# EDGAR Filing Document

**Accession Number:** 0000763852
**File Stem:** 0002071691-26-009410
**Filing Date:** 2026-5
**Character Count:** 2716721
**Document Hash:** f03e56f1510025c5b2289a0f396a40b3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-009410.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0002071691-26-009410

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**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:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**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           |
| C000265237 | Digital Shares      | MGDXX           |

# 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):** 2026-04-30

**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:** 12

**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:** 48 days

- **WAL:** 110 days

- **Total Value of Portfolio Securities:** $319487937562.13

- **Amortized Cost of Portfolio Securities:** $319493686457.55

- **Cash:** $11622082839.76

- **Total Other Assets:** $1368973897.74

- **Total Liabilities:** $1755207455.58

- **Net Assets of Series:** $330729535739.47

- **Number of Shares Outstanding (Series):** 330784451600.8500

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $207663839789.57          | $268666137188.47           | 60.1900%                  | 77.8700%                   |
| 2026-04-02 | $194942551830.13          | $255334162606.81           | 58.5500%                  | 76.6900%                   |
| 2026-04-06 | $206619635035.99          | $262914928479.43           | 61.2100%                  | 77.8900%                   |
| 2026-04-07 | $218151455515.73          | $274046965737.09           | 62.6500%                  | 78.7100%                   |
| 2026-04-08 | $204814368707.11          | $268410095706.23           | 59.7900%                  | 78.3500%                   |
| 2026-04-09 | $202304331932.65          | $268150275709.49           | 59.4400%                  | 78.7900%                   |
| 2026-04-10 | $201964838226.60          | $264210998781.20           | 59.2700%                  | 77.5300%                   |
| 2026-04-13 | $203812560802.38          | $259459371690.58           | 60.6400%                  | 77.2000%                   |
| 2026-04-14 | $202813156773.34          | $257560184439.30           | 60.6800%                  | 77.0600%                   |
| 2026-04-15 | $192851039071.32          | $253598283515.00           | 57.9100%                  | 76.1500%                   |
| 2026-04-16 | $186122135332.64          | $246469596554.28           | 56.8100%                  | 75.2300%                   |
| 2026-04-17 | $193877640075.02          | $254625318074.38           | 57.7800%                  | 75.8800%                   |
| 2026-04-20 | $196526432662.23          | $251829217279.32           | 59.0400%                  | 75.6600%                   |
| 2026-04-21 | $196454625829.18          | $252857690567.80           | 58.7100%                  | 75.5700%                   |
| 2026-04-22 | $191459092704.11          | $252862437564.26           | 57.2200%                  | 75.5700%                   |
| 2026-04-23 | $186569049869.52          | $249572674851.32           | 56.0500%                  | 74.9700%                   |
| 2026-04-24 | $187319116822.67          | $249223562759.30           | 55.9300%                  | 74.4100%                   |
| 2026-04-27 | $195770654051.69          | $257197445914.67           | 57.9600%                  | 76.1400%                   |
| 2026-04-28 | $194952771320.98          | $258780129048.94           | 57.7800%                  | 76.7000%                   |
| 2026-04-29 | $190909040532.24          | $257836964125.77           | 56.4200%                  | 76.2000%                   |
| 2026-04-30 | $178731717027.41          | $251615206486.28           | 53.7600%                  | 75.6800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.7100%             |
| 2026-04-02 | 3.7100%             |
| 2026-04-06 | 3.7100%             |
| 2026-04-07 | 3.7100%             |
| 2026-04-08 | 3.7000%             |
| 2026-04-09 | 3.7000%             |
| 2026-04-10 | 3.6900%             |
| 2026-04-13 | 3.6800%             |
| 2026-04-14 | 3.6800%             |
| 2026-04-15 | 3.6900%             |
| 2026-04-16 | 3.7000%             |
| 2026-04-17 | 3.7000%             |
| 2026-04-20 | 3.7100%             |
| 2026-04-21 | 3.7100%             |
| 2026-04-22 | 3.7100%             |
| 2026-04-23 | 3.7000%             |
| 2026-04-24 | 3.7000%             |
| 2026-04-27 | 3.7100%             |
| 2026-04-28 | 3.7100%             |
| 2026-04-29 | 3.7100%             |
| 2026-04-30 | 3.7100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 0.9998                      |
|  |  |
| 2026-04-02 | 0.9999                      |
|  |  |
| 2026-04-06 | 0.9998                      |
|  |  |
| 2026-04-07 | 0.9998                      |
|  |  |
| 2026-04-08 | 0.9998                      |
|  |  |
| 2026-04-09 | 0.9998                      |
|  |  |
| 2026-04-10 | 0.9999                      |
|  |  |
| 2026-04-13 | 0.9998                      |
|  |  |
| 2026-04-14 | 0.9998                      |
|  |  |
| 2026-04-15 | 0.9998                      |
|  |  |
| 2026-04-16 | 0.9998                      |
|  |  |
| 2026-04-17 | 0.9999                      |
|  |  |
| 2026-04-20 | 0.9998                      |
|  |  |
| 2026-04-21 | 0.9998                      |
|  |  |
| 2026-04-22 | 0.9998                      |
|  |  |
| 2026-04-23 | 0.9998                      |
|  |  |
| 2026-04-24 | 0.9999                      |
|  |  |
| 2026-04-27 | 0.9998                      |
|  |  |
| 2026-04-28 | 0.9998                      |
|  |  |
| 2026-04-29 | 0.9998                      |
|  |  |
| 2026-04-30 | 0.9998                      |
|  |  |

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

### Class: Institutional

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $44019730675.08

- **Number of Shares Outstanding:** 44027039915.0300

- **Expense Reimbursement/Waiver:** 169810.49

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9998          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9998          |
|  |  |
| 2026-04-08 | 0.9998          |
|  |  |
| 2026-04-09 | 0.9998          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9998          |
|  |  |
| 2026-04-14 | 0.9998          |
|  |  |
| 2026-04-15 | 0.9998          |
|  |  |
| 2026-04-16 | 0.9998          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9998          |
|  |  |
| 2026-04-21 | 0.9998          |
|  |  |
| 2026-04-22 | 0.9998          |
|  |  |
| 2026-04-23 | 0.9998          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9998          |
|  |  |
| 2026-04-28 | 0.9998          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $2177230202.56            | $2406553096.66          |
| 2026-04-02 | $2026870169.39            | $2411551407.94          |
| 2026-04-06 | $2748725527.36            | $1766590500.41          |
| 2026-04-07 | $3615949356.24            | $2081848546.86          |
| 2026-04-08 | $2041229485.59            | $1541714093.24          |
| 2026-04-09 | $1920288705.78            | $1385355889.25          |
| 2026-04-10 | $1684982417.37            | $1741274389.76          |
| 2026-04-13 | $1596033490.67            | $2201127114.13          |
| 2026-04-14 | $1200170867.75            | $2059400715.69          |
| 2026-04-15 | $1730599514.22            | $1461177107.59          |
| 2026-04-16 | $1411612115.26            | $1627565377.16          |
| 2026-04-17 | $1696789059.23            | $1322694924.57          |
| 2026-04-20 | $1487638628.29            | $1505384630.14          |
| 2026-04-21 | $1334858999.95            | $1676278625.89          |
| 2026-04-22 | $1208291610.38            | $1413601970.54          |
| 2026-04-23 | $1574375787.90            | $1343941512.99          |
| 2026-04-24 | $1829160051.44            | $1545800561.14          |
| 2026-04-27 | $1682845874.40            | $1655953740.65          |
| 2026-04-28 | $1409833381.09            | $949482976.82           |
| 2026-04-29 | $1976737073.82            | $1310461622.58          |
| 2026-04-30 | $1989502269.84            | $2487316496.97          |

**Total Gross Subscriptions (Month):** $38343724588.53

**Total Gross Redemptions (Month):** $35895075300.98

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5000%           |
| 2026-04-02 | 3.5000%           |
| 2026-04-06 | 3.5000%           |
| 2026-04-07 | 3.5000%           |
| 2026-04-08 | 3.4900%           |
| 2026-04-09 | 3.4900%           |
| 2026-04-10 | 3.4900%           |
| 2026-04-13 | 3.4700%           |
| 2026-04-14 | 3.4700%           |
| 2026-04-15 | 3.4800%           |
| 2026-04-16 | 3.4900%           |
| 2026-04-17 | 3.4900%           |
| 2026-04-20 | 3.5000%           |
| 2026-04-21 | 3.5000%           |
| 2026-04-22 | 3.5000%           |
| 2026-04-23 | 3.4900%           |
| 2026-04-24 | 3.5000%           |
| 2026-04-27 | 3.5000%           |
| 2026-04-28 | 3.5000%           |
| 2026-04-29 | 3.5000%           |
| 2026-04-30 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 14.6300%         | 0.0000%              |
| Broker-dealer                                       |  | 15.2700%         | 0.0000%              |
| Depository institution or other banking institution |  | 17.6600%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.5300%          | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $198739893527.82

- **Number of Shares Outstanding:** 198772893219.2000

- **Expense Reimbursement/Waiver:** 417181.81

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9998          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9998          |
|  |  |
| 2026-04-08 | 0.9998          |
|  |  |
| 2026-04-09 | 0.9998          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9998          |
|  |  |
| 2026-04-14 | 0.9998          |
|  |  |
| 2026-04-15 | 0.9998          |
|  |  |
| 2026-04-16 | 0.9998          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9998          |
|  |  |
| 2026-04-21 | 0.9998          |
|  |  |
| 2026-04-22 | 0.9998          |
|  |  |
| 2026-04-23 | 0.9998          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9998          |
|  |  |
| 2026-04-28 | 0.9998          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $17012638641.95           | $11621848702.12         |
| 2026-04-02 | $7572574029.19            | $13646376596.93         |
| 2026-04-06 | $11220218171.22           | $7945061559.13          |
| 2026-04-07 | $16765110722.97           | $8383479338.88          |
| 2026-04-08 | $8955484562.15            | $16307116527.96         |
| 2026-04-09 | $8504424759.68            | $10488110625.62         |
| 2026-04-10 | $8690610360.07            | $11439254146.74         |
| 2026-04-13 | $9273373795.78            | $10509196724.90         |
| 2026-04-14 | $8527477101.76            | $10858958472.46         |
| 2026-04-15 | $9483419615.03            | $13395745546.60         |
| 2026-04-16 | $8942899992.11            | $9243831016.93          |
| 2026-04-17 | $9461474239.42            | $8372608560.25          |
| 2026-04-20 | $10548482621.40           | $8723296831.63          |
| 2026-04-21 | $9276074538.43            | $10110170909.71         |
| 2026-04-22 | $7996564398.39            | $8361355571.08          |
| 2026-04-23 | $9558968028.08            | $9669102017.39          |
| 2026-04-24 | $9250067898.48            | $8688149651.49          |
| 2026-04-27 | $8604743726.83            | $6830964913.00          |
| 2026-04-28 | $10539629808.33           | $10583073457.04         |
| 2026-04-29 | $8838279303.33            | $12271627797.47         |
| 2026-04-30 | $14158679894.93           | $14167967272.59         |

**Total Gross Subscriptions (Month):** $213181196209.53

**Total Gross Redemptions (Month):** $221617296239.92

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5500%           |
| 2026-04-02 | 3.5500%           |
| 2026-04-06 | 3.5500%           |
| 2026-04-07 | 3.5500%           |
| 2026-04-08 | 3.5400%           |
| 2026-04-09 | 3.5400%           |
| 2026-04-10 | 3.5300%           |
| 2026-04-13 | 3.5200%           |
| 2026-04-14 | 3.5200%           |
| 2026-04-15 | 3.5300%           |
| 2026-04-16 | 3.5400%           |
| 2026-04-17 | 3.5400%           |
| 2026-04-20 | 3.5500%           |
| 2026-04-21 | 3.5500%           |
| 2026-04-22 | 3.5500%           |
| 2026-04-23 | 3.5400%           |
| 2026-04-24 | 3.5400%           |
| 2026-04-27 | 3.5500%           |
| 2026-04-28 | 3.5500%           |
| 2026-04-29 | 3.5500%           |
| 2026-04-30 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 7.6700%          | 0.0000%              |
| Depository institution or other banking institution |  | 13.1700%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.6000%          | 0.0000%              |

### Class: Morgan

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $16665814534.32

- **Number of Shares Outstanding:** 16668581803.6000

- **Expense Reimbursement/Waiver:** 34109.37

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9998          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9998          |
|  |  |
| 2026-04-08 | 0.9998          |
|  |  |
| 2026-04-09 | 0.9998          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9998          |
|  |  |
| 2026-04-14 | 0.9998          |
|  |  |
| 2026-04-15 | 0.9998          |
|  |  |
| 2026-04-16 | 0.9998          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9998          |
|  |  |
| 2026-04-21 | 0.9998          |
|  |  |
| 2026-04-22 | 0.9998          |
|  |  |
| 2026-04-23 | 0.9998          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9998          |
|  |  |
| 2026-04-28 | 0.9998          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $13144505106.05           | $13349485795.31         |
| 2026-04-02 | $12529509043.90           | $13145421326.13         |
| 2026-04-06 | $13168227227.18           | $12524028417.73         |
| 2026-04-07 | $13190213583.73           | $13144896799.88         |
| 2026-04-08 | $13190619729.30           | $13190412033.59         |
| 2026-04-09 | $13226715170.61           | $13195589513.51         |
| 2026-04-10 | $13229751840.00           | $13218589109.57         |
| 2026-04-13 | $13209165296.56           | $13213135854.33         |
| 2026-04-14 | $13264476986.92           | $13233706649.35         |
| 2026-04-15 | $13139087979.60           | $13256976261.86         |
| 2026-04-16 | $13144539346.26           | $13135757806.04         |
| 2026-04-17 | $13145750127.35           | $13138665940.05         |
| 2026-04-20 | $13067884736.36           | $13192906552.39         |
| 2026-04-21 | $13056883734.69           | $13056577228.20         |
| 2026-04-22 | $13075065797.67           | $13084040718.48         |
| 2026-04-23 | $13267968582.24           | $13060735025.60         |
| 2026-04-24 | $13268896887.41           | $13270041443.57         |
| 2026-04-27 | $13288463415.07           | $13275988822.50         |
| 2026-04-28 | $13323487669.66           | $13301431012.12         |
| 2026-04-29 | $13281577694.19           | $13338461522.65         |
| 2026-04-30 | $13202109329.80           | $13322335192.61         |

