.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-05-01      | N/A      | N/A     | $1000.00           | $480.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | N/A      | N/A     | $493295.00         | $516526.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $1205682.00        | $1121108.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | N/A      | N/A     | $105000.00         | $54823.97          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $1000.00           | $542.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1037.54           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $52076.00          | $38932.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $1000.00           | $601.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | N/A      | N/A     | $172916736.00      | $12481962.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1031.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1806496.00        | $1904254.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $1931447.00        | $1414515.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | N/A      | N/A     | $2058000.00        | $1701945.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $1739406.00        | $1221226.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $15963567.00       | $16420300.73       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1394043.00        | $1245763.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-12-01      | N/A      | N/A     | $1000.00           | $371.40            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-02-01      | N/A      | N/A     | $19000999.00       | $6334481.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $714.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | N/A      | N/A     | $5394512.00        | $4474305.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $100000.00         | $80969.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $1024.00           | $1029.24           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | N/A      | N/A     | $1000.00           | $954.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1000.00           | $871.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | N/A      | N/A     | $181000.00         | $25507.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | N/A      | N/A     | $50073408.00       | $15870085.80       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | N/A      | N/A     | $625348.00         | $436627.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-02-01      | N/A      | N/A     | $12000.00          | $8148.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | N/A      | N/A     | $12050355.00       | $7103947.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1000.00           | $1038.12           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $79246.00          | $64395.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1000.00           | $826.44            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $12527379.00       | $9210166.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1505655.00        | $1563924.69        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | N/A      | N/A     | $230000.00         | $152133.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-01      | N/A      | N/A     | $2300000.00        | $1375627.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $6450000.00        | $4907718.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $704.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $5207095.00        | $2279113.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | N/A      | N/A     | $1000.00           | $275.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | N/A      | N/A     | $64505856.00       | $9649063.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $340000.00         | $50878.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | N/A      | N/A     | $1000.00           | $264.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | N/A      | N/A     | $1000.00           | $704.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | N/A      | N/A     | $3996032.00        | $3431159.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | N/A      | N/A     | $1276464.00        | $226566.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $7265105.00        | $1451432.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1000.00           | $893.62            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1000.00           | $1037.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | N/A      | N/A     | $18369504.00       | $4261995.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | N/A      | N/A     | $1000.00           | $988.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $3512872.00        | $3557657.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $60000.00          | $44048.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $95181.00          | $71243.54          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | N/A      | N/A     | $3500000.00        | $2745574.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | N/A      | N/A     | $154395136.00      | $11988163.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | N/A      | N/A     | $12584020.00       | $2040308.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $305188.00         | $243076.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | N/A      | N/A     | $2083360.00        | $2083980.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $1000.00           | $591.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $1040582.00        | $867960.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-04-01      | N/A      | N/A     | $440399.00         | $53516.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | N/A      | N/A     | $226339.00         | $145887.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $27276.00          | $24539.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | N/A      | N/A     | $4180420.00        | $4369706.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-09-01      | N/A      | N/A     | $779957.00         | $78562.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $180000.00         | $34146.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | N/A      | N/A     | $1000.00           | $800.56            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | N/A      | N/A     | $1000.00           | $134.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | N/A      | N/A     | $1000.00           | $357.93            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $4907.00           | $3620.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | N/A      | N/A     | $1352340.00        | $1118722.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1000.00           | $977.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | N/A      | N/A     | $1000.00           | $183.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1000.00           | $1002.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | N/A      | N/A     | $1078500.00        | $300769.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $5999999.00        | $5587019.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-09-01      | N/A      | N/A     | $13000.00          | $9978.37           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | N/A      | N/A     | $35000.00          | $29904.54          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | N/A      | N/A     | $1600500.00        | $1247331.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | N/A      | N/A     | $1024.00           | $147.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | N/A      | N/A     | $30000000.00       | $4870930.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | N/A      | N/A     | $1000.00           | $118.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | N/A      | N/A     | $1332520.00        | $1381911.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | N/A      | N/A     | $1000.00           | $133.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | N/A      | N/A     | $7453184.00        | $1102734.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | N/A      | N/A     | $5998906.00        | $6011931.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | N/A      | N/A     | $3760899.00        | $3760514.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | N/A      | N/A     | $1954000.00        | $1281805.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | N/A      | N/A     | $10041380.00       | $8040185.97        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | N/A      | N/A     | $1000.00           | $892.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $1000.00           | $523.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | N/A      | N/A     | $104825491.00      | $14017892.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $1000.00           | $256.25            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-03-01      | N/A      | N/A     | $5854.00           | $580.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | N/A      | N/A     | $4990000.00        | $756279.