**Total Gross Subscriptions (Month):** $276414899284.55

**Total Gross Redemptions (Month):** $276649183025.47

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.1500%           |
| 2026-04-02 | 3.1500%           |
| 2026-04-06 | 3.1500%           |
| 2026-04-07 | 3.1500%           |
| 2026-04-08 | 3.1400%           |
| 2026-04-09 | 3.1400%           |
| 2026-04-10 | 3.1300%           |
| 2026-04-13 | 3.1200%           |
| 2026-04-14 | 3.1200%           |
| 2026-04-15 | 3.1300%           |
| 2026-04-16 | 3.1400%           |
| 2026-04-17 | 3.1400%           |
| 2026-04-20 | 3.1500%           |
| 2026-04-21 | 3.1500%           |
| 2026-04-22 | 3.1500%           |
| 2026-04-23 | 3.1400%           |
| 2026-04-24 | 3.1400%           |
| 2026-04-27 | 3.1500%           |
| 2026-04-28 | 3.1500%           |
| 2026-04-29 | 3.1500%           |
| 2026-04-30 | 3.1500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 14.4800%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.3000%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.6800%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.0900%          | 0.0000%              |
| Depository institution or other banking institution |  | 25.0500%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.5300%          | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $21395086289.98

- **Number of Shares Outstanding:** 21398638828.2000

- **Expense Reimbursement/Waiver:** 41155.07

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9998          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9998          |
|  |  |
| 2026-04-08 | 0.9998          |
|  |  |
| 2026-04-09 | 0.9998          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9998          |
|  |  |
| 2026-04-14 | 0.9998          |
|  |  |
| 2026-04-15 | 0.9998          |
|  |  |
| 2026-04-16 | 0.9998          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9998          |
|  |  |
| 2026-04-21 | 0.9998          |
|  |  |
| 2026-04-22 | 0.9998          |
|  |  |
| 2026-04-23 | 0.9998          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9998          |
|  |  |
| 2026-04-28 | 0.9998          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $1154771402.73            | $1446183196.86          |
| 2026-04-02 | $1315738997.91            | $911296105.19           |
| 2026-04-06 | $1293865832.12            | $1251029943.10          |
| 2026-04-07 | $443246337.78             | $579086864.37           |
| 2026-04-08 | $402557360.29             | $386174350.38           |
| 2026-04-09 | $443248031.83             | $472733886.68           |
| 2026-04-10 | $578854483.15             | $678532135.27           |
| 2026-04-13 | $590990429.01             | $1634199464.65          |
| 2026-04-14 | $622416084.45             | $798896975.34           |
| 2026-04-15 | $674400219.81             | $893497655.10           |
| 2026-04-16 | $557145410.59             | $451610405.29           |
| 2026-04-17 | $623347892.83             | $492447519.29           |
| 2026-04-20 | $351283163.69             | $592279643.61           |
| 2026-04-21 | $517932393.74             | $420630024.79           |
| 2026-04-22 | $1185634389.47            | $640985877.21           |
| 2026-04-23 | $441577030.57             | $380145213.73           |
| 2026-04-24 | $765356081.17             | $468026723.63           |
| 2026-04-27 | $436362598.60             | $588609799.92           |
| 2026-04-28 | $661672732.21             | $511106132.66           |
| 2026-04-29 | $1000602888.66            | $425232716.96           |
| 2026-04-30 | $1451786288.02            | $725799398.20           |

**Total Gross Subscriptions (Month):** $15512790048.63

**Total Gross Redemptions (Month):** $14748504032.23

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.3000%           |
| 2026-04-02 | 3.3000%           |
| 2026-04-06 | 3.3000%           |
| 2026-04-07 | 3.3000%           |
| 2026-04-08 | 3.2900%           |
| 2026-04-09 | 3.2900%           |
| 2026-04-10 | 3.2800%           |
| 2026-04-13 | 3.2700%           |
| 2026-04-14 | 3.2700%           |
| 2026-04-15 | 3.2800%           |
| 2026-04-16 | 3.2900%           |
| 2026-04-17 | 3.2900%           |
| 2026-04-20 | 3.3000%           |
| 2026-04-21 | 3.3000%           |
| 2026-04-22 | 3.3000%           |
| 2026-04-23 | 3.2900%           |
| 2026-04-24 | 3.2900%           |
| 2026-04-27 | 3.3000%           |
| 2026-04-28 | 3.3000%           |
| 2026-04-29 | 3.3000%           |
| 2026-04-30 | 3.3000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 5.1200%          | 0.0000%              |
| Broker-dealer |  | 47.8100%         | 0.0000%              |
| Broker-dealer |  | 8.1000%          | 0.0000%              |
| Broker-dealer |  | 28.3100%         | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $30697957.82

- **Number of Shares Outstanding:** 30703055.0500

- **Expense Reimbursement/Waiver:** 71.80

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9998          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9998          |
|  |  |
| 2026-04-08 | 0.9998          |
|  |  |
| 2026-04-09 | 0.9998          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9998          |
|  |  |
| 2026-04-14 | 0.9998          |
|  |  |
| 2026-04-15 | 0.9998          |
|  |  |
| 2026-04-16 | 0.9998          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9998          |
|  |  |
| 2026-04-21 | 0.9998          |
|  |  |
| 2026-04-22 | 0.9998          |
|  |  |
| 2026-04-23 | 0.9998          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9998          |
|  |  |
| 2026-04-28 | 0.9998          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $108948.04                | $30929.81               |
| 2026-04-02 | $11114.72                 | $479517.79              |
| 2026-04-06 | $5557.98                  | $1588.61                |
| 2026-04-07 | $490197.25                | $20554.79               |
| 2026-04-08 | $347041.36                | $3594.35                |
| 2026-04-09 | $186384.22                | $253396.88              |
| 2026-04-10 | $5001.45                  | $4864.04                |
| 2026-04-13 | $7106.18                  | $2313.48                |
| 2026-04-14 | $2263.23                  | $10103610.82            |
| 2026-04-15 | $1277.46                  | $1342.18                |
| 2026-04-16 | $6380.72                  | $299272.46              |
| 2026-04-17 | $13141.57                 | $84.71                  |
| 2026-04-20 | $4741.47                  | $136902.27              |
| 2026-04-21 | $790677.16                | $0.00                   |
| 2026-04-22 | $5169.24                  | $3698.91                |
| 2026-04-23 | $17441.98                 | $12794.24               |
| 2026-04-24 | $5672.90                  | $279.69                 |
| 2026-04-27 | $26776.96                 | $0.00                   |
| 2026-04-28 | $19538.86                 | $26239.03               |
| 2026-04-29 | $2561.95                  | $412696.77              |
| 2026-04-30 | $739.58                   | $12684.13               |

**Total Gross Subscriptions (Month):** $2057734.28

**Total Gross Redemptions (Month):** $11806364.96

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.0400%           |
| 2026-04-02 | 3.0400%           |
| 2026-04-06 | 3.0400%           |
| 2026-04-07 | 3.0300%           |
| 2026-04-08 | 3.0300%           |
| 2026-04-09 | 3.0200%           |
| 2026-04-10 | 3.0200%           |
| 2026-04-13 | 3.0100%           |
| 2026-04-14 | 3.0100%           |
| 2026-04-15 | 3.0200%           |
| 2026-04-16 | 3.0200%           |
| 2026-04-17 | 3.0300%           |
| 2026-04-20 | 3.0400%           |
| 2026-04-21 | 3.0400%           |
| 2026-04-22 | 3.0300%           |
| 2026-04-23 | 3.0300%           |
| 2026-04-24 | 3.0300%           |
| 2026-04-27 | 3.0400%           |
| 2026-04-28 | 3.0400%           |
| 2026-04-29 | 3.0400%           |
| 2026-04-30 | 3.0400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.8500%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.2500%          | 0.0000%              |
| Depository institution or other banking institution |  | 15.1700%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.2500%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.8300%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.2500%          | 0.0000%              |
| Retail investor                                     |  | 16.7500%         | 0.0000%              |

### Class: Agency

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $16367667100.26

- **Number of Shares Outstanding:** 16370384863.0000

- **Expense Reimbursement/Waiver:** 60739.59

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9998          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9998          |
|  |  |
| 2026-04-08 | 0.9998          |
|  |  |
| 2026-04-09 | 0.9998          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9998          |
|  |  |
| 2026-04-14 | 0.9998          |
|  |  |
| 2026-04-15 | 0.9998          |
|  |  |
| 2026-04-16 | 0.9998          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9998          |
|  |  |
| 2026-04-21 | 0.9998          |
|  |  |
| 2026-04-22 | 0.9998          |
|  |  |
| 2026-04-23 | 0.9998          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9998          |
|  |  |
| 2026-04-28 | 0.9998          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $7297200797.64            | $7796674801.15          |
| 2026-04-02 | $6319228552.24            | $7768284665.92          |
| 2026-04-06 | $6784761361.88            | $6226077272.94          |
| 2026-04-07 | $7046078698.12            | $6703929547.65          |
| 2026-04-08 | $6865609738.22            | $7051077747.76          |
| 2026-04-09 | $6665544119.02            | $6889435389.07          |
| 2026-04-10 | $7104213438.96            | $6647081913.68          |
| 2026-04-13 | $6995943786.44            | $7103764778.40          |
| 2026-04-14 | $7373078236.20            | $6912104235.83          |
| 2026-04-15 | $7355946540.93            | $7430950321.58          |
| 2026-04-16 | $7150720614.82            | $7288124801.12          |
| 2026-04-17 | $7007335286.35            | $7337200249.89          |
| 2026-04-20 | $7284598092.85            | $7014289769.47          |
| 2026-04-21 | $7602279548.36            | $7145608918.06          |
| 2026-04-22 | $7271246204.33            | $7184298584.79          |
| 2026-04-23 | $7430395792.74            | $7676064995.60          |
| 2026-04-24 | $7271735194.26            | $7494729846.86          |
| 2026-04-27 | $7285782466.05            | $7272033739.43          |
| 2026-04-28 | $7707643689.06            | $7302776259.59          |
| 2026-04-29 | $7714982769.22            | $7828159190.69          |
| 2026-04-30 | $8567205160.17            | $7762742798.61          |

**Total Gross Subscriptions (Month):** $152101530087.86

**Total Gross Redemptions (Month):** $151835409828.09

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.4500%           |
| 2026-04-02 | 3.4500%           |
| 2026-04-06 | 3.4500%           |
| 2026-04-07 | 3.4500%           |
| 2026-04-08 | 3.4400%           |
| 2026-04-09 | 3.4400%           |
| 2026-04-10 | 3.4400%           |
| 2026-04-13 | 3.4200%           |
| 2026-04-14 | 3.4200%           |
| 2026-04-15 | 3.4300%           |
| 2026-04-16 | 3.4400%           |
| 2026-04-17 | 3.4400%           |
| 2026-04-20 | 3.4500%           |
| 2026-04-21 | 3.4500%           |
| 2026-04-22 | 3.4500%           |
| 2026-04-23 | 3.4400%           |
| 2026-04-24 | 3.4500%           |
| 2026-04-27 | 3.4500%           |
| 2026-04-28 | 3.4500%           |
| 2026-04-29 | 3.4500%           |
| 2026-04-30 | 3.4500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 8.1100%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.4700%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.3500%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.6400%          | 0.0000%              |
| Depository institution or other banking institution |  | 32.2700%         | 0.0000%              |
| Non-financial corporation                           |  | 5.6300%          | 0.0000%              |

### Class: Service

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $96420539.55

- **Number of Shares Outstanding:** 96436549.6700

- **Expense Reimbursement/Waiver:** 198.81

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9998          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9998          |
|  |  |
| 2026-04-08 | 0.9998          |
|  |  |
| 2026-04-09 | 0.9998          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9998          |
|  |  |
| 2026-04-14 | 0.9998          |
|  |  |
| 2026-04-15 | 0.9998          |
|  |  |
| 2026-04-16 | 0.9998          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9998          |
|  |  |
| 2026-04-21 | 0.9998          |
|  |  |
| 2026-04-22 | 0.9998          |
|  |  |
| 2026-04-23 | 0.9998          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9998          |
|  |  |
| 2026-04-28 | 0.9998          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $270847.83                | $225519.61              |
| 2026-04-02 | $60333.83                 | $203074.81              |
| 2026-04-06 | $21590.16                 | $101045.74              |
| 2026-04-07 | $53602.04                 | $30671.76               |
| 2026-04-08 | $36653.76                 | $105005.98              |
| 2026-04-09 | $11233.28                 | $4619.32                |
| 2026-04-10 | $10799.06                 | $351644.76              |
| 2026-04-13 | $25324.74                 | $25299.19               |
| 2026-04-14 | $24465.69                 | $783267.68              |
| 2026-04-15 | $64873.17                 | $88980.12               |
| 2026-04-16 | $65081.87                 | $51178.32               |
| 2026-04-17 | $52045.25                 | $116332.63              |
| 2026-04-20 | $35129.69                 | $1342.59                |
| 2026-04-21 | $12564.12                 | $10759.65               |
| 2026-04-22 | $76300.74                 | $91198.31               |
| 2026-04-23 | $5576.86                  | $34270.63               |
| 2026-04-24 | $29406.53                 | $315987.18              |
| 2026-04-27 | $117539.29                | $138536.10              |
| 2026-04-28 | $14181.71                 | $120995.96              |
| 2026-04-29 | $22027.64                 | $6275.64                |
| 2026-04-30 | $20104.79                 | $11340.55               |

**Total Gross Subscriptions (Month):** $1029682.05

**Total Gross Redemptions (Month):** $2817346.53

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 2.7000%           |
| 2026-04-02 | 2.7000%           |
| 2026-04-06 | 2.7000%           |
| 2026-04-07 | 2.6900%           |
| 2026-04-08 | 2.6900%           |
| 2026-04-09 | 2.6900%           |
| 2026-04-10 | 2.6800%           |
| 2026-04-13 | 2.6700%           |
| 2026-04-14 | 2.6700%           |
| 2026-04-15 | 2.6800%           |
| 2026-04-16 | 2.6900%           |
| 2026-04-17 | 2.6900%           |
| 2026-04-20 | 2.7000%           |
| 2026-04-21 | 2.7000%           |
| 2026-04-22 | 2.6900%           |
| 2026-04-23 | 2.6900%           |
| 2026-04-24 | 2.6900%           |
| 2026-04-27 | 2.7000%           |
| 2026-04-28 | 2.7000%           |
| 2026-04-29 | 2.7000%           |
| 2026-04-30 | 2.7000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.7500%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.1700%         | 0.0000%              |
| Retail investor                                     |  | 80.3500%         | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $992232430.64