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $1000.00           | $881.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | N/A      | N/A     | $33001.00          | $28323.88          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | N/A      | N/A     | $14906589.00       | $11992925.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1519400.00        | $1567829.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $1630885.00        | $1466801.97        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1000.00           | $942.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | N/A      | N/A     | $9588080.00        | $1795784.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | N/A      | N/A     | $413969.00         | $169923.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $1000.00           | $677.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $3831875.00        | $3432274.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $2410819.00        | $666963.80         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $7755190.00        | $7448155.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | N/A      | N/A     | $100000.00         | $75479.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | N/A      | N/A     | $1200000.00        | $286129.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-05-01      | N/A      | N/A     | $1185.00           | $0.93              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | N/A      | N/A     | $1000.00           | $997.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1000.00           | $766.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-10-01      | N/A      | N/A     | $1000.00           | $604.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | N/A      | N/A     | $100000.00         | $48915.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-01-01      | N/A      | N/A     | $2002.00           | $130.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-06-01      | N/A      | N/A     | $200000.00         | $134133.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $5129976.00        | $4867823.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | N/A      | N/A     | $217900.00         | $179477.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | N/A      | N/A     | $2000.00           | $1532.65           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | N/A      | N/A     | $1000.00           | $971.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | N/A      | N/A     | $8000000.00        | $3980815.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | N/A      | N/A     | $1039659.00        | $942388.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | N/A      | N/A     | $4330010.00        | $2113416.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | N/A      | N/A     | $1000.00           | $175.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1000.00           | $1034.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | N/A      | N/A     | $1099755.00        | $816876.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-10-01      | N/A      | N/A     | $2000.00           | $860.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | N/A      | N/A     | $198267.00         | $51441.39          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $3050051.00        | $3023788.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | N/A      | N/A     | $49000.00          | $29837.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | N/A      | N/A     | $5027003.00        | $3078672.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | N/A      | N/A     | $1000.00           | $905.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | N/A      | N/A     | $4147305.00        | $50176.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $1000.00           | $968.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | N/A      | N/A     | $95000.00          | $50048.97          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | N/A      | N/A     | $207284.00         | $118534.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | N/A      | N/A     | $95726.00          | $26896.35          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | N/A      | N/A     | $1370000.00        | $1061235.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | N/A      | N/A     | $14306992.00       | $3802603.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | N/A      | N/A     | $4997000.00        | $4178435.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | N/A      | N/A     | $11054622.00       | $9169925.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | N/A      | N/A     | $1000.00           | $912.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $152906.00         | $155561.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | N/A      | N/A     | $1000.00           | $597.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | N/A      | N/A     | $49000.00          | $30998.97          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | N/A      | N/A     | $237020.00         | $66839.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | N/A      | N/A     | $1000.00           | $934.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | N/A      | N/A     | $1026489.00        | $828315.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | N/A      | N/A     | $59020416.00       | $8294929.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | N/A      | N/A     | $5348905.00        | $4020017.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | N/A      | N/A     | $13289024.00       | $13366957.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | N/A      | N/A     | $18378215.00       | $16813788.78       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | N/A      | N/A     | $1000.00           | $503.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | N/A      | N/A     | $500000.00         | $26174.52          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | N/A      | N/A     | $8360368.00        | $7315698.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-12-01      | N/A      | N/A     | $2917602.00        | $734902.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | N/A      | N/A     | $16750000.00       | $4865084.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | N/A      | N/A     | $32418.00          | $30450.59          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-10-01      | N/A      | N/A     | $1000.00           | $613.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | N/A      | N/A     | $1000.00           | $1037.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | N/A      | N/A     | $92633.00          | $58752.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | N/A      | N/A     | $1000.00           | $1035.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | N/A      | N/A     | $1000.00           | $242.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | N/A      | N/A     | $1000.00           | $587.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | N/A      | N/A     | $10838781.00       | $11089975.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | N/A      | N/A     | $1243750.00        | $1215630.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | N/A      | N/A     | $1207220.00        | $1225312.16        | Agency Mortgage-Backed Securities |

### Security 207: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $650519758.62
- **C.18.a - Value (excl. sponsor support):** $650519758.62
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $6074028949.65
- **C.18.a - Value (excl. sponsor support):** $6074028949.65
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 209: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7C9, C.4 - ISIN: US3133ER7C98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $529978137.50
- **C.18.a - Value (excl. sponsor support):** $529978137.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **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):** $721310544.48
- **C.18.a - Value (excl. sponsor support):** $721310544.48
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 211: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XP6, C.4 - ISIN: US3130B6XP60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999981230.00
- **C.18.a - Value (excl. sponsor support):** $999981230.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011AA5
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa3; Standard & Poor's Long Rating: A+; Fitch Long Rating: AA-; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2030-02-15      | N/A      | N/A     | $68.27             | $57.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | N/A      | N/A     | $29.24             | $9.04              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | N/A      | N/A     | $164.74            | $52.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | N/A      | N/A     | $946600.00         | $1001545.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | N/A      | N/A     | $91216500.00       | $101745549.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | N/A      | N/A     | $300.00            | $79.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $200.00            | $78.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | N/A      | N/A     | $135.25            | $54.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $70200.00          | $40420.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | N/A      | N/A     | $268.90            | $265.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | N/A      | N/A     | $30.42             | $9.08              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | N/A      | N/A     | $6115000.00        | $2291908.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | N/A      | N/A     | $193400.00         | $54455.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | N/A      | N/A     | $1000.00           | $380.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | N/A      | N/A     | $26.73             | $14.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | N/A      | N/A     | $1.79              | $1.02              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $100.00            | $34.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | N/A      | N/A     | $24.17             | $16.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | N/A      | N/A     | $0.93              | $0.65              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | N/A      | N/A     | $4278000.00        | $1047194.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | N/A      | N/A     | $61.44             | $30.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | N/A      | N/A     | $3.85              | $1.46              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | N/A      | N/A     | $0.51              | $0.15              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | N/A      | N/A     | $300.00            | $105.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | N/A      | N/A     | $4289500.00        | $2221532.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | N/A      | N/A     | $26.57             | $15.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | N/A      | N/A     | $1880378.99        | $1392819.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $501700.00         | $151386.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | N/A      | N/A     | $22800.00          | $22967.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | N/A      | N/A     | $300.00            | $78.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | N/A      | N/A     | $160800.00         | $155184.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | N/A      | N/A     | $48.56             | $30.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-25      | N/A      | N/A     | $340796500.00      | $338676745.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | N/A      | N/A     | $53.90             | $15.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | N/A      | N/A     | $43326.56          | $25465.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | N/A      | N/A     | $7.07              | $2.13              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | N/A      | N/A     | $600.00            | $529.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | N/A      | N/A     | $8427800.00        | $8331017.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | N/A      | N/A     | $1800200.00        | $1751891.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | N/A      | N/A     | $27.49             | $13.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | N/A      | N/A     | $400.00            | $114.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | N/A      | N/A     | $28682.75          | $13048.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | N/A      | N/A     | $13.20             | $7.44              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | N/A      | N/A     | $26.66             | $11.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | N/A      | N/A     | $182172.20         | $109983.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | N/A      | N/A     | $5.64              | $1.92              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | N/A      | N/A     | $200.00            | $53.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | N/A      | N/A     | $100.00            | $107.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | N/A      | N/A     | $111.23            | $78.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | N/A      | N/A     | $10003700.00       | $9379549.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | N/A      | N/A     | $12000.00          | $11782.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | N/A      | N/A     | $62.79             | $48.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | N/A      | N/A     | $535.69            | $150.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | N/A      | N/A     | $56.82             | $46.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | N/A      | N/A     | $293029600.00      | $307704439.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | N/A      | N/A     | $10.00             | $7.15              | U.S. Treasuries (including strips) |

### Security 213: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75057943.50
- **C.18.a - Value (excl. sponsor support):** $75057943.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 214: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **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: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG15YS8
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1; Standard & Poor's Short Rating: A-1; Fitch Long Rating: A+; Standard & Poor's Long Rating: A+; Moody's Long Rating: A1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2032-12-15      | N/A      | N/A     | $470167.00         | $1146.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-07-15      | N/A      | N/A     | $1887114.00        | $48059.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-04-15      | N/A      | N/A     | $1320750.00        | $880.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-06-16      | N/A      | N/A     | $3233338.00        | $1137955.71        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-10-25      | N/A      | N/A     | $10000000.00       | $6553363.33        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $567000.00         | $969.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2071-07-20      | N/A      | N/A     | $2000000.00        | $1799170.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-10-15      | N/A      | N/A     | $26000.00          | $367.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-25      | N/A      | N/A     | $50000000.00       | $45245997.55       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2027-03-15      | N/A      | N/A     | $2811649.00        | $287.61            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $25000000.00       | $27503.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $13706776.00       | $14230.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-05-15      | N/A      | N/A     | $48114074.00       | $1992.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2074-01-20      | N/A      | N/A     | $1091601.00        | $858434.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $2068470.00        | $19845.74          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $64000.00          | $55.84             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $58393944.00       | $16256.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-16      | N/A      | N/A     | $25254943.00       | $25098879.23       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-11-25      | N/A      | N/A     | $19812717.00       | $16990178.35       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2063-05-16      | N/A      | N/A     | $30000.00          | $20624.59          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $170000.00         | $240.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-25      | N/A      | N/A     | $250000.00         | $22724.47          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-09-15      | N/A      | N/A     | $1861000.00        | $18832.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-15      | N/A      | N/A     | $102000000.00      | $5103087.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | N/A      | N/A     | $3233279.00        | $2744905.43        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $190503732.00      | $17238.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-15      | N/A      | N/A     | $1824.00           | $1418.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-25      | N/A      | N/A     | $60470000.00       | $59753638.28       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2034-12-20      | N/A      | N/A     | $26469497.00       | $22522486.91       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-10-25      | N/A      | N/A     | $4842323.00        | $2281307.74        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $23607776.00       | $23530262.57       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $606000.00         | $496.92            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-09-15      | N/A      | N/A     | $135000.00         | $206.98            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-07-15      | N/A      | N/A     | $22001.00          | $23.47             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $539518.00         | $115.