- **Number of Shares Outstanding:** 992397185.5200

- **Expense Reimbursement/Waiver:** 2205.20

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9998          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9998          |
|  |  |
| 2026-04-08 | 0.9998          |
|  |  |
| 2026-04-09 | 0.9998          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9998          |
|  |  |
| 2026-04-14 | 0.9998          |
|  |  |
| 2026-04-15 | 0.9998          |
|  |  |
| 2026-04-16 | 0.9998          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9998          |
|  |  |
| 2026-04-21 | 0.9998          |
|  |  |
| 2026-04-22 | 0.9998          |
|  |  |
| 2026-04-23 | 0.9998          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9998          |
|  |  |
| 2026-04-28 | 0.9998          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $3548978.28               | $9066952.44             |
| 2026-04-02 | $0.00                     | $8620533.94             |
| 2026-04-06 | $5003.98                  | $7473801.44             |
| 2026-04-07 | $6706.54                  | $6823347.05             |
| 2026-04-08 | $1554.17                  | $7352823.25             |
| 2026-04-09 | $1819.35                  | $15099829.47            |
| 2026-04-10 | $1949.77                  | $21974361.17            |
| 2026-04-13 | $0.02                     | $4767207.02             |
| 2026-04-14 | $0.00                     | $7912783.41             |
| 2026-04-15 | $0.00                     | $8534991.06             |
| 2026-04-16 | $419.65                   | $5664229.06             |
| 2026-04-17 | $6415.69                  | $9011798.31             |
| 2026-04-20 | $0.05                     | $4503942.21             |
| 2026-04-21 | $2750.58                  | $9362062.79             |
| 2026-04-22 | $2893.93                  | $5548578.27             |
| 2026-04-23 | $2699.42                  | $16534191.29            |
| 2026-04-24 | $713.29                   | $2444302.39             |
| 2026-04-27 | $1462.60                  | $6438749.77             |
| 2026-04-28 | $1076.84                  | $2450842.84             |
| 2026-04-29 | $0.00                     | $7380578.41             |
| 2026-04-30 | $2198.23                  | $10999873.22            |

**Total Gross Subscriptions (Month):** $3586642.39

**Total Gross Redemptions (Month):** $177965778.81

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.2500%           |
| 2026-04-02 | 3.2500%           |
| 2026-04-06 | 3.2500%           |
| 2026-04-07 | 3.2400%           |
| 2026-04-08 | 3.2400%           |
| 2026-04-09 | 3.2400%           |
| 2026-04-10 | 3.2300%           |
| 2026-04-13 | 3.2200%           |
| 2026-04-14 | 3.2200%           |
| 2026-04-15 | 3.2300%           |
| 2026-04-16 | 3.2400%           |
| 2026-04-17 | 3.2400%           |
| 2026-04-20 | 3.2500%           |
| 2026-04-21 | 3.2500%           |
| 2026-04-22 | 3.2500%           |
| 2026-04-23 | 3.2400%           |
| 2026-04-24 | 3.2400%           |
| 2026-04-27 | 3.2500%           |
| 2026-04-28 | 3.2500%           |
| 2026-04-29 | 3.2500%           |
| 2026-04-30 | 3.2500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.8900%         | 0.0000%              |

### Class: IM

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $16528220828.00

- **Number of Shares Outstanding:** 16530965250.2000

- **Expense Reimbursement/Waiver:** 34514.52

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9998          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9998          |
|  |  |
| 2026-04-08 | 0.9998          |
|  |  |
| 2026-04-09 | 0.9998          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9998          |
|  |  |
| 2026-04-14 | 0.9998          |
|  |  |
| 2026-04-15 | 0.9998          |
|  |  |
| 2026-04-16 | 0.9998          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9998          |
|  |  |
| 2026-04-21 | 0.9998          |
|  |  |
| 2026-04-22 | 0.9998          |
|  |  |
| 2026-04-23 | 0.9998          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9998          |
|  |  |
| 2026-04-28 | 0.9998          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $420804007.42             | $1354599696.21          |
| 2026-04-02 | $680098490.88             | $701126038.80           |
| 2026-04-06 | $1653921962.95            | $585399627.34           |
| 2026-04-07 | $340257809.53             | $309878328.26           |
| 2026-04-08 | $677371147.23             | $829811730.26           |
| 2026-04-09 | $868383883.60             | $451148068.02           |
| 2026-04-10 | $273929109.01             | $686009739.69           |
| 2026-04-13 | $291413621.25             | $618914351.85           |
| 2026-04-14 | $245052676.97             | $558177049.84           |
| 2026-04-15 | $1028566807.04            | $188122776.17           |
| 2026-04-16 | $203799459.14             | $645501756.82           |
| 2026-04-17 | $274620676.68             | $526464626.44           |
| 2026-04-20 | $630799053.17             | $509520468.50           |
| 2026-04-21 | $447947648.02             | $499653302.98           |
| 2026-04-22 | $440562227.03             | $199435609.14           |
| 2026-04-23 | $514507360.95             | $141079614.92           |
| 2026-04-24 | $187871108.69             | $260141449.59           |
| 2026-04-27 | $364135744.56             | $344549137.37           |
| 2026-04-28 | $250320832.59             | $356514461.87           |
| 2026-04-29 | $199889708.34             | $571047167.60           |
| 2026-04-30 | $148057392.05             | $401197030.75           |

**Total Gross Subscriptions (Month):** $10142310727.10

**Total Gross Redemptions (Month):** $10738292032.42

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.6000%           |
| 2026-04-02 | 3.6000%           |
| 2026-04-06 | 3.6000%           |
| 2026-04-07 | 3.6000%           |
| 2026-04-08 | 3.5900%           |
| 2026-04-09 | 3.5900%           |
| 2026-04-10 | 3.5800%           |
| 2026-04-13 | 3.5700%           |
| 2026-04-14 | 3.5700%           |
| 2026-04-15 | 3.5800%           |
| 2026-04-16 | 3.5900%           |
| 2026-04-17 | 3.5900%           |
| 2026-04-20 | 3.6000%           |
| 2026-04-21 | 3.6000%           |
| 2026-04-22 | 3.6000%           |
| 2026-04-23 | 3.5900%           |
| 2026-04-24 | 3.5900%           |
| 2026-04-27 | 3.6000%           |
| 2026-04-28 | 3.6000%           |
| 2026-04-29 | 3.6000%           |
| 2026-04-30 | 3.6000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 17.0000%         | 0.0000%              |
| Depository institution or other banking institution |  | 33.9200%         | 0.0000%              |
| Non-financial corporation                           |  | 15.2300%         | 0.0000%              |
| Non-financial corporation                           |  | 20.3700%         | 0.0000%              |

### Class: Academy

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $6134628672.19

- **Number of Shares Outstanding:** 6135647294.3000

- **Expense Reimbursement/Waiver:** 8765.72

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9998          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9998          |
|  |  |
| 2026-04-08 | 0.9998          |
|  |  |
| 2026-04-09 | 0.9998          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9998          |
|  |  |
| 2026-04-14 | 0.9998          |
|  |  |
| 2026-04-15 | 0.9998          |
|  |  |
| 2026-04-16 | 0.9998          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9998          |
|  |  |
| 2026-04-21 | 0.9998          |
|  |  |
| 2026-04-22 | 0.9998          |
|  |  |
| 2026-04-23 | 0.9998          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9998          |
|  |  |
| 2026-04-28 | 0.9998          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $9789180.69               | $277227678.01           |
| 2026-04-02 | $2814106.28               | $298355383.60           |
| 2026-04-06 | $194965781.14             | $217025500.00           |
| 2026-04-07 | $375326345.00             | $236588695.18           |
| 2026-04-08 | $62739002.97              | $267452800.00           |
| 2026-04-09 | $170395085.94             | $50029855.23            |
| 2026-04-10 | $58840230.95              | $172694348.56           |
| 2026-04-13 | $73776131.13              | $111000073.46           |
| 2026-04-14 | $10501405.27              | $105998960.52           |
| 2026-04-15 | $54601043.98              | $3011444.06             |
| 2026-04-16 | $195416028.44             | $88849749.84            |
| 2026-04-17 | $67668302.83              | $242760940.00           |
| 2026-04-20 | $94750831.50              | $16447508.93            |
| 2026-04-21 | $3049618396.62            | $189748237.27           |
| 2026-04-22 | $10057757.25              | $43073217.00            |
| 2026-04-23 | $50710304.52              | $34400200.55            |
| 2026-04-24 | $65281060.19              | $149120327.00           |
| 2026-04-27 | $272449815.91             | $78613211.45            |
| 2026-04-28 | $38135529.69              | $75131054.42            |
| 2026-04-29 | $10352742.29              | $68016119.16            |
| 2026-04-30 | $20515184.92              | $37592535.20            |

**Total Gross Subscriptions (Month):** $4888704267.51

**Total Gross Redemptions (Month):** $2763137839.44

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5500%           |
| 2026-04-02 | 3.5500%           |
| 2026-04-06 | 3.5500%           |
| 2026-04-07 | 3.5500%           |
| 2026-04-08 | 3.5400%           |
| 2026-04-09 | 3.5400%           |
| 2026-04-10 | 3.5300%           |
| 2026-04-13 | 3.5200%           |
| 2026-04-14 | 3.5200%           |
| 2026-04-15 | 3.5300%           |
| 2026-04-16 | 3.5400%           |
| 2026-04-17 | 3.5400%           |
| 2026-04-20 | 3.5500%           |
| 2026-04-21 | 3.5500%           |
| 2026-04-22 | 3.5500%           |
| 2026-04-23 | 3.5400%           |
| 2026-04-24 | 3.5400%           |
| 2026-04-27 | 3.5500%           |
| 2026-04-28 | 3.5500%           |
| 2026-04-29 | 3.5500%           |
| 2026-04-30 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                                                   |  | 5.6800%          | 0.0000%              |
| Non-financial corporation                                                   |  | 48.8900%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 18.4800%         | 0.0000%              |

### Class: Empower

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $9658485550.73

- **Number of Shares Outstanding:** 9660089290.3400

- **Expense Reimbursement/Waiver:** 24092.90

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9998          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9998          |
|  |  |
| 2026-04-08 | 0.9998          |
|  |  |
| 2026-04-09 | 0.9998          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9998          |
|  |  |
| 2026-04-14 | 0.9998          |
|  |  |
| 2026-04-15 | 0.9998          |
|  |  |
| 2026-04-16 | 0.9998          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9998          |
|  |  |
| 2026-04-21 | 0.9998          |
|  |  |
| 2026-04-22 | 0.9998          |
|  |  |
| 2026-04-23 | 0.9998          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9998          |
|  |  |
| 2026-04-28 | 0.9998          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $440220602.52             | $227286623.14           |
| 2026-04-02 | $147267530.29             | $546231686.17           |
| 2026-04-06 | $366767144.87             | $358819419.00           |
| 2026-04-07 | $277409284.08             | $215524843.08           |
| 2026-04-08 | $251691576.08             | $215533650.57           |
| 2026-04-09 | $321551608.73             | $364440444.58           |
| 2026-04-10 | $330645660.00             | $429378046.67           |
| 2026-04-13 | $230046027.86             | $501411864.98           |
| 2026-04-14 | $295292810.86             | $365452887.30           |
| 2026-04-15 | $622139492.05             | $436543710.06           |
| 2026-04-16 | $344260142.55             | $432921777.49           |
| 2026-04-17 | $8636216615.00            | $366957501.09           |
| 2026-04-20 | $319055890.86             | $8690993818.92          |
| 2026-04-21 | $376392351.83             | $336075856.55           |
| 2026-04-22 | $727087868.00             | $289683461.86           |
| 2026-04-23 | $263124787.71             | $887949796.95           |
| 2026-04-24 | $475862201.22             | $639607397.43           |
| 2026-04-27 | $351567909.28             | $1462881715.00          |
| 2026-04-28 | $563091437.30             | $414533371.71           |
| 2026-04-29 | $476753959.95             | $576884205.12           |
| 2026-04-30 | $471385868.92             | $370814282.96           |

**Total Gross Subscriptions (Month):** $16287830769.96

**Total Gross Redemptions (Month):** $18129926360.63

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5500%           |
| 2026-04-02 | 3.5500%           |
| 2026-04-06 | 3.5500%           |
| 2026-04-07 | 3.5500%           |
| 2026-04-08 | 3.5400%           |
| 2026-04-09 | 3.5400%           |
| 2026-04-10 | 3.5300%           |
| 2026-04-13 | 3.5200%           |
| 2026-04-14 | 3.5200%           |
| 2026-04-15 | 3.5300%           |
| 2026-04-16 | 3.5400%           |
| 2026-04-17 | 3.5400%           |
| 2026-04-20 | 3.5500%           |
| 2026-04-21 | 3.5500%           |
| 2026-04-22 | 3.5500%           |
| 2026-04-23 | 3.5400%           |
| 2026-04-24 | 3.5400%           |
| 2026-04-27 | 3.5500%           |
| 2026-04-28 | 3.5500%           |
| 2026-04-29 | 3.5500%           |
| 2026-04-30 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 6.3800%          | 0.0000%              |
| Non-financial corporation |  | 7.3400%          | 0.0000%              |
| Non-financial corporation |  | 8.2800%          | 0.0000%              |
| Non-financial corporation |  | 8.1100%          | 0.0000%              |
| Non-financial corporation |  | 5.6800%          | 0.0000%              |
| Non-financial corporation |  | 6.4200%          | 0.0000%              |

### Class: Digital

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $100657633.08

- **Number of Shares Outstanding:** 100674346.7400

- **Expense Reimbursement/Waiver:** 192.21

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9998          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 0.9998          |
|  |  |
| 2026-04-08 | 0.9998          |
|  |  |
| 2026-04-09 | 0.9998          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9998          |
|  |  |
| 2026-04-14 | 0.9998          |
|  |  |
| 2026-04-15 | 0.9998          |
|  |  |
| 2026-04-16 | 0.9998          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 0.9998          |
|  |  |
| 2026-04-21 | 0.9998          |
|  |  |
| 2026-04-22 | 0.9998          |
|  |  |
| 2026-04-23 | 0.9998          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 0.9998          |
|  |  |
| 2026-04-28 | 0.9998          |
|  |  |
| 2026-04-29 | 0.9998          |
|  |  |
| 2026-04-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $50000061.18              | $8215.17                |
| 2026-04-02 | $7916.45                  | $49847477.07            |
| 2026-04-06 | $50000000.01              | $8044.15                |
| 2026-04-07 | $494.01                   | $0.00                   |
| 2026-04-08 | $0.00                     | $346.23                 |
| 2026-04-09 | $0.00                     | $57.55                  |
| 2026-04-10 | $0.00                     | $150.81                 |
| 2026-04-13 | $0.00                     | $180.78                 |
| 2026-04-14 | $0.00                     | $171.13                 |
| 2026-04-15 | $0.00                     | $154.44                 |
| 2026-04-16 | $0.00                     | $50.77                  |
| 2026-04-17 | $465.04                   | $0.00                   |
| 2026-04-20 | $0.00                     | $327.58                 |
| 2026-04-21 | $1784.34                  | $10000000.00            |
| 2026-04-22 | $10000000.00              | $1634.21                |
| 2026-04-23 | $0.00                     | $5.50                   |
| 2026-04-24 | $30.19                    | $0.00                   |
| 2026-04-27 | $38.87                    | $0.00                   |
| 2026-04-28 | $50.06                    | $0.00                   |
| 2026-04-29 | $0.00                     | $146.33                 |
| 2026-04-30 | $36.71                    | $0.00                   |

**Total Gross Subscriptions (Month):** $110010876.86

**Total Gross Redemptions (Month):** $59866961.72

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5500%           |
| 2026-04-02 | 3.5500%           |
| 2026-04-06 | 3.5500%           |
| 2026-04-07 | 3.5500%           |
| 2026-04-08 | 3.5400%           |
| 2026-04-09 | 3.5400%           |
| 2026-04-10 | 3.5300%           |
| 2026-04-13 | 3.5200%           |
| 2026-04-14 | 3.5200%           |
| 2026-04-15 | 3.5300%           |
| 2026-04-16 | 3.5400%           |
| 2026-04-17 | 3.5400%           |
| 2026-04-20 | 3.5500%           |
| 2026-04-21 | 3.5500%           |
| 2026-04-22 | 3.5500%           |
| 2026-04-23 | 3.5400%           |
| 2026-04-24 | 3.5400%           |
| 2026-04-27 | 3.5500%           |
| 2026-04-28 | 3.5500%           |
| 2026-04-29 | 3.5500%           |
| 2026-04-30 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9700%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: 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: OVU001M07
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 HOME LOAN MOR | 2055-04-01      | 7.0000%  | N/A     | $2764227.00        | $1939089.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $637.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $942491.00         | $992807.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $659.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $6767758.00        | $5548160.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $3000.00           | $2996.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.0000%  | N/A     | $1000.00           | $1019.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1011.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $5024.00           | $4702.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $991.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $4112.00           | $2749.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.0000%  | N/A     | $1000.00           | $261.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1868956.00        | $1909082.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $86915386.00       | $66074180.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $760.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $889.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $1024.00           | $743.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 3.0000%  | N/A     | $58000.00          | $31876.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $796.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 7.0000%  | N/A     | $2000.00           | $1163.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $930.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 2.5000%  | N/A     | $103118505.00      | $62068500.22       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $785.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $2847857.00        | $2063052.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 4.5000%  | N/A     | $2000.00           | $1722.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $78944699.00       | $48753279.91       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $707.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 5.0000%  | N/A     | $1000.00           | $1020.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $2048.00           | $1843.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $751.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $2000.00           | $1814.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $9118902.00        | $8264643.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $3120.00           | $3054.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $772.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $1008.00           | $186.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $1022.00           | $976.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $2016.00           | $1567.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $1008.00           | $864.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $5377800.00        | $4397571.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $925.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $5852070.00        | $3941341.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $7176250.00        | $1593371.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $733.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $773.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $806.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $2000.00           | $1614.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $860.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2016.00           | $1757.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $736133.00         | $666055.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $3338740.00        | $1914414.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $2000.00           | $1662.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $2950800.00        | $1903896.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 7.0000%  | N/A     | $1000.00           | $1056.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $6393.00           | $5347.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $526258.00         | $557752.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $841.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $4492360.00        | $3330117.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 7.0000%  | N/A     | $1008.00           | $632.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $747.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $909.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $2222128.00        | $2157507.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $850.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1008.00           | $796.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $707.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $619.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $2103960.00        | $1742851.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $925.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $886.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 4.0000%  | N/A     | $2000.00           | $296.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1008.00           | $833.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $1024.00           | $1045.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1024.00           | $850.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $5120.00           | $3549.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $6024.00           | $4442.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $8589496.00        | $6547383.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $974.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.5000%  | N/A     | $2719247.00        | $2141544.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $897.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $952.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $889.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $2008.00           | $1116.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 5.0000%  | N/A     | $6002.00           | $174.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $993.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $59623186.00       | $44172188.56       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.5000%  | N/A     | $2064.00           | $486.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $2000.00           | $1392.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $866.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $2048.00           | $1843.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.9452%  | N/A     | $1010.00           | $668.72            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $2060.00           | $1164.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $3720014.00        | $2709846.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $700.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.5000%  | N/A     | $1000.00           | $121.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1024.00           | $925.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $3263356.00        | $2923061.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $800.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-03-01      | 5.0000%  | N/A     | $674875.00         | $51474.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1000.00           | $930.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $2660702.00        | $2555221.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $2008.00           | $1385.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $2000.00           | $1420.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $2024.00           | $1315.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $596.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $2000.00           | $1932.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $2203555.00        | $2308188.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $2000.00           | $1474.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $3024.00           | $2960.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $2042.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1024.00           | $700.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $3072.00           | $2033.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $134202.00         | $107973.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1008.00           | $897.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-25      | 4.7952%  | N/A     | $28506481.00       | $27980777.84       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $831.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $3000.00           | $2041.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $2000.00           | $2029.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $734.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1029.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $5626720.00        | $1513096.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1314982.00        | $1385024.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $5072.00           | $4944.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1018.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $80398013.00       | $74691431.46       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1008.00           | $682.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $969.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 2.0000%  | N/A     | $497000.00         | $219037.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $638.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $1008.00           | $805.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $2048.00           | $1879.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $2016.00           | $1819.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $5096.00           | $3391.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $1024.00           | $997.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $3012.00           | $2491.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $58320436.00       | $58296337.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1233000.00        | $1038072.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1008.00           | $982.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 7.0000%  | N/A     | $1000.00           | $514.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 5.0000%  | N/A     | $1000.00           | $72.19             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $853.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1001.00           | $798.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $755.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $59332352.00       | $48550229.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 4.0000%  | N/A     | $1120.00           | $261.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.5000%  | N/A     | $1024.00           | $1059.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $949.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1024.00           | $728.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 5.0000%  | N/A     | $10348.00          | $317.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $69976477.00       | $56430608.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $918.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-25      | 4.7452%  | N/A     | $6859072.00        | $6721440.70        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1024.00           | $764.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $842.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $1024.00           | $924.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 4.5000%  | N/A     | $1024.00           | $159.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1008.00           | $715.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $12030.00          | $11797.67          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1040.00           | $936.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $832.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $1000.00           | $801.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $806.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $772.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $51244600.00       | $37353291.46       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $1983637.00        | $1383844.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1024.00           | $852.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $882.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $890.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $762.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $1024.00           | $1029.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1008.00           | $612.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $613.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $35440586.00       | $28106099.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $2367484.00        | $1696902.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $861.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $595.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-25      | 4.7452%  | N/A     | $3738471.00        | $3475470.19        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1035.00           | $843.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 4.0000%  | N/A     | $1171537.00        | $260267.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $846.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $69102873.00       | $52320301.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.5000%  | N/A     | $1024.00           | $631.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $2000.00           | $1352.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $2000.00           | $1922.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $965.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1002.00           | $881.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $929.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $879.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1003.00           | $749.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $3000.00           | $2605.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 5.0000%  | N/A     | $44000.00          | $41571.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $2000.00           | $1998.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $27883445.00       | $11509790.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $974.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 7.0000%  | N/A     | $1000.00           | $836.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $39130.00          | $24032.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $2000.00           | $1348.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $2016.00           | $1935.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1008.00           | $790.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $2048.00           | $1405.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1024.00           | $902.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $4000.00           | $2680.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $2000.00           | $1463.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $1120.00           | $218.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $2048.00           | $1228.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.5000%  | N/A     | $2210360.00        | $460984.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $53912040.00       | $50099202.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $1024.00           | $136.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $8059960.00        | $2090725.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $864.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $658.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $803.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $16885900.00       | $2319423.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $76254776.00       | $17373391.98       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1367019.00        | $1348498.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | 4.0000%  | N/A     | $3024.00           | $446.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.5000%  | N/A     | $47586560.00       | $11863776.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 6.0000%  | N/A     | $2000.00           | $43.44             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $2048.00           | $1856.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $757.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.5000%  | N/A     | $1008.00           | $319.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $2000.00           | $1444.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $5479.00           | $785.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $567126.00         | $495211.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $1000.00           | $818.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $847.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.0000%  | N/A     | $1000.00           | $240.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $23706381.00       | $23385009.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1022.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $27359.00          | $6394.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $23916893.00       | $13636335.51       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $740.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $937.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $102062.00         | $73734.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $1690.00           | $983.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $3000.00           | $3037.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.5000%  | N/A     | $1521000.00        | $191182.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 4.3602%  | N/A     | $1060.00           | $1045.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.5000%  | N/A     | $1000.00           | $1055.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $1024.00           | $105.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.0000%  | N/A     | $3231.00           | $1306.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $10136.00          | $7351.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $3595000.00        | $945616.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $2000.00           | $1873.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $2000.00           | $1984.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 4.0000%  | N/A     | $1000.00           | $104.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0000%  | N/A     | $4035874.00        | $272023.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.0000%  | N/A     | $1000.00           | $965.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $4107.00           | $2848.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $2000.00           | $1479.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $2048.00           | $247.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $2048.00           | $1452.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $991.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $1024.00           | $1039.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $2048.00           | $1845.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-06-01      | 3.5000%  | N/A     | $940000.00         | $72462.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1000.00           | $991.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $224988160.00      | $52987726.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | 5.5000%  | N/A     | $3000.00           | $2074.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $1461060.00        | $1450820.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $150214410.00      | $21072386.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $2909867.00        | $2910063.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1008.00           | $939.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $1000.00           | $177.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $1024.00           | $110.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $1024.00           | $705.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $78053316.00       | $74684086.12       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $38198266.00       | $10435959.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $5624480.00        | $4919151.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1002.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $1000.00           | $745.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1081242.00        | $1089459.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $2000.00           | $1475.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $677.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 2.5000%  | N/A     | $1000.00           | $974.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $49057929.00       | $22864332.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $2208384.00        | $282729.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $1008.00           | $272.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $1000.00           | $1017.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1008.00           | $965.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.0000%  | N/A     | $3027764.00        | $531485.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $24337760.00       | $21241431.67       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.5000%  | N/A     | $124602.00         | $98393.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 4.5000%  | N/A     | $1024.00           | $116.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $1500829.00        | $13277.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $3048.00           | $3100.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1040.00           | $646.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $4008.00           | $3394.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1024.00           | $743.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 5.0000%  | N/A     | $2008.00           | $401.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $5010.00           | $4344.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 4.0000%  | N/A     | $31197640.00       | $9431376.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $1000.00           | $1052.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $667703.00         | $692230.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $3000.00           | $3046.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $1008.00           | $796.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $1000.00           | $782.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $432404480.00      | $50481429.79       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1000.00           | $842.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1008.00           | $764.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.0000%  | N/A     | $1000.00           | $191.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.5000%  | N/A     | $1734.00           | $6.97              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $1024.00           | $1017.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $1011.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $1000.00           | $182.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $315.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $2048.00           | $2013.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $999.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1006550.00        | $1002071.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $1262367.00        | $1341025.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $3072.00           | $3017.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $3000.00           | $215.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.5000%  | N/A     | $32775066.00       | $12618473.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $2048.00           | $1056.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $2034976.00        | $1300087.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1024.00           | $845.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $865.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $2076196.00        | $1223494.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1885492.00        | $1557925.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $351.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $3318704.00        | $2620551.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1014.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $2048.00           | $1335.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 2.5000%  | N/A     | $1000.00           | $377.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $2024.00           | $1475.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | 3.5000%  | N/A     | $1389975.00        | $81895.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $1040.00           | $158.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $68555667.00       | $23114044.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $896.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $5048.00           | $4145.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 5.0000%  | N/A     | $6643022.00        | $1861173.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.0000%  | N/A     | $1000.00           | $138.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $4096.00           | $3891.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $36756.00          | $37096.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.5000%  | N/A     | $1039.00           | $59.98             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $1000.00           | $491.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1025.00           | $674.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1160600.00        | $1200202.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $1025.00           | $105.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.5000%  | N/A     | $1000.00           | $118.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $65098384.00       | $14536402.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $687.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1024.00           | $1016.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 7.0000%  | N/A     | $1000.00           | $864.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.0000%  | N/A     | $1000.00           | $1034.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $2000.00           | $1952.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1000.00           | $361.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $3386204.00        | $3309811.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $7461703.00        | $5386421.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-25      | 4.8452%  | N/A     | $39548076.00       | $38315554.11       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $69613199.00       | $16449404.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $540.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1024.00           | $848.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $212.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | 4.5000%  | N/A     | $1000.00           | $977.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $2024.00           | $1444.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $130507916.00      | $44337325.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $1188488.00        | $1252990.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $1000.00           | $966.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $2275.00           | $443.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $5097856.00        | $1072132.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $1024.00           | $218.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $312000.00         | $78090.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $884.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $2000.00           | $1442.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $1079350.00        | $1158818.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $12654976.00       | $7102786.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $225000.00         | $122625.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.0000%  | N/A     | $1000.00           | $130.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | 2.9400%  | N/A     | $594006.00         | $410928.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $876.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $302747.00         | $300180.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $65.32             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $814.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $2048.00           | $1702.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $4201744.00        | $2511706.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $5000.00           | $3300.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $4319955.00        | $3530475.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1120.00           | $1110.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $122400.00         | $127386.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1532910.00        | $953128.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $28476.00          | $21345.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $2000.00           | $1409.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-25      | 4.6952%  | N/A     | $13744512.00       | $13407482.23       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $3095877.00        | $2475737.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $3847000.00        | $438639.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.0000%  | N/A     | $1000.00           | $969.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 4.5000%  | N/A     | $1009.00           | $247.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | 3.5000%  | N/A     | $1000.00           | $187.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $12131180.00       | $11690239.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $801.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $3031796.00        | $1760265.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $714.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $16075472.00       | $11453391.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-12-01      | 2.5000%  | N/A     | $39223492.00       | $25690028.99       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $4053470.00        | $1529845.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $89565508.00       | $23370748.13       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $75297076.00       | $17906335.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $3360366.00        | $1949961.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $1024.00           | $1024.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $1024.00           | $101.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $995.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $690.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $18414546.00       | $13326402.47       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.0000%  | N/A     | $5120.00           | $945.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1015.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-25      | 4.8452%  | N/A     | $38563114.00       | $34708533.18       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1040.00           | $1049.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $3200.00           | $2132.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1024.00           | $1005.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-01      | 3.5000%  | N/A     | $240600.00         | $7470.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $8686.00           | $6975.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-01-01      | 4.0000%  | N/A     | $70924555.00       | $23333231.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1120.00           | $1098.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $2275880.00        | $2124806.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $2000.00           | $1786.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $2000.00           | $1575.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $18181984.00       | $14129016.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-08-01      | 3.5000%  | N/A     | $3152.00           | $878.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2063-06-01      | 2.5000%  | N/A     | $2048.00           | $1232.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1119.00           | $704.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $1008.00           | $263.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $2016.00           | $1458.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $16899808.00       | $12426833.77       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-25      | 4.7952%  | N/A     | $71523342.00       | $69837679.72       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-04-01      | 4.0000%  | N/A     | $27349040.00       | $25045282.83       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $38850099.00       | $9875424.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $971.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $721.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $50694243.00       | $46396582.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $1000.00           | $104.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $3008.00           | $2500.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $2000.00           | $1884.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.5000%  | N/A     | $7626336.00        | $953198.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1024.00           | $700.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $10415648.00       | $1531033.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $3024.00           | $2400.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.5000%  | N/A     | $22693920.00       | $914761.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $29373600.00       | $3593894.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $268661.00         | $244018.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $711.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $21390144.00       | $15951098.39       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $25651704.00       | $11879463.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.5000%  | N/A     | $1000.00           | $173.88            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | 3.5000%  | N/A     | $1024.00           | $280.27            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.5000%  | N/A     | $4080.00           | $1435.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 3.5000%  | N/A     | $2048.00           | $768.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $152406161.00      | $72926938.75       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $2000.00           | $2019.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 3.5000%  | N/A     | $28299528.00       | $11173673.02       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 4.6901%  | N/A     | $1056.00           | $864.80            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-04-20      | 3.0000%  | N/A     | $1000.00           | $101.55            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $1000.00           | $13.17             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.0000%  | N/A     | $1000.00           | $89.11             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-15      | 3.0000%  | N/A     | $1000.00           | $136.01            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.5000%  | N/A     | $3000.00           | $1326.59           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.0000%  | N/A     | $1000.00           | $88.35             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 4.9001%  | N/A     | $29998000.00       | $28598882.66       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-08-15      | 6.5000%  | N/A     | $1000.00           | $17.65             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.0000%  | N/A     | $1000.00           | $127.01            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-20      | 3.5000%  | N/A     | $1000.00           | $71.76             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 4.0000%  | N/A     | $3088.00           | $929.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-20      | 4.0000%  | N/A     | $1000.00           | $93.29             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-11-20      | 7.0000%  | N/A     | $25022.00          | $47.02             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-15      | 7.0000%  | N/A     | $1000.00           | $20.50             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-20      | 4.0000%  | N/A     | $1000.00           | $50.33             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-02-20      | 8.5000%  | N/A     | $3800034.00        | $22572.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-10-15      | 5.0000%  | N/A     | $1000.00           | $12.30             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1000.00           | $1034.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 4.9401%  | N/A     | $1000.00           | $870.16            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-03-20      | 3.5000%  | N/A     | $1000.00           | $24.65             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1000.00           | $1024.96           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-20      | 3.0000%  | N/A     | $1000.00           | $108.29            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.9601%  | N/A     | $47105668.00       | $42329749.35       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $87524900.00       | $89551136.25       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-11-15      | 2.0000%  | N/A     | $19152400.00       | $13331320.49       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-05-15      | 4.3750%  | N/A     | $1600.00           | $1642.13           | U.S. Treasuries (including strips)        |