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-07-15      | N/A      | N/A     | $247447.00         | $44.94             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | N/A      | N/A     | $146000.00         | $5069.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-11-20      | N/A      | N/A     | $5000000.00        | $4550721.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-01-15      | N/A      | N/A     | $5480000.00        | $61900.88          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-04-25      | N/A      | N/A     | $1815240.00        | $1783213.12        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $4660704.00        | $4163.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $139791.00         | $790.47            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $770786.00         | $63.77             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $90570.00          | $28.40             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-25      | N/A      | N/A     | $100057004.00      | $65513038.99       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1000.00           | $919.25            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-05-20      | N/A      | N/A     | $1000000.00        | $865176.93         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-10-16      | N/A      | N/A     | $480000.00         | $441868.97         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | N/A      | N/A     | $12063.00          | $10185.82          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2030-12-15      | N/A      | N/A     | $171000.00         | $244.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $5815474.00        | $28409.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-12-15      | N/A      | N/A     | $18289168.00       | $14302.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-15      | N/A      | N/A     | $719759.00         | $42344.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-06-15      | N/A      | N/A     | $10889.00          | $129.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | N/A      | N/A     | $854435.00         | $836723.23         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-02-25      | N/A      | N/A     | $7472818.00        | $5233581.12        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2033-01-15      | N/A      | N/A     | $1360220.00        | $3728.96           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-07-20      | N/A      | N/A     | $11893420.00       | $11979297.74       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-03-16      | N/A      | N/A     | $17960927.00       | $17037028.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $114000.00         | $907.42            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | N/A      | N/A     | $565000.00         | $34916.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $100000000.00      | $99823028.56       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-02-15      | N/A      | N/A     | $57221313.00       | $5277.88           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-15      | N/A      | N/A     | $355000.00         | $16074.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $5180386.00        | $5048.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $196890.00         | $290.43            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | N/A      | N/A     | $8000000.00        | $4308417.14        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-15      | N/A      | N/A     | $29662.00          | $11259.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-25      | N/A      | N/A     | $200000.00         | $185066.71         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $25478.00          | $5.02              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-12-15      | N/A      | N/A     | $155000.00         | $1460.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $33000.00          | $234.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-01-15      | N/A      | N/A     | $1240715.00        | $114.82            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-03-20      | N/A      | N/A     | $7386704.00        | $7318815.66        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2030-07-15      | N/A      | N/A     | $75562.00          | $12.76             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-25      | N/A      | N/A     | $9750000.00        | $4968998.09        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2027-10-15      | N/A      | N/A     | $56041555.00       | $9128.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-25      | N/A      | N/A     | $85000000.00       | $85093160.34       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2050-07-20      | N/A      | N/A     | $397999.00         | $380586.92         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-03-15      | N/A      | N/A     | $133125.00         | $1130.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $986813.00         | $462.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-25      | N/A      | N/A     | $300000.00         | $12064.77          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-10-25      | N/A      | N/A     | $69060599.00       | $70048161.73       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2066-10-16      | N/A      | N/A     | $929377.00         | $794729.02         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-11-16      | N/A      | N/A     | $500560.00         | $410418.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2026-12-15      | N/A      | N/A     | $505000.00         | $61.89             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $4657545.00        | $8419.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $69155791.00       | $48832075.28       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-09-15      | N/A      | N/A     | $325000.00         | $5247.53           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-20      | N/A      | N/A     | $14409137.00       | $13779187.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | N/A      | N/A     | $12246342.00       | $8598557.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1771262.00        | $1665636.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-03-15      | N/A      | N/A     | $75000.00          | $2664.91           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-05-25      | N/A      | N/A     | $130000.00         | $41438.72          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $11750519.00       | $10977.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-10-16      | N/A      | N/A     | $10000000.00       | $10024588.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-10-15      | N/A      | N/A     | $8915594.00        | $1003.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | N/A      | N/A     | $48317.00          | $37086.05          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-02-15      | N/A      | N/A     | $109057.00         | $1154.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | N/A      | N/A     | $51484672.00       | $52259497.71       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | N/A      | N/A     | $700000.00         | $681138.77         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $324000.00         | $135.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-03-15      | N/A      | N/A     | $433000.00         | $923.81            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $387000.00         | $1625.24           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $44480.00          | $26342.97          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-25      | N/A      | N/A     | $121900000.00      | $110949386.62      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-01-25      | N/A      | N/A     | $2890078.00        | $1498112.71        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2058-03-16      | N/A      | N/A     | $85000000.00       | $83897600.19       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $291000.00         | $265.08            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-04-15      | N/A      | N/A     | $738730.00         | $4259.55           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-02-20      | N/A      | N/A     | $7700000.00        | $1940380.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $73281.00          | $36.51             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-02-15      | N/A      | N/A     | $22048603.00       | $7416.