### Security 2: 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: 0BAN03NP9
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 | 2043-07-01      | 3.5000%  | N/A     | $62092443.00       | $11054627.26       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $120430751.00      | $8921272.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 2.5000%  | N/A     | $50000000.00       | $11625274.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $50509471.00       | $7682709.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $50480670.00       | $8754012.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $50437549.00       | $7186004.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $48604453.00       | $8159743.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $207570466.00      | $8594507.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-15      | 4.0000%  | N/A     | $32011637.00       | $6708751.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $50952335.00       | $6550678.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $118271579.00      | $12470305.65       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $48454079.00       | $8687026.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $75029877.00       | $9082578.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $145058688.00      | $8894434.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $50469420.00       | $7894682.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $92282561.00       | $12025019.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $60898476.00       | $8217227.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $125075675.00      | $12436638.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $59656633.00       | $11037931.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $50735232.00       | $7834615.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $40341210.00       | $6280951.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $98883819.00       | $7855248.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $34204535.00       | $6200034.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $103715309.00      | $6914080.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $100852674.00      | $10432382.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $76374794.00       | $11214804.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $114236612.00      | $11442935.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $44001929.00       | $6012855.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $77523350.00       | $9927539.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $35024349.00       | $6075940.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $90893149.00       | $6921958.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $44270752.00       | $7646078.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $109873630.00      | $7336048.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $72428639.00       | $12995210.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | 3.5000%  | N/A     | $149986320.00      | $9997602.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $150832540.00      | $12796451.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $37917136.00       | $6435998.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.0000%  | N/A     | $50795447.00       | $8119814.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 3.5000%  | N/A     | $73500000.00       | $10415520.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $249773402.00      | $12086508.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $49751520.00       | $6960601.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $44428696.00       | $6002253.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $105000000.00      | $8190725.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $75739152.00       | $9401400.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $59267982.00       | $7792571.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $31791503.00       | $6355910.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $72127597.00       | $9205508.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $26173242.00       | $10492099.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $79921748.00       | $6958647.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $43401590.00       | $6460807.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $95565207.00       | $12487855.15       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.0000%  | N/A     | $79397340.00       | $11961264.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $67482435.00       | $7826230.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $50455018.00       | $8567991.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $66269216.00       | $10341648.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | 3.5000%  | N/A     | $34931935.00       | $6067764.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $50378758.00       | $6477441.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.0000%  | N/A     | $84401864.00       | $11829572.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.5000%  | N/A     | $56784629.00       | $8632993.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $69861107.00       | $10710857.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $39468800.00       | $6694401.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $116332124.00      | $9073992.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $61874955.00       | $6916179.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $112924845.00      | $9525877.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $50039103.00       | $7324053.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $50375565.00       | $6609136.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $201347358.00      | $9934670.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $33806501.00       | $6030944.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $65765548.00       | $11778676.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $45678544.00       | $5956244.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $45616968.00       | $6152338.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $50385363.00       | $8477184.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $222137705.00      | $10971048.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $100046684.00      | $10504533.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $44320000.00       | $6303721.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $65000000.00       | $10241033.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $75854033.00       | $7692815.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $50336667.00       | $6389733.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $30464523.00       | $6078952.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $34603451.00       | $6126010.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $100008628.00      | $11067287.98       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $70284487.00       | $10804709.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $49819493.00       | $6227115.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $100955950.00      | $12042798.13       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $62248857.00       | $6062447.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $50471828.00       | $9048668.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 4.0000%  | N/A     | $125623389.00      | $11064628.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 4.0000%  | N/A     | $120850972.00      | $11313440.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $75232430.00       | $7914804.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $105047920.00      | $10479266.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $59829435.00       | $8617992.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $79658831.00       | $12751927.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $99075793.00       | $6171543.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $45260142.00       | $8367546.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $70559127.00       | $8618684.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $50337649.00       | $7254741.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $50242715.00       | $6142439.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 3.5000%  | N/A     | $181145231.00      | $11320184.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $32551541.00       | $6063988.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $70721599.00       | $7354414.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $65803154.00       | $7957294.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $232204269.00      | $11722290.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $62973111.00       | $7932761.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $110611540.00      | $11794818.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $83252885.00       | $8563347.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 3.5000%  | N/A     | $169809398.00      | $11695933.13       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $42287579.00       | $7255717.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $83046856.00       | $7883069.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $56792967.00       | $7639068.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $37100000.00       | $6068927.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $84130017.00       | $9142456.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $14703990.00       | $7378821.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $66002800.00       | $11840916.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $75565147.00       | $10103410.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 3.5000%  | N/A     | $163639709.00      | $7941835.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $50940274.00       | $8013942.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $56213854.00       | $11286632.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $35819353.00       | $6562705.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $93693357.00       | $11999991.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $155272105.00      | $10584794.65       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $49684352.00       | $6442392.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $100334549.00      | $9631760.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $59589709.00       | $6590484.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $91773855.00       | $11235174.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $22950440.00       | $3561129.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $68122454.00       | $9709588.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $50000000.00       | $6755249.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.5000%  | N/A     | $45585539.00       | $7622363.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $56376404.00       | $6377474.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $55908335.00       | $7810323.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $87400225.00       | $9074534.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $77936836.00       | $12418506.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $74561718.00       | $8771909.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $42894386.00       | $6509123.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $80867571.00       | $9489539.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $80159985.00       | $5958732.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $60783372.00       | $9222750.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $120900170.00      | $8141134.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $50149535.00       | $8349615.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $50065269.00       | $6644821.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $50424901.00       | $9194322.29        | Agency Mortgage-Backed Securities |

### Security 3: 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: 0QH004VU7
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 | 2050-07-20      | 3.0000%  | N/A     | $10483846.00       | $3100950.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.0000%  | N/A     | $14476647.00       | $4153522.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $10231030.00       | $10392551.85       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.0000%  | N/A     | $7121114.00        | $6546324.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.5000%  | N/A     | $3368361.00        | $3620207.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $3379287.00        | $3507776.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $5846144.00        | $6116957.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $3769776.00        | $3615696.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $2879256.00        | $2946973.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $3015374.00        | $3162250.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $5778447.00        | $5873826.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $9351543.00        | $9714808.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $7446071.00        | $7563098.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $4097418.00        | $4178237.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-01-20      | 4.0000%  | N/A     | $18680181.00       | $3429061.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 3.5000%  | N/A     | $6078876.00        | $5443411.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $10008885.00       | $10102653.80       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $10811282.00       | $10965330.42       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $8002533.00        | $8068942.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $6673955.00        | $6590459.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $11043968.00       | $10946331.99       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $5176320.00        | $5469379.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $3387362.00        | $3457736.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.5000%  | N/A     | $7255708.00        | $7818047.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $3420731.00        | $3543085.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $7312941.00        | $7456593.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.5000%  | N/A     | $3535000.00        | $2822270.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $3428361.00        | $3499371.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $3799223.00        | $3946805.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $3465417.00        | $3461196.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $2801045.00        | $2848185.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $4126057.00        | $4286335.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $5687945.00        | $5448839.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.0000%  | N/A     | $7183719.00        | $6628797.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $6812305.00        | $4208341.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $3677938.00        | $3669881.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $10158517.00       | $10341904.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $3845932.00        | $3954628.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $8526335.00        | $8829329.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $3782619.00        | $3902326.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $4341594.00        | $4478186.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.5000%  | N/A     | $3002535.00        | $3078743.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 6.5000%  | N/A     | $4554884.00        | $4775823.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $10181851.00       | $10355754.74       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $4339544.00        | $4572178.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $4195896.00        | $4273536.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $5821265.00        | $5965747.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | 7.5000%  | N/A     | $4686594.00        | $4662229.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $5441428.00        | $5552974.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $3100711.00        | $3315367.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $3015898.00        | $3067055.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $3144809.00        | $3261872.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.5000%  | N/A     | $6495712.00        | $5208168.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $5153756.00        | $5390363.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $4318211.00        | $4298121.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 8.0000%  | N/A     | $11736554.00       | $3738784.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $4228787.00        | $4244828.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $4890991.00        | $5062721.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $9571974.00        | $9862983.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $10213493.00       | $10387028.09       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.0000%  | N/A     | $3853984.00        | $3861202.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $5406957.00        | $5504571.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.0000%  | N/A     | $7037065.00        | $6546363.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $6022336.00        | $3514057.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.5000%  | N/A     | $4030472.00        | $3251596.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $9202788.00        | $9464042.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $4231659.00        | $4263786.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $3622430.00        | $3684058.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $3533407.00        | $3693591.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $6123123.00        | $6060426.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $3911160.00        | $3977665.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 8.0000%  | N/A     | $5011945.00        | $4561616.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $5031891.00        | $5219204.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $7596985.00        | $7285955.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $5193188.00        | $5097336.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $3471460.00        | $3680358.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $2888821.00        | $2958164.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $9257766.00        | $9251562.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $10073046.00       | $10244209.57       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $3786849.00        | $3897586.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 7.5000%  | N/A     | $16098408.00       | $4098881.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $4080556.00        | $4111401.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.5000%  | N/A     | $3323261.00        | $3292390.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $6716651.00        | $6877193.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $3179781.00        | $3210251.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $3640140.00        | $3773268.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.5000%  | N/A     | $61000000.00       | $4319694.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $5256055.00        | $5426221.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.5000%  | N/A     | $8614471.00        | $9296521.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $3670340.00        | $3714224.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $7700795.00        | $7999681.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $3615048.00        | $3740849.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.0000%  | N/A     | $7110019.00        | $6546321.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $3807058.00        | $3872294.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $9441901.00        | $9890932.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $2996576.00        | $3129927.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $10152475.00       | $10335753.12       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $3782583.00        | $3849221.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $9893447.00        | $10109555.06       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $3163212.00        | $3308483.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $3132406.00        | $3179169.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $8336364.00        | $8401975.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | 8.0000%  | N/A     | $4110871.00        | $3842865.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $5140648.00        | $4865201.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $8452313.00        | $8531498.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $5265600.00        | $5355507.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $275912.00         | $285514.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $16010000.00       | $11658849.30       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $5682733.00        | $5883897.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $7217744.00        | $7316263.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $2516745.00        | $2641594.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $3608334.00        | $3709151.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $3230841.00        | $3342799.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $6645265.00        | $6758199.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $2786317.00        | $2862452.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $2841176.00        | $2892469.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $9820000.00        | $6938638.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $7505161.00        | $7529133.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $6798173.00        | $5140095.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $3096820.00        | $3149388.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $8275821.00        | $8621790.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5000%  | N/A     | $3496361.00        | $3357597.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $2990065.00        | $3035258.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $3137019.00        | $3167695.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $4976748.00        | $4969930.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $3116738.00        | $3229275.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $5615167.00        | $5870687.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.5000%  | N/A     | $33593847.00       | $6720366.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $10206789.00       | $10353627.29       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $9957532.00        | $9948466.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $6277473.00        | $5645384.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $7995450.00        | $8224262.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 3.5000%  | N/A     | $6437837.00        | $5835251.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $5111700.00        | $5388755.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $3276724.00        | $3327586.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.0000%  | N/A     | $17001660.00       | $9474538.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $3489610.00        | $3649553.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $7582121.00        | $7698594.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $3881668.00        | $3948957.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $4146626.00        | $4130892.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $4627391.00        | $4848858.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $2852962.00        | $3022275.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $5364621.00        | $5515720.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $5965482.00        | $6069529.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $3127030.00        | $3126682.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $7433652.00        | $7948247.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $3864105.00        | $4013801.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 7.0000%  | N/A     | $3643639.00        | $3755603.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $4000000.00        | $3583845.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $10803021.00       | $11371433.95       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $2871888.00        | $2931105.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $2877321.00        | $3017481.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.5000%  | N/A     | $11996661.00       | $4496399.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $10153867.00       | $10312118.03       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $6726904.00        | $7015622.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $2938692.00        | $3208625.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $5615514.00        | $5953416.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $3484715.00        | $3679823.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $9531695.00        | $9620993.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $2832620.00        | $2883745.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $4897985.00        | $5122480.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $5425129.00        | $5523771.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.0000%  | N/A     | $7067543.00        | $6546311.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $10000000.00       | $9981247.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $5508701.00        | $5475271.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $6267278.00        | $6006500.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $4641408.00        | $4920705.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $3407297.00        | $3439940.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $3703033.00        | $3768781.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.5000%  | N/A     | $3387615.00        | $3653233.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $2883822.00        | $3021747.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-20      | 6.0000%  | N/A     | $4451798.00        | $3578758.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.0000%  | N/A     | $4306000.00        | $3123321.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $6968886.00        | $7308327.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.0000%  | N/A     | $9018174.00        | $8434537.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.5000%  | N/A     | $9800000.00        | $7161804.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $5369760.00        | $5544106.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $4041358.00        | $4102963.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $3000000.00        | $2986357.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $6847055.00        | $7172253.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $4963701.00        | $4992572.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $8075492.00        | $3314093.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $3633921.00        | $3757062.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $7394785.00        | $7670058.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $5200617.00        | $5317565.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.0000%  | N/A     | $7123137.00        | $6546321.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $6038669.00        | $5936202.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $3169801.00        | $3349404.02        | Agency Mortgage-Backed Securities |