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2074-02-20      | N/A      | N/A     | $735000.00         | $584284.32         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-05-15      | N/A      | N/A     | $164000.00         | $89.20             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-25      | N/A      | N/A     | $33755467.00       | $32221342.13       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $1341924.00        | $3041.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2070-12-20      | N/A      | N/A     | $7000000.00        | $2499088.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-25      | N/A      | N/A     | $53082.00          | $46155.23          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-07-16      | N/A      | N/A     | $5615000.00        | $1192618.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-09-16      | N/A      | N/A     | $61360.00          | $50202.16          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-06-16      | N/A      | N/A     | $47455283.00       | $38693786.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2026-12-15      | N/A      | N/A     | $845000.00         | $71.54             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-06-15      | N/A      | N/A     | $652873.00         | $802.80            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-07-15      | N/A      | N/A     | $332450.00         | $319.29            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-15      | N/A      | N/A     | $24565.00          | $5545.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-15      | N/A      | N/A     | $478149.00         | $27910.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | N/A      | N/A     | $15603014.00       | $12839320.10       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2034-11-20      | N/A      | N/A     | $142000.00         | $1543.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-07-15      | N/A      | N/A     | $66004.00          | $27.37             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-01-20      | N/A      | N/A     | $1193538.00        | $8446.59           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-10-15      | N/A      | N/A     | $91727272.00       | $22718.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2071-07-20      | N/A      | N/A     | $2000000.00        | $1856678.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-06-15      | N/A      | N/A     | $25000.00          | $4.85              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-07-15      | N/A      | N/A     | $12700000.00       | $39707.24          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $326500.00         | $11831.67          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-25      | N/A      | N/A     | $44165393.00       | $41814501.26       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-10-25      | N/A      | N/A     | $4156000.00        | $101066.43         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2032-06-15      | N/A      | N/A     | $25000.00          | $50.33             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-11-15      | N/A      | N/A     | $45363.00          | $7837.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-10-15      | N/A      | N/A     | $1637175.00        | $18274.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-15      | N/A      | N/A     | $48000.00          | $36876.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $50000000.00       | $49974206.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-25      | N/A      | N/A     | $700000.00         | $662832.70         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2028-11-15      | N/A      | N/A     | $42500.00          | $36.48             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $343022.00         | $5811.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-08-16      | N/A      | N/A     | $62986742.00       | $46713864.93       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $10406761.00       | $5585.73           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | N/A      | N/A     | $161205.00         | $363.19            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-03-15      | N/A      | N/A     | $269000.00         | $459.42            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-11-15      | N/A      | N/A     | $17887185.00       | $3014.55           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-12-15      | N/A      | N/A     | $2713374.00        | $6161.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-06-15      | N/A      | N/A     | $1333000.00        | $19050.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-01-15      | N/A      | N/A     | $1386000.00        | $25688.00          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-25      | N/A      | N/A     | $2864642.00        | $2812172.58        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $55000.00          | $782.73            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $14646655.00       | $3325.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | N/A      | N/A     | $11870000.00       | $6648912.66        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-08-16      | N/A      | N/A     | $400000.00         | $295167.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-08-20      | N/A      | N/A     | $40000.00          | $72.61             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-11-15      | N/A      | N/A     | $100000.00         | $4.50              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | N/A      | N/A     | $27911710.00       | $27818170.23       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-08-15      | N/A      | N/A     | $222000.00         | $28247.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | N/A      | N/A     | $1040.00           | $823.40            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-09-15      | N/A      | N/A     | $28905.00          | $563.12            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $81455.00          | $20042.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1694514.00        | $1654184.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-09-15      | N/A      | N/A     | $142868.00         | $8330.01           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | N/A      | N/A     | $542000.00         | $37174.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-16      | N/A      | N/A     | $1850000.00        | $1310037.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2031-06-15      | N/A      | N/A     | $300000.00         | $318.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $72921982.00       | $71126193.50       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $6370173.00        | $4746075.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $62728300.00       | $64019113.72       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-12-20      | N/A      | N/A     | $1429699.00        | $1276401.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-02-16      | N/A      | N/A     | $1500000.00        | $667398.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-07-20      | N/A      | N/A     | $1000000.00        | $814058.19         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $7197973.00        | $15975.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2071-03-20      | N/A      | N/A     | $3600000.00        | $2571046.72        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $549353.00         | $682.63            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-10-16      | N/A      | N/A     | $929377.00         | $794729.02         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-09-15      | N/A      | N/A     | $503762.00         | $19825.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-01-16      | N/A      | N/A     | $56375388.00       | $55832546.10       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-04-15      | N/A      | N/A     | $25000.00          | $148.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-08-15      | N/A      | N/A     | $232000.00         | $79.15             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $4300000.00        | $3620.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-25      | N/A      | N/A     | $1123590.00        | $869856.66         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-08-25      | N/A      | N/A     | $5000000.00        | $2935292.48        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $376676.00         | $378.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $25000.00          | $6.07              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | N/A      | N/A     | $1795301.00        | $1773602.59        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2060-05-20      | N/A      | N/A     | $31070000.00       | $939738.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | N/A      | N/A     | $40866338.00       | $41158972.77       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-01-20      | N/A      | N/A     | $5337660.00        | $4836711.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-05-25      | N/A      | N/A     | $1098389.00        | $45561.34          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-11-15      | N/A      | N/A     | $3938116.00        | $48872.