### Security 4: 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: 0QH004W93
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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? 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 | 2052-07-01      | 4.0000%  | N/A     | $10006359.00       | $9430197.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $9406429.00        | $9331956.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 6.0000%  | N/A     | $8863790.00        | $9323921.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $10469736.00       | $10278786.59       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 6.0000%  | N/A     | $9880666.00        | $10165469.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $9489320.00        | $9413694.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $7806384.00        | $7703343.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.0000%  | N/A     | $10522211.00       | $10061929.29       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $9556295.00        | $9780779.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $10904052.00       | $9354430.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 3.5000%  | N/A     | $10673313.00       | $9297651.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 2.5000%  | N/A     | $45221763.00       | $10058919.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $8912728.00        | $9182277.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $9598529.00        | $9879238.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $10067871.00       | $9710066.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $10009240.00       | $9917292.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $10039200.00       | $10316817.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $15596000.00       | $9331413.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | 5.0000%  | N/A     | $10845240.00       | $10100983.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $9933516.00        | $10007385.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 3.5000%  | N/A     | $10047494.00       | $9121173.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 1.5000%  | N/A     | $6240417.00        | $4973846.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 3.5000%  | N/A     | $11104802.00       | $10131426.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.0000%  | N/A     | $11300061.00       | $9801868.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $19515622.00       | $7884593.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $59175000.00       | $50695438.52       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $98000000.00       | $75620800.08       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $18281000.00       | $14849456.46       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $30000000.00       | $28485728.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $30000000.00       | $22517194.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.5000%  | N/A     | $19451372.00       | $12437286.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.5000%  | N/A     | $100000000.00      | $36978839.56       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $30300228.00       | $14016160.76       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.5000%  | N/A     | $40000000.00       | $22983836.87       | Agency Collateralized Mortgage Obligation |

### Security 5: 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: 0RC002D59
- **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:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor'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? 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 | 2053-07-20      | 5.5000%  | N/A     | $13784205.00       | $9614184.48        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $95905600.00       | $96985587.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $23817900.00       | $17427142.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $66980100.00       | $64594583.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.6250%  | N/A     | $66814900.00       | $66404427.65       | U.S. Treasuries (including strips) |

### Security 6: 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: 0QK011N52
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $779.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 3.7900%  | N/A     | $1543004.00        | $1453723.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $1000.00           | $960.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $2000.00           | $1952.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-25      | 2.0200%  | N/A     | $13000.00          | $11749.39          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1008.00           | $629.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $791032.00         | $600416.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.8952%  | N/A     | $1213.00           | $936.98            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $10891730.00       | $10546419.14       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1000.00           | $754.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-04-25      | 1.4770%  | N/A     | $26000.00          | $23479.94          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-05-25      | 4.1096%  | N/A     | $42702746.00       | $16584886.04       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-09-25      | 4.3200%  | N/A     | $19000.00          | $19049.99          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $1003.00           | $279.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-25      | 2.3610%  | N/A     | $1490320.00        | $1199756.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-08-25      | 4.5810%  | N/A     | $44000.00          | $43878.18          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $996.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $531.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $746.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-25      | 3.5130%  | N/A     | $58000.00          | $57833.30          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-09-25      | 4.3600%  | N/A     | $40000.00          | $39856.81          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1028.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1004.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $662.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1006.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $28925.00          | $25037.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-06-25      | 4.4000%  | N/A     | $108000.00         | $106307.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $853.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 4.5000%  | N/A     | $11037808.00       | $10651506.80       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $709.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-25      | 4.4200%  | N/A     | $42000.00          | $41299.93          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $980.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-25      | 4.7952%  | N/A     | $1008.00           | $542.91            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $1008.00           | $988.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $985.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.0000%  | N/A     | $1763712.00        | $1766628.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $17546216.00       | $17185466.57       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $961.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $4482114.00        | $4590065.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $1052.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $29922326.00       | $29465772.03       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $685.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $878.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-05-25      | 2.9880%  | N/A     | $17000.00          | $16015.99          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $967.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1014.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $1000.00           | $1006.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-25      | 5.0000%  | N/A     | $23474.00          | $22064.64          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $992.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-25      | 4.2200%  | N/A     | $20000.00          | $19970.89          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 4.2120%  | N/A     | $1000.00           | $999.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1008.00           | $837.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $672.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $802.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 7.0000%  | N/A     | $1000.00           | $635.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $781879.00         | $188320.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 7.0000%  | N/A     | $1000.00           | $1057.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $1049.00           | $832.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $9857.00           | $9295.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.9800%  | N/A     | $1001.00           | $989.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1021.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $116000.00         | $71038.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $2000.00           | $1507.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1022.00           | $997.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $532361.00         | $423092.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $173561.00         | $182475.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $1003.00           | $639.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-25      | 4.5000%  | N/A     | $5000549.00        | $4835557.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $6471917.00        | $4391868.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $1024.00           | $1023.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $743.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $10610520.00       | $8605461.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $127085.00         | $110268.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $983.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1495220.00        | $1540692.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 3.0000%  | N/A     | $1000.00           | $297.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $2024.00           | $1640.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $759.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $10949912.00       | $5987932.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1004.00           | $955.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.0000%  | N/A     | $219000.00         | $119289.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $459865.00         | $289764.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $574.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $801.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $855.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $743.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $1144.00           | $80.63             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 4.2000%  | N/A     | $15415808.00       | $14939695.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $598.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 2.5000%  | N/A     | $7985888.00        | $2105999.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 4.5000%  | N/A     | $1000.00           | $739.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $8600000.00        | $4953806.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $3216508.00        | $1831104.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $2540200.00        | $2063961.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $3099655.00        | $3189522.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $1000.00           | $432.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.5000%  | N/A     | $1008.00           | $779.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $2589879.00        | $1708770.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $967.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 0.0000%  | N/A     | $1000.00           | $1034.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 5.0000%  | N/A     | $1024.00           | $791.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $540.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 2.5000%  | N/A     | $1024.00           | $579.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.0000%  | N/A     | $447965.00         | $91176.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $50750.00          | $24101.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $984.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $945.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $749.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $1001.00           | $172.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 7.0000%  | N/A     | $232669.00         | $207203.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 7.0000%  | N/A     | $1000.00           | $1070.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-25      | 4.1830%  | N/A     | $1695.00           | $143.51            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $562129.00         | $558859.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $1024.00           | $631.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 7.0000%  | N/A     | $1000.00           | $1072.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $643.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.5000%  | N/A     | $1021.00           | $70.80             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $453894.00         | $282119.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $1062.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $949.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $441216.00         | $440545.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.0000%  | N/A     | $656178.00         | $113222.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $185650.00         | $153718.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 2.0000%  | N/A     | $13536768.00       | $6577840.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $108504.00         | $93473.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $812032.00         | $538266.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $793.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $5740064.00        | $4585134.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-03-01      | 1.7700%  | N/A     | $1001.00           | $982.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $1001.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $1011.00           | $462.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $2413175.00        | $1612771.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $6533971.00        | $5635054.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1899221.00        | $1215227.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1057870.00        | $810709.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-25      | 4.0000%  | N/A     | $2699000.00        | $2565210.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $457430.00         | $340721.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.5000%  | N/A     | $1024.00           | $1070.75           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.0000%  | N/A     | $3024.00           | $2125.16           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $2130.00           | $2051.45           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.6401%  | N/A     | $55183.00          | $54143.18          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 7.5000%  | N/A     | $938194.00         | $534725.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.0000%  | N/A     | $1008.00           | $535.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.5000%  | N/A     | $1015.00           | $114.29            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1008.00           | $769.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.5000%  | N/A     | $1000.00           | $1051.19           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $1024.00           | $1005.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 4.6401%  | N/A     | $32919104.00       | $16942558.52       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.0000%  | N/A     | $9977960.00        | $6974034.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1073.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $1024.00           | $743.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $5017080.00        | $1323169.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $2000.00           | $1512.09           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $1000.00           | $709.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1059.55           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | 4.0000%  | N/A     | $1024.00           | $89.57             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $72386.00          | $70938.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $1780608.00        | $1769436.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.5000%  | N/A     | $1000.00           | $1066.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.0000%  | N/A     | $1024.00           | $720.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | 4.0000%  | N/A     | $13621.00          | $980.27            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $2889008.00        | $906547.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1065.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $1000.00           | $1044.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 6.0000%  | N/A     | $1000.00           | $478.13            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 1.7500%  | N/A     | $13184901.00       | $5192679.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2037-09-20      | 5.5000%  | N/A     | $1000.00           | $486.25            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-08-20      | 3.5000%  | N/A     | $1170.00           | $117.90            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 4.0000%  | N/A     | $1216.00           | $97.87             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 7.0000%  | N/A     | $1751.00           | $1861.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 7.0000%  | N/A     | $219767.00         | $234166.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-15      | 7.0000%  | N/A     | $1000.00           | $753.84            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $1140060.00        | $1134428.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $5514896.00        | $3603425.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 7.0000%  | N/A     | $1000.00           | $1041.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $1024.00           | $946.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.5000%  | N/A     | $1024.00           | $723.88            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.0000%  | N/A     | $15379810.00       | $10524503.95       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $1024.00           | $794.77            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 3.0000%  | N/A     | $1000.00           | $106.85            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-15      | 4.5000%  | N/A     | $1000.00           | $425.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.7901%  | N/A     | $6109000.00        | $3903659.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $46637312.00       | $26198347.19       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $1000.00           | $654.53            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.7500%  | N/A     | $1145012.00        | $1163021.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.9601%  | N/A     | $900200.00         | $793942.53         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.8401%  | N/A     | $5319000.00        | $2800207.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.5000%  | N/A     | $2000.00           | $2144.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $2024.00           | $1525.59           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.5000%  | N/A     | $1262798.00        | $1125373.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $1000.00           | $1058.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.5000%  | N/A     | $2008.00           | $1812.41           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-15      | 7.0000%  | N/A     | $1000.00           | $982.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.0000%  | N/A     | $1023.00           | $235.67            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.0000%  | N/A     | $1024.00           | $965.73            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | 3.5000%  | N/A     | $3086.00           | $284.67            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $2808.00           | $1489.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $1024.00           | $244.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1059.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.5000%  | N/A     | $1001.00           | $1067.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 5.5000%  | N/A     | $1000.00           | $105.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.5000%  | N/A     | $1000.00           | $1055.31           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 5.5000%  | N/A     | $2000.00           | $1933.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.7401%  | N/A     | $4161968.00        | $4068988.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.0000%  | N/A     | $1000.00           | $624.99            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-15      | 6.5000%  | N/A     | $1000.00           | $1012.99           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.3901%  | N/A     | $114229.00         | $114162.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.5000%  | N/A     | $1000.00           | $391.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.5000%  | N/A     | $16625696.00       | $10982287.86       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $2024.00           | $1825.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.7901%  | N/A     | $30135858.00       | $12902143.32       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $1000.00           | $473.69            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | 4.0000%  | N/A     | $1283.00           | $110.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.0000%  | N/A     | $1024.00           | $731.47            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 4.0000%  | N/A     | $1000.00           | $300.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1006.00           | $1061.03           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $7016008.00        | $3234231.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 7.0000%  | N/A     | $1000.00           | $1042.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 4.7501%  | N/A     | $458944.00         | $263456.43         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $1000.00           | $1034.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.5000%  | N/A     | $3680.00           | $2297.82           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $1024.00           | $708.82            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-15      | 6.5000%  | N/A     | $1000.00           | $1020.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.5000%  | N/A     | $2008.00           | $228.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $2248.00           | $1769.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.6701%  | N/A     | $1000.00           | $539.43            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.5000%  | N/A     | $1000.00           | $121.48            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-15      | 7.0000%  | N/A     | $3000.00           | $2958.25           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.3901%  | N/A     | $16398624.00       | $11069617.57       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $1000.00           | $1058.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $1000.00           | $931.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-15      | 7.5000%  | N/A     | $2000.00           | $1827.84           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $6624000.00        | $6847808.95        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $100.00            | $98.40             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $100.00            | $91.57             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $800.00            | $755.20            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $225.28            | $99.88             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $800.00            | $851.70            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-05-15      | 4.3750%  | N/A     | $600.00            | $614.67            | U.S. Treasuries (including strips)        |

### Security 7: 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: 0QK011N60
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 | 2047-05-15      | 0.0000%  | N/A     | $2848712.64        | $950618.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 3.6250%  | N/A     | $144016200.00      | $116499446.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $4858900.00        | $5604281.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-04      | 0.0000%  | N/A     | $907300.00         | $898562.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $1600.00           | $1621.10           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $7.68              | $5.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $800.00            | $817.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $7764200.00        | $7662643.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $10.06             | $7.27              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $45095953.68       | $16481669.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $19926390.72       | $14577350.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-18      | 0.0000%  | N/A     | $7718800.00        | $7471026.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $1.28              | $0.85              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $200.00            | $167.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $8340919.07        | $4376396.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $13200.00          | $13198.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $600.00            | $607.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $15933800.00       | $6128824.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $198026169.77      | $81164986.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $92.40             | $46.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $204.80            | $90.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $45.88             | $39.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $3633200.00        | $4231959.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.1250%  | N/A     | $8363000.00        | $8321235.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $241132800.00      | $244365458.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $737.28            | $474.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 1.6250%  | N/A     | $400.00            | $397.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $69064400.00       | $83457324.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-22      | 0.0000%  | N/A     | $104313600.00      | $102482896.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-11      | 0.0000%  | N/A     | $61085800.00       | $60453989.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $20825308.33       | $13939420.13       | U.S. Treasuries (including strips) |

### Security 8: 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: 0QK011NA1
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 | 2028-11-15      | 0.0000%  | N/A     | $6453400.00        | $5841637.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $165000.00         | $175056.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $0.12              | $0.09              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $16168988.87       | $5833447.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $1.28              | $1.12              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $4259000.00        | $4195057.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $6667325.44        | $5479334.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $328270000.00      | $327373412.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.7422%  | N/A     | $100.00            | $99.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.8032%  | N/A     | $10400.00          | $10407.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $100.00            | $95.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $4440800.00        | $5172654.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $292.37            | $208.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $400.00            | $92.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $700.00            | $697.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $1.78              | $1.18              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $2753100.00        | $1104571.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $4433900.00        | $2331371.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $146320700.00      | $164172921.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $1000.00           | $654.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $9997600.00        | $6497134.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.6250%  | N/A     | $1768300.00        | $1772701.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $771500.00         | $782330.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $1387700.00        | $498600.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $22900.00          | $21812.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $1.15              | $0.77              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $100.00            | $51.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $5771138.61        | $3762782.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-27      | 0.0000%  | N/A     | $431800.00         | $422740.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $171946600.00      | $226827186.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 0.5000%  | N/A     | $2140000.00        | $2068845.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $4532300.00        | $4607318.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $14941593.92       | $10129847.84       | U.S. Treasuries (including strips) |

### Security 9: 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: 0QK011NH6
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 | 2050-05-15      | 0.0000%  | N/A     | $1386900.00        | $406084.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $1840300.00        | $954134.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.3750%  | N/A     | $123675800.00      | $123943910.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $182485700.00      | $185047406.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $227548000.00      | $228962244.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $202200.00         | $194842.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $234243000.00      | $224440155.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $635000.00         | $574803.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $13896300.00       | $13446824.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $2588910.20        | $1112009.42        | U.S. Treasuries (including strips) |

### Security 10: 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: 0QK011OL6
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 | 2046-05-15      | 0.0000%  | N/A     | $510900.00         | $183566.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $53700000.00       | $54632626.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 3.5000%  | N/A     | $21211200.00       | $21080326.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $5951100.00        | $5767925.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $26488400.00       | $28937349.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.3750%  | N/A     | $2551100.00        | $2556630.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 3.7500%  | N/A     | $16706500.00       | $16803326.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $8418049.66        | $2265970.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $19237200.00       | $19197810.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 3.6250%  | N/A     | $800.00            | $647.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 3.5000%  | N/A     | $230206800.00      | $229102888.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-30      | 0.0000%  | N/A     | $251267500.00      | $248980965.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $442700.00         | $419751.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-23      | 0.0000%  | N/A     | $136656300.00      | $135507020.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $33995300.00       | $13639254.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $266.68            | $190.18            | U.S. Treasuries (including strips) |

### Security 11: 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: 0QK011PA9
- **C.18 - Value (incl. sponsor support):** $3250000000.00
- **C.18.a - Value (excl. sponsor support):** $3250000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 | 2046-05-15      | 0.0000%  | N/A     | $28468200.00       | $10228624.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $169612500.00      | $56986407.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $21267900.00       | $4858864.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $15452000.00       | $5028698.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $800000.00         | $376181.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $69760600.00       | $17820345.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $346000.00         | $144192.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $3102000.00        | $1209106.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $2821000.00        | $1075698.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $304893000.00      | $73012726.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $68004000.00       | $36798188.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2056-02-15      | 0.0000%  | N/A     | $69950400.00       | $15780810.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $38301000.00       | $32508356.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $5672055.63        | $4406835.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $32896000.00       | $11704002.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $9476000.00        | $6505274.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $2900000.00        | $1966092.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $31191000.00       | $7871360.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $40900000.00       | $11057315.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $125.00            | $68.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $18994500.00       | $4405964.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $19798000.00       | $8503795.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $3855000.00        | $963788.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $79747999.99       | $24945971.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $275744000.00      | $135914769.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $59160000.00       | $24999655.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $5700000.00        | $2897709.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $43618000.00       | $38620729.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $345335000.00      | $95626714.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $35000000.00       | $10668350.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $95000000.00       | $30125450.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $3610037.79        | $1600546.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $5347000.00        | $1658960.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $1041.87           | $742.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $806239200.00      | $188797033.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $154025900.00      | $176590175.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $41359000.00       | $13162501.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $49246000.00       | $15897101.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $240000000.67      | $160644000.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $5464900.00        | $1718328.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $21496700.00       | $4959933.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $150000000.00      | $65352750.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $5000.00           | $4945.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $890000.00         | $618941.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $90820700.00       | $29702909.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $88562100.00       | $25167577.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $37081450.65       | $19157686.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $60100000.00       | $26333175.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $1300000.00        | $500035.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $1405300.00        | $1272081.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $9248000.00        | $2370632.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $44730300.00       | $17946243.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $10081000.00       | $3770697.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $182830000.00      | $106506885.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $1367000.00        | $560292.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $2500000.00        | $1062577.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $87797000.00       | $37866055.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $149635655.81      | $93597252.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $11132000.00       | $5853272.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $1035300.00        | $303135.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $486669800.00      | $431692110.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $2572000.00        | $665556.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $7004000.00        | $1736571.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $884966.70         | $306682.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $336578000.00      | $340425616.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $169189500.00      | $68743385.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $47303270.44       | $17066073.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $19747000.00       | $9432944.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $30654924.41       | $8907094.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $72000.00          | $36056.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $146201500.00      | $35415851.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $20000000.00       | $5655200.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $13122000.00       | $4488642.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $20621954.20       | $17880430.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $6491810.38        | $3006123.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $30000000.00       | $10011030.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $84123000.00       | $29035894.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $44000.00          | $28688.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $14832400.00       | $7690109.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $36270000.00       | $22065579.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $12371000.00       | $7314712.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $7336000.00        | $2020627.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $11656000.00       | $3186633.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $6113000.00        | $1746789.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $50880000.00       | $13431302.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $1247.44           | $482.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $171774576.59      | $110476818.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $326887400.00      | $87393346.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $4475062.85        | $3920991.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $194686096.66      | $116838524.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $20817106.16       | $14668149.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $9304000.00        | $3267536.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $13386000.00       | $6837595.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $41234202.38       | $12429637.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $352125.00         | $331554.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $95371000.00       | $62463999.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $45229500.00       | $16691494.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $22636386.46       | $6093262.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $13642000.00       | $8655303.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $26700000.00       | $10789950.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $18472000.00       | $10450330.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $79200000.00       | $26745048.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $200865000.00      | $105391856.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $3035000.00        | $1151400.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $18859000.00       | $11633626.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $123224468.16      | $59829052.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $6265000.00        | $2861852.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $35449700.00       | $12081612.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $72100000.00       | $21826112.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $2501805.58        | $1652982.98        | U.S. Treasuries (including strips) |

### Security 12: 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: 0QK011PO9
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 | 2026-07-31      | 3.8252%  | N/A     | $1491700.00        | $1492237.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $5000000.00        | $4732262.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 2.3750%  | N/A     | $211700.00         | $202915.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.1250%  | N/A     | $92000.00          | $91483.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $28500.00          | $29028.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 3.8332%  | N/A     | $200.00            | $200.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $29106800.00       | $29515396.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 3.7500%  | N/A     | $200.00            | $199.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $163700000.00      | $155214106.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $4353500.00        | $4398881.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $13790000.00       | $13717724.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $3317100.00        | $1923348.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 3.5000%  | N/A     | $200.00            | $199.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $25000000.00       | $25362266.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 2.6250%  | N/A     | $7003700.00        | $6796432.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 2.5000%  | N/A     | $119400.00         | $190186.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $120075100.00      | $119591063.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 4.1250%  | N/A     | $37531100.00       | $37633034.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $19902900.00       | $18939727.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-15      | 3.5000%  | N/A     | $4093000.00        | $4100477.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $41197100.00       | $41599168.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $377969700.00      | $471905109.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $100.00            | $100.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $39965500.00       | $40554784.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $28000000.00       | $16798584.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 2.1250%  | N/A     | $4200.00           | $6112.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $90000000.00       | $91055187.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $193986.67         | $150715.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $195705900.00      | $199104792.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $200.00            | $179.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $175000.00         | $177739.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $6858800.00        | $6769085.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 3.5000%  | N/A     | $93700000.00       | $93445028.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $8539700.00        | $8574712.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.6250%  | N/A     | $53407100.00       | $53540021.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $7106100.00        | $7183515.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $1351300.00        | $1341286.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 3.6250%  | N/A     | $33000.00          | $33542.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $100.00            | $98.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | 3.3750%  | N/A     | $8700000.00        | $8623864.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $8574200.00        | $8132874.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $10232400.00       | $8876763.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 1.3750%  | N/A     | $300.00            | $281.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $2258100.00        | $2274450.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $36113300.00       | $35832363.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 4.6250%  | N/A     | $100.00            | $97.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $28478700.00       | $28701720.90       | U.S. Treasuries (including strips) |