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $340000.00         | $285.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-09-15      | N/A      | N/A     | $1451713.00        | $29875.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-10-15      | N/A      | N/A     | $79960.00          | $19399.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-25      | N/A      | N/A     | $5079543.00        | $4966716.73        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-04-25      | N/A      | N/A     | $700000.00         | $654513.50         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2039-01-15      | N/A      | N/A     | $39000.00          | $6665.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-25      | N/A      | N/A     | $50000000.00       | $38763708.62       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-10-25      | N/A      | N/A     | $14907.00          | $14757.91          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-08-15      | N/A      | N/A     | $100000.00         | $50.88             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | N/A      | N/A     | $5000000.00        | $2182277.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-08-25      | N/A      | N/A     | $66584154.00       | $63462317.63       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2027-04-15      | N/A      | N/A     | $125000.00         | $28.92             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-25      | N/A      | N/A     | $7000.00           | $1063.92           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2030-04-15      | N/A      | N/A     | $11626662.00       | $7514.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-12-15      | N/A      | N/A     | $404000.00         | $6237.47           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-11-15      | N/A      | N/A     | $73636415.00       | $14089.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $1064685.00        | $15471.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $1346268.00        | $1391181.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-15      | N/A      | N/A     | $576000.00         | $27136.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-25      | N/A      | N/A     | $1833053.00        | $1799967.82        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2039-09-15      | N/A      | N/A     | $347612.00         | $143.54            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-03-15      | N/A      | N/A     | $190000.00         | $58.48             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-12-20      | N/A      | N/A     | $5933628.00        | $48005.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-03-16      | N/A      | N/A     | $14910.00          | $12000.70          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $123222.00         | $15.10             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-11-20      | N/A      | N/A     | $300000.00         | $645.49            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-05-15      | N/A      | N/A     | $1944000.00        | $27405.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-25      | N/A      | N/A     | $6000000.00        | $17198.40          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-11-15      | N/A      | N/A     | $1050000.00        | $24873.90          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2030-07-15      | N/A      | N/A     | $1724213.00        | $587.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | N/A      | N/A     | $72319013.00       | $58716903.03       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-09-16      | N/A      | N/A     | $424000.00         | $365918.17         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-11-15      | N/A      | N/A     | $26462.00          | $401.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-25      | N/A      | N/A     | $13234000.00       | $11773971.90       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-07-25      | N/A      | N/A     | $809435.00         | $705087.68         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-25      | N/A      | N/A     | $496492.00         | $471392.89         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $350000.00         | $5964.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-25      | N/A      | N/A     | $33319000.00       | $4437407.55        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-03-25      | N/A      | N/A     | $884987.00         | $751076.48         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2048-05-15      | N/A      | N/A     | $511137.00         | $43916.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $10476958.00       | $13565.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | N/A      | N/A     | $27933334.00       | $16637127.44       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $430000.00         | $452.52            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-01-15      | N/A      | N/A     | $70000.00          | $11.56             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-25      | N/A      | N/A     | $12000000.00       | $7208036.15        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2031-05-15      | N/A      | N/A     | $732901.00         | $740.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | N/A      | N/A     | $800000.00         | $766844.08         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2071-03-20      | N/A      | N/A     | $355972.00         | $272868.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-25      | N/A      | N/A     | $50000000.00       | $33713298.77       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2066-10-16      | N/A      | N/A     | $1123127.00        | $1047240.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $50194093.00       | $50750905.52       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-12-15      | N/A      | N/A     | $1650000.00        | $2269.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-15      | N/A      | N/A     | $355426.00         | $682.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-04-15      | N/A      | N/A     | $100000.00         | $91.71             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-16      | N/A      | N/A     | $880000.00         | $678691.88         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $8234270.00        | $3395.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-25      | N/A      | N/A     | $8000000.00        | $4505803.78        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2035-08-25      | N/A      | N/A     | $600000.00         | $12784.53          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-06-16      | N/A      | N/A     | $26025628.00       | $20817025.27       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-08-01      | N/A      | N/A     | $757350.00         | $180.95            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-25      | N/A      | N/A     | $50000000.00       | $42433854.13       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2030-09-15      | N/A      | N/A     | $760000.00         | $282.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | N/A      | N/A     | $18939230.00       | $19241340.17       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2034-09-20      | N/A      | N/A     | $41914.00          | $56.69             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-07-15      | N/A      | N/A     | $218250.00         | $179.80            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $34357.00          | $8.72              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-04-15      | N/A      | N/A     | $1600295.00        | $2376.90           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-03-15      | N/A      | N/A     | $145904.00         | $161.34            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-08-15      | N/A      | N/A     | $367039.00         | $62.74             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-15      | N/A      | N/A     | $687617.00         | $48550.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $1818818.00        | $1773084.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-15      | N/A      | N/A     | $35000.00          | $6968.53           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-05-20      | N/A      | N/A     | $22762842.00       | $22653818.21       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $5551558.00        | $5358637.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-05-15      | N/A      | N/A     | $1236776.00        | $2713.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-16      | N/A      | N/A     | $152884900.00      | $152069322.55      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-04-16      | N/A      | N/A     | $14662468.00       | $19316229.93       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2030-04-15      | N/A      | N/A     | $149391.00         | $77.97             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2073-07-20      | N/A      | N/A     | $600000.00         | $498392.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-12-25      | N/A      | N/A     | $10000000.00       | $7610800.90        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $97570147.00       | $97320531.03       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-09-15      | N/A      | N/A     | $875000.00         | $14517.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-05-15      | N/A      | N/A     | $272010.00         | $2248.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | N/A      | N/A     | $1000.00           | $868.43            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-05-15      | N/A      | N/A     | $55000.00          | $653.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-25      | N/A      | N/A     | $63208333.00       | $59754183.76       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2042-01-15      | N/A      | N/A     | $128000.00         | $35339.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $6481000.00        | $12267.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-06-25      | N/A      | N/A     | $950000.00         | $721270.49         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-12-25      | N/A      | N/A     | $8985000.00        | $2482534.17        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2035-01-16      | N/A      | N/A     | $113000.00         | $12118.98          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-25      | N/A      | N/A     | $77700.00          | $79549.92          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $84294.00          | $230.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | N/A      | N/A     | $6578007.00        | $4473068.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $135000.00         | $304.09            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-08-15      | N/A      | N/A     | $50466.00          | $4.63              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | N/A      | N/A     | $148194828.00      | $140573741.95      | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2043-08-20      | N/A      | N/A     | $29729396.00       | $29113789.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | N/A      | N/A     | $31874.00          | $33806.34          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-08-15      | N/A      | N/A     | $1236507.00        | $3182.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2068-02-16      | N/A      | N/A     | $695970.00         | $567694.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $27938226.00       | $27972431.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | N/A      | N/A     | $14400.00          | $9011.32           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-05-15      | N/A      | N/A     | $2511620.00        | $37001.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-15      | N/A      | N/A     | $100000.00         | $5048.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-25      | N/A      | N/A     | $13855304.00       | $13637426.27       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2034-02-20      | N/A      | N/A     | $40000.00          | $71.37             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-03-15      | N/A      | N/A     | $4875000.00        | $2862.88           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | N/A      | N/A     | $2107240.00        | $2150654.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-15      | N/A      | N/A     | $4703.00           | $3052.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | N/A      | N/A     | $94000.00          | $18244.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-25      | N/A      | N/A     | $648671.00         | $633766.23         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2030-08-15      | N/A      | N/A     | $114000.00         | $71.92             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-25      | N/A      | N/A     | $2489829.00        | $9751.21           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-09-25      | N/A      | N/A     | $15993000.00       | $8210914.43        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $751369.00         | $738470.83         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2030-12-15      | N/A      | N/A     | $105402.00         | $164.26            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-11-20      | N/A      | N/A     | $1719245.00        | $1543038.72        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-09-15      | N/A      | N/A     | $551263.00         | $503.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-15      | N/A      | N/A     | $49700.00          | $28752.73          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $25126.00          | $25973.10          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-12-15      | N/A      | N/A     | $4166000.00        | $1130.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | N/A      | N/A     | $51021190.00       | $46577890.82       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-05-15      | N/A      | N/A     | $401060.00         | $602.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | N/A      | N/A     | $700000.00         | $640926.18         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2028-04-15      | N/A      | N/A     | $283000.00         | $296.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-09-25      | N/A      | N/A     | $200000.00         | $124214.49         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2053-11-20      | N/A      | N/A     | $80047393.00       | $54012268.77       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | N/A      | N/A     | $16366235.00       | $9349226.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $310000.00         | $357.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-04-15      | N/A      | N/A     | $5000000.00        | $13563.51          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $56378316.00       | $56876061.35       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $425000.00         | $3434.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | N/A      | N/A     | $4405.00           | $2589.72           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-16      | N/A      | N/A     | $11420730.00       | $11447305.81       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-25      | N/A      | N/A     | $46104114.00       | $32698086.25       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2038-07-15      | N/A      | N/A     | $339000.00         | $2522.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $354000.00         | $706.04            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-02-15      | N/A      | N/A     | $81420.00          | $20564.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-25      | N/A      | N/A     | $700000.00         | $643729.33         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-08-20      | N/A      | N/A     | $2226442.00        | $2123005.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-16      | N/A      | N/A     | $2660000.00        | $2259936.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-05-20      | N/A      | N/A     | $3037272.00        | $675967.93         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-04-15      | N/A      | N/A     | $1000000.00        | $15566.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2069-01-20      | N/A      | N/A     | $350000.00         | $472145.94         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-07-15      | N/A      | N/A     | $653822.00         | $26511.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-08-15      | N/A      | N/A     | $1017041.00        | $484.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | N/A      | N/A     | $56180.00          | $42757.40          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $1560818.00        | $544.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-07-20      | N/A      | N/A     | $15365744.00       | $11267262.80       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2032-11-15      | N/A      | N/A     | $410293.00         | $920.08            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2067-02-16      | N/A      | N/A     | $708620.00         | $579753.75         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2026-12-15      | N/A      | N/A     | $284444.00         | $12.74             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $102000.00         | $640.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-25      | N/A      | N/A     | $5118470.00        | $5025369.01        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2054-08-20      | N/A      | N/A     | $10010.00          | $11075.80          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | N/A      | N/A     | $24512.00          | $24405.58          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-03-25      | N/A      | N/A     | $1619888.00        | $1550793.30        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2037-06-15      | N/A      | N/A     | $571694.00         | $5245.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-09-15      | N/A      | N/A     | $729000.00         | $627.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-16      | N/A      | N/A     | $18700000.00       | $18719884.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-07-15      | N/A      | N/A     | $68060.00          | $13557.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-25      | N/A      | N/A     | $13368620.00       | $2585531.08        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2066-09-16      | N/A      | N/A     | $7614.00           | $6899.32           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-05-15      | N/A      | N/A     | $500000.00         | $29846.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-03-15      | N/A      | N/A     | $4033264.00        | $5734.31           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | N/A      | N/A     | $238428.00         | $3474.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-02-15      | N/A      | N/A     | $750000.00         | $115.17            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2031-10-15      | N/A      | N/A     | $1117000.00        | $3991.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-16      | N/A      | N/A     | $452000.00         | $406813.90         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | N/A      | N/A     | $2716.00           | $1497.64           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-05-16      | N/A      | N/A     | $10000000.00       | $10375473.98       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | N/A      | N/A     | $2000.00           | $1830.11           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | N/A      | N/A     | $102371714.00      | $105499078.87      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-11-20      | N/A      | N/A     | $5300000.00        | $1111105.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-10-20      | N/A      | N/A     | $61604006.00       | $50088559.34       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | N/A      | N/A     | $715391.00         | $721858.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-12-25      | N/A      | N/A     | $12758750.00       | $7950601.37        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2035-11-15      | N/A      | N/A     | $65840.00          | $2743.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | N/A      | N/A     | $37283575.00       | $32247052.30       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-04-15      | N/A      | N/A     | $527201.00         | $88.33             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-15      | N/A      | N/A     | $1082000.00        | $28883.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-08-15      | N/A      | N/A     | $25000.00          | $252.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-25      | N/A      | N/A     | $435000.00         | $4156.73           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-07-25      | N/A      | N/A     | $150000.00         | $122067.86         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2046-02-20      | N/A      | N/A     | $2563050.00        | $2561136.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-10-25      | N/A      | N/A     | $102592734.00      | $69229835.16       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2032-05-15      | N/A      | N/A     | $90164.00          | $10693.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-06-16      | N/A      | N/A     | $5707617.00        | $2359554.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-03-15      | N/A      | N/A     | $57912.00          | $24597.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2025-12-15      | N/A      | N/A     | $335000.00         | $0.43              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | N/A      | N/A     | $1516236.00        | $18318.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-08-15      | N/A      | N/A     | $33781.00          | $26733.81          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-03-20      | N/A      | N/A     | $2726193.00        | $2705645.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-08-15      | N/A      | N/A     | $206000.00         | $3976.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-25      | N/A      | N/A     | $3000000.00        | $2269762.33        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2027-05-15      | N/A      | N/A     | $16393750.00       | $3584.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-02-15      | N/A      | N/A     | $25169.00          | $492.11            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-06-15      | N/A      | N/A     | $75000.00          | $54.87             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | N/A      | N/A     | $1487550.00        | $1320.30           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-08-15      | N/A      | N/A     | $32830070.00       | $3358.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-10-15      | N/A      | N/A     | $700000.00         | $18832.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | N/A      | N/A     | $1880000.00        | $48886.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-25      | N/A      | N/A     | $32570597.00       | $22419080.91       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2034-07-20      | N/A      | N/A     | $2542246.00        | $2276101.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-07-15      | N/A      | N/A     | $722641.00         | $5301.50           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | N/A      | N/A     | $5152619.00        | $2994116.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-06-15      | N/A      | N/A     | $125204.00         | $27295.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-25      | N/A      | N/A     | $14155463.00       | $7112296.07        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-05-20      | N/A      | N/A     | $54484466.00       | $55363938.93       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-11-15      | N/A      | N/A     | $1717736.00        | $23627.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-15      | N/A      | N/A     | $8592.00           | $1805.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-12-15      | N/A      | N/A     | $600000.00         | $298.66            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | N/A      | N/A     | $1000.00           | $440.92            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-12-15      | N/A      | N/A     | $295000.00         | $14759.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-15      | N/A      | N/A     | $50000.00          | $64.54             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-15      | N/A      | N/A     | $3393000.00        | $26436.76          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2026-09-15      | N/A      | N/A     | $550000.00         | $43.29             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-20      | N/A      | N/A     | $1052971.00        | $939642.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-12-25      | N/A      | N/A     | $3413285.00        | $3292306.82        | Agency Debentures and Agency Strips       |

### Security 215: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **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):** $1726884442.50
- **C.18.a - Value (excl. sponsor support):** $1726884442.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Moody's Short Rating: P-1; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 216: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1474817755.12
- **C.18.a - Value (excl. sponsor support):** $1474817755.12
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 217: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **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):** $185056913.40
- **C.18.a - Value (excl. sponsor support):** $185056913.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 218: FIXED INCOME CLEARING CORPORATION (REPO SSB)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OSA004ZJ5
- **C.18 - Value (incl. sponsor support):** $5500000000.00
- **C.18.a - Value (excl. sponsor support):** $5500000000.00
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 (Repo)

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-02-28      | N/A      | N/A     | $1538065400.00     | $1572141115.89     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | N/A      | N/A     | $2266270000.00     | $2299732904.30     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | N/A      | N/A     | $981429000.00      | $926981900.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | N/A      | N/A     | $389466500.00      | $423549067.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | N/A      | N/A     | $404700000.00      | $387595107.63      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** JPMORGAN TRUST II

**Date:** 2025-10-07

**By:** /s/Timothy J. Clemens

**Name of Signing Officer:** Timothy J. Clemens

**Title of Signing Officer:** Treasurer