### Security 13: 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: 0QK011PP6
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1575604.00        | $1363866.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $4345040.00        | $4140407.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $21550888.00       | $19421088.66       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $4222231.00        | $4115395.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $10773696.00       | $9492374.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1080642.00        | $1041270.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $15157392.00       | $13085215.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1597171.00        | $1571006.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $6551319.00        | $6264265.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $40240.00          | $24568.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $4000.00           | $3478.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $12943912.00       | $12689434.64       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.0000%  | N/A     | $1027.00           | $99.57             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1002.00           | $737.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1397398.00        | $1404494.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $7770884.00        | $6344864.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $5376392.00        | $4546971.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $23782208.00       | $14860766.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 4.5000%  | N/A     | $1000.00           | $903.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-25      | 2.3610%  | N/A     | $745932.00         | $600499.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $3073.00           | $1992.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $2252464.00        | $1436613.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.0000%  | N/A     | $1977861.00        | $277986.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $249974.00         | $199012.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1997218.00        | $1767260.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $48272919.00       | $38736878.02       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $5408560.00        | $5636633.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 4.0000%  | N/A     | $1000.00           | $854.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $7725300.00        | $7759277.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $10117959.00       | $9883968.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.0000%  | N/A     | $658649.00         | $259686.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $2248998.00        | $1507738.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $366319.00         | $307362.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1242585.00        | $886492.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 4.5000%  | N/A     | $1622225.00        | $1557331.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $510818.00         | $523772.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $2843044.00        | $2456571.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1522638.00        | $1073696.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $2090980.00        | $1432340.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $2008572.00        | $1927680.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 5.0000%  | N/A     | $1000.00           | $540.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $41976059.00       | $26128868.00       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $9194980.00        | $5777722.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $2976304.00        | $2444896.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $5228920.00        | $5396654.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.5000%  | N/A     | $4671599.00        | $3239367.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $4558784.00        | $3710914.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 6.5000%  | N/A     | $1003180.00        | $662749.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $5765848.00        | $4182367.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 5.0000%  | N/A     | $16459217.00       | $3018617.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 3.5000%  | N/A     | $1000.00           | $734.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.0000%  | N/A     | $11214420.00       | $1468742.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $225835.00         | $171768.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $2001872.00        | $1785192.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $2190000.00        | $1246237.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $2364000.00        | $1266729.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $440.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $1024.00           | $718.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $8611051.00        | $7738111.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $13406153.00       | $7644939.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.5000%  | N/A     | $15004.00          | $12254.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1141.00           | $797.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $800000.00         | $417697.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.5000%  | N/A     | $10336516.00       | $6941383.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $1349300.00        | $1328597.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $1455560.00        | $1230290.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $13970.00          | $14472.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $5850420.00        | $5735652.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $52000.00          | $34363.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $827.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $7403469.00        | $7373802.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $295519.00         | $292505.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $1000.00           | $499.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $1751820.00        | $1077738.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 3.0000%  | N/A     | $1120640.00        | $851038.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1633406.00        | $1437292.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1001.00           | $906.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1100572.00        | $1105897.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $269598.00         | $247978.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-25      | 3.0000%  | N/A     | $1961000.00        | $455739.74         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 6.5000%  | N/A     | $4909667.00        | $145790.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 3.8300%  | N/A     | $371324.00         | $275699.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $4585495.00        | $3652456.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $2760142.00        | $2503763.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $2301000.00        | $1616959.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 4.5000%  | N/A     | $13243271.00       | $2761907.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-25      | 4.0000%  | N/A     | $1485000.00        | $1430534.36        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $772830.00         | $792203.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $3149568.00        | $3090281.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1391000.00        | $1224854.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $2909033.00        | $2834994.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 7.0000%  | N/A     | $11086921.00       | $91741.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.5000%  | N/A     | $8243353.00        | $4234882.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $3006.00           | $2794.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1438722.00        | $384274.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-02-01      | 3.2600%  | N/A     | $2162392.00        | $1878849.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $7815536.00        | $5932221.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $20339205.00       | $15182579.88       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 4.0000%  | N/A     | $8998470.00        | $2016103.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $283000.00         | $167153.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1103602.00        | $1102974.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $194995.00         | $151703.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-13      | 2.1500%  | N/A     | $1000.00           | $699.27            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $225912.00         | $136220.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $8784944.00        | $7671463.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-25      | 6.5187%  | N/A     | $2576.00           | $157.86            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 4.2120%  | N/A     | $41746500.00       | $41718195.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $6084217.00        | $3626060.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $19636256.00       | $15077665.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $615490.00         | $647043.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $35990512.00       | $26736277.23       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $3685588.00        | $2771062.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $7435716.00        | $5923772.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $42345680.00       | $32914209.91       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $3758540.00        | $2171979.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 3.5000%  | N/A     | $3904801.00        | $3433512.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $4156928.00        | $3724733.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $838.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $4299453.00        | $2649540.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $67071.00          | $66380.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $47503.00          | $30438.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $11543392.00       | $6257595.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-25      | 2.3400%  | N/A     | $2812.00           | $97.35             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $15423904.00       | $13289046.68       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $13641952.00       | $4194318.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $282777.00         | $278720.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-25      | 3.3500%  | N/A     | $2735.00           | $168.07            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 7.0000%  | N/A     | $1085272.00        | $11125.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $10895224.00       | $7451991.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.0000%  | N/A     | $202243.00         | $199337.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $609.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $270056.00         | $151261.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $6595856.00        | $1566833.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $709.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $1274500.00        | $1265999.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.5000%  | N/A     | $6297272.00        | $3497964.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $4267501.00        | $4325256.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $199740.00         | $133083.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 2.7700%  | N/A     | $3507687.00        | $2756415.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1363235.00        | $1412062.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $10822664.00       | $6739094.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 4.8330%  | N/A     | $2682256.00        | $2436867.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 4.3000%  | N/A     | $6583261.00        | $6384142.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $1204446.00        | $1143685.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 7.0000%  | N/A     | $1066213.00        | $1140613.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1128050.00        | $1125573.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $1035.00           | $113.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $1439820.00        | $1425972.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $2043640.00        | $1878262.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $738.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $9816241.00        | $9180618.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $70001.00          | $51298.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1128.00           | $1032.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 4.0000%  | N/A     | $3711260.00        | $3093593.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $2310000.00        | $1920976.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $4724004.00        | $3597812.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $979.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2505221.00        | $2035558.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $2565000.00        | $1476799.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-25      | 4.5000%  | N/A     | $181327.00         | $177765.78         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 3.0000%  | N/A     | $3972880.00        | $1759988.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.0000%  | N/A     | $10143089.00       | $1764788.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-02-02      | 4.0000%  | N/A     | $1001.00           | $985.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $6065168.00        | $4545947.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 7.0000%  | N/A     | $3609884.00        | $3697747.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $3142000.00        | $2374225.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $7515916.00        | $7719559.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-02-25      | 3.4650%  | N/A     | $1002.00           | $964.96            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1442594.00        | $1445194.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $700.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $3915000.00        | $1451406.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $2567743.00        | $1867691.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $2255674.00        | $1696562.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $1192379.00        | $638052.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $985.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1001.00           | $780.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $83261.00          | $85281.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1002.00           | $910.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $8000.00           | $7679.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $1000.00           | $143.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1016.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $3819766.00        | $3633113.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $5735999.00        | $5627664.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $631.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $5652103.00        | $5688823.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-25      | 3.7940%  | N/A     | $211348.00         | $200187.40         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $957.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $10214052.00       | $9578456.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $159326.00         | $156835.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $130000.00         | $96177.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $1000.00           | $322.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $4418863.00        | $4430426.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $5939662.00        | $5876660.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $8767749.00        | $7450683.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $5884056.00        | $4864198.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $1002.00           | $607.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $24992832.00       | $6125185.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $2839012.00        | $2614054.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $246069.00         | $245197.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $78704982.00       | $55080451.99       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $1539968.00        | $1335433.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.0000%  | N/A     | $405000.00         | $260873.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $2736354.00        | $1415191.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.2680%  | N/A     | $15475.00          | $13316.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.5000%  | N/A     | $1000.00           | $952.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $10749568.00       | $8679980.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $10077192.00       | $1707464.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1021.00           | $1027.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $7000.00           | $6939.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $2176904.00        | $1109196.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 4.0000%  | N/A     | $37597.00          | $34904.25          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $3839087.00        | $3685846.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $5521000.00        | $5321518.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 4.5000%  | N/A     | $556004.00         | $374317.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $860017.00         | $755354.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $7674487.00        | $4867337.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $971.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $648.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $19446572.00       | $17106372.57       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.5000%  | N/A     | $2606632.00        | $2725019.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $5299.00           | $4903.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $146385.00         | $137243.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 4.5000%  | N/A     | $23333854.00       | $22484427.11       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $3871174.00        | $3924648.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.5000%  | N/A     | $38227419.00       | $17774248.37       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 5.5000%  | N/A     | $28048422.00       | $871088.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $34547989.00       | $34335899.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $859530.00         | $689885.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.0000%  | N/A     | $5964770.00        | $5249031.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 3.7800%  | N/A     | $2266000.00        | $1944592.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.3700%  | N/A     | $9938944.00        | $9200825.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.1850%  | N/A     | $19235.00          | $17579.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $18924684.00       | $14138228.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 4.4200%  | N/A     | $23857248.00       | $23527220.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $10827315.00       | $8369711.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $1078744.00        | $611996.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1336470.00        | $651124.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-09-25      | 3.0645%  | N/A     | $10000.00          | $7806.99           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $5040.00           | $5204.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 4.0000%  | N/A     | $13925521.00       | $12524163.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $415000.00         | $314847.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $8998990.00        | $4497049.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $1690006.00        | $1480304.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $321057.00         | $252193.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-25      | 3.8923%  | N/A     | $129304.00         | $124809.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $7618216.00        | $6156209.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.2800%  | N/A     | $64027.00          | $54434.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $53993191.00       | $55030376.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $778.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-01      | 2.0000%  | N/A     | $1008.00           | $777.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.5000%  | N/A     | $1024270.00        | $1063357.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-25      | 4.5000%  | N/A     | $8215000.00        | $7148615.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $2916000.00        | $1459376.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 7.5000%  | N/A     | $1215344.00        | $1046004.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $4155752.00        | $4001304.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $1452000.00        | $1476903.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $7365.00           | $5984.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 7.0000%  | N/A     | $379858.00         | $407498.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $6220613.00        | $4707354.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $4783776.00        | $2893610.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-06-25      | 6.3051%  | N/A     | $10892560.00       | $2568634.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.2800%  | N/A     | $16859680.00       | $16434542.57       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.9400%  | N/A     | $2087448.00        | $1502613.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $400000.00         | $280031.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $502992.00         | $339467.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 5.0000%  | N/A     | $38810752.00       | $5163008.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $2251896.00        | $1536847.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 3.0000%  | N/A     | $442999.00         | $131622.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1147936.00        | $756263.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.0000%  | N/A     | $21456232.00       | $10724847.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $953203.00         | $763764.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-25      | 1.9000%  | N/A     | $1000.00           | $792.41            | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $29120161.00       | $16865923.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $7519000.00        | $683080.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.0000%  | N/A     | $19000000.00       | $7923696.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 7.0000%  | N/A     | $1005410.00        | $1063190.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.0000%  | N/A     | $45330.00          | $10984.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.0000%  | N/A     | $6155235.00        | $1090603.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-25      | 4.5000%  | N/A     | $26730854.00       | $25848877.07       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $5166000.00        | $3043642.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $990760.00         | $995344.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $17027716.00       | $17220053.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $6760616.00        | $5485504.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $27361.00          | $26287.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $132045878.00      | $10444056.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $11992013.00       | $11832344.89       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-09-25      | 2.5222%  | N/A     | $270000.00         | $196299.70         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $46455.00          | $27163.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-25      | 4.0000%  | N/A     | $1000.00           | $950.43            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1181324.00        | $1004979.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 2.5000%  | N/A     | $2637450.00        | $1491853.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $302486.00         | $265382.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.5000%  | N/A     | $679000.00         | $156198.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $1693056.00        | $1799254.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-25      | 4.9452%  | N/A     | $79988541.00       | $52747974.04       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $1666565.00        | $1693209.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $441324.00         | $444548.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $6104.00           | $5233.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.0000%  | N/A     | $163894.00         | $134248.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $1016.00           | $437.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $3776476.00        | $2333011.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $7134144.00        | $7042219.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $1144762.00        | $1186496.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $5027056.00        | $4380065.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $367290.00         | $318815.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 5.0000%  | N/A     | $9305664.00        | $7189716.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 4.2000%  | N/A     | $4284672.00        | $4152341.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $12485029.00       | $9696903.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $166.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | 3.8100%  | N/A     | $2325065.00        | $1865170.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $78000.00          | $73603.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $6469122.00        | $526744.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $1990000.00        | $1262424.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $597064.00         | $387935.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | 3.6200%  | N/A     | $33568.00          | $32425.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $13337403.00       | $13504353.41       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1468965.00        | $1156069.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.0000%  | N/A     | $5406210.00        | $2629476.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $635964.00         | $668847.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $16121736.00       | $15744519.77       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $22931545.00       | $16803646.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $44637504.00       | $27598621.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $4998.00           | $5056.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $9048890.00        | $9101087.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $1116220.00        | $968126.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $4437440.00        | $1724076.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $2154000.00        | $1474248.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $6678799.00        | $6625297.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $169077.00         | $175229.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 0.0000%  | N/A     | $70490880.00       | $72664466.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $7897768.00        | $6236428.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.6900%  | N/A     | $34011.00          | $32179.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.5000%  | N/A     | $214647.00         | $178134.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $37140920.00       | $35478805.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $9425560.00        | $8618455.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 2.0000%  | N/A     | $49601.00          | $30002.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-25      | 4.6452%  | N/A     | $66986993.00       | $65453979.05       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $980.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | 5.9130%  | N/A     | $6807.00           | $696.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $4984528.00        | $1610475.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $2755488.00        | $2244769.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1261448.00        | $1218907.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $2191278.00        | $1804153.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $9434816.00        | $4039102.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1024.00           | $366.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $10107648.00       | $9891038.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.5000%  | N/A     | $8874570.00        | $1795412.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $461760.00         | $462434.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $1199067.00        | $1208288.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $200573.00         | $199363.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | 1.2859%  | N/A     | $90000.00          | $78911.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.2600%  | N/A     | $1000.00           | $754.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $69054976.00       | $51493471.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-25      | 3.0000%  | N/A     | $7790664.00        | $6597910.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $4397732.00        | $650833.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1766635.00        | $1311486.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $1161990.00        | $865816.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $22081292.00       | $15694918.99       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $12271392.00       | $10447382.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $500000.00         | $306198.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $18506464.00       | $17343138.01       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $749.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | 6.0000%  | N/A     | $1000.00           | $124.93            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-04-20      | 6.0000%  | N/A     | $1000.00           | $96.00             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 3.5000%  | N/A     | $270000.00         | $4910.25           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $329638.00         | $353895.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $1023.00           | $920.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $1000.00           | $36.74             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.7401%  | N/A     | $7430680.00        | $5253236.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $2394252.00        | $2534868.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.2401%  | N/A     | $43446080.00       | $24768312.18       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-06-15      | 4.7500%  | N/A     | $1011.00           | $31.85             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.5000%  | N/A     | $1000.00           | $697.48            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $453041.00         | $52127.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.7901%  | N/A     | $63037248.00       | $40280887.49       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $96124960.00       | $75374857.56       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $3194827.00        | $3340781.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.5901%  | N/A     | $26314.00          | $22956.17          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-09-20      | 6.0000%  | N/A     | $1000.00           | $111.04            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.5000%  | N/A     | $1024.00           | $445.78            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.5000%  | N/A     | $1024.00           | $676.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 3.5000%  | N/A     | $1481287.00        | $167923.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $1000.00           | $687.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $1000.00           | $1047.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-11-15      | 3.5000%  | N/A     | $116125.00         | $567.64            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.9601%  | N/A     | $3810400.00        | $3360629.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $10947264.00       | $10565283.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-01-15      | 3.5000%  | N/A     | $11120.00          | $967.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.8901%  | N/A     | $42361704.00       | $38112965.90       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $1000.00           | $963.12            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $1870990.00        | $91722.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-15      | 3.5000%  | N/A     | $219519.00         | $9925.01           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $2088.00           | $1578.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 4.7401%  | N/A     | $43230144.00       | $29177474.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.1401%  | N/A     | $25775297.00       | $7212210.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-12-15      | 3.5000%  | N/A     | $1000.00           | $160.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-15      | 3.5000%  | N/A     | $295999.00         | $17053.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $1024.00           | $244.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 5.5000%  | N/A     | $15406800.00       | $14689772.58       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.0000%  | N/A     | $195995.00         | $21053.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $4009136.00        | $4278443.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 6.5000%  | N/A     | $344997.00         | $39817.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.0401%  | N/A     | $31449537.00       | $8828197.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-10-20      | 5.0000%  | N/A     | $1000.00           | $259.90            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 7.0000%  | N/A     | $7422.00           | $7747.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.0000%  | N/A     | $139956001.00      | $74795844.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 7.0000%  | N/A     | $1843198.00        | $1961377.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1073.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 3.0000%  | N/A     | $1000.00           | $146.12            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $2169499.00        | $2298686.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.5000%  | N/A     | $232297.00         | $236466.63         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2037-09-20      | 5.5000%  | N/A     | $1002.00           | $487.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 4.7501%  | N/A     | $23055132.00       | $13234779.70       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.5401%  | N/A     | $12481792.00       | $3521459.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.5000%  | N/A     | $544000.00         | $36005.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.2901%  | N/A     | $39382400.00       | $22593009.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $25656672.00       | $26047822.23       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.5000%  | N/A     | $1024.00           | $115.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $55800960.00       | $49995499.76       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.7500%  | N/A     | $23699681.00       | $24072451.96       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.0000%  | N/A     | $1000.00           | $685.57            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $230990.00         | $244659.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-20      | 5.5000%  | N/A     | $75000.00          | $7463.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.0000%  | N/A     | $1024.00           | $700.73            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $3484428.00        | $3185752.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $14232.00          | $15189.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 4.6401%  | N/A     | $20368723.00       | $7309514.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-01-15      | 3.5000%  | N/A     | $296000.00         | $22934.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 4.8401%  | N/A     | $59046465.00       | $20610962.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-15      | 6.5000%  | N/A     | $282578.00         | $289053.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.5901%  | N/A     | $28130700.00       | $17787995.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.6401%  | N/A     | $8990867.00        | $3074490.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.5000%  | N/A     | $352486.00         | $26249.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.0000%  | N/A     | $1000.00           | $702.77            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 4.5000%  | N/A     | $598000.00         | $42348.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $401433.00         | $425684.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $11685409.00       | $11760809.76       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-12-20      | 3.0000%  | N/A     | $1000.00           | $129.19            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.5000%  | N/A     | $19997700.00       | $7952303.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 7.5000%  | N/A     | $1000.00           | $593.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.0000%  | N/A     | $1000.00           | $943.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.5000%  | N/A     | $1000.00           | $715.81            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.7901%  | N/A     | $4306722.00        | $3752834.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-07-20      | 4.1755%  | N/A     | $12005444.00       | $1824156.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.1901%  | N/A     | $56878401.00       | $40300636.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 4.8901%  | N/A     | $3835476.00        | $1501414.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-04-20      | 4.8604%  | N/A     | $4298990.00        | $1833203.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $86970496.00       | $48855372.49       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $35375.00          | $9329.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.7501%  | N/A     | $16799800.00       | $9289214.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-08-20      | 3.0000%  | N/A     | $2219.00           | $266.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.6401%  | N/A     | $21777664.00       | $21367303.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $1000.00           | $953.83            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-20      | 3.0000%  | N/A     | $2157.00           | $219.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-15      | 3.5000%  | N/A     | $300000.00         | $20344.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $1000.00           | $695.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.5901%  | N/A     | $67764736.00       | $53410003.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $1233909.00        | $888046.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 4.9401%  | N/A     | $9327105.00        | $2514277.20        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 0.1250%  | N/A     | $10000000.00       | $5956458.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 7.5000%  | N/A     | $5060.00           | $5479.07           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $9645.00           | $10219.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.6401%  | N/A     | $8606992.00        | $2943221.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 6.0000%  | N/A     | $1622.00           | $775.53            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.4500%  | N/A     | $3988072.00        | $279910.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.6401%  | N/A     | $29190015.00       | $17490289.92       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-12-20      | 3.5000%  | N/A     | $1003.00           | $117.53            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | 7.0000%  | N/A     | $140482.00         | $11954.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $2000.00           | $1319.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $21310272.00       | $21598697.07       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.5000%  | N/A     | $2408.00           | $118.40            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 5.0000%  | N/A     | $874566.00         | $102078.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $473438.00         | $507683.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.7401%  | N/A     | $20594100.00       | $10653193.36       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.6401%  | N/A     | $2769866.00        | $1883386.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $3999992.00        | $1794037.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.5000%  | N/A     | $1946470.00        | $2046107.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.6701%  | N/A     | $5723970.00        | $3087708.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-05-20      | 5.5000%  | N/A     | $1001.00           | $83.88             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 4.6401%  | N/A     | $20387616.00       | $10492945.89       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $1000.00           | $460.98            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $2299323.00        | $2336233.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-15      | 7.0000%  | N/A     | $1000.00           | $986.08            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 5.5000%  | N/A     | $1015.00           | $87.44             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $1024.00           | $743.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.5401%  | N/A     | $6641913.00        | $4450734.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.6901%  | N/A     | $40000000.00       | $16915988.52       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $50000000.00       | $48864889.24       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-10-20      | 3.0000%  | N/A     | $1000.00           | $102.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.4401%  | N/A     | $496211.00         | $353567.14         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.5000%  | N/A     | $1000.00           | $1059.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | 3.5000%  | N/A     | $3063988.00        | $304432.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-11-20      | 3.0000%  | N/A     | $500625.00         | $65809.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 4.0000%  | N/A     | $1026.00           | $89.55             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.7401%  | N/A     | $56075072.00       | $55952881.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $14488.00          | $14309.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1756.00           | $1852.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.6401%  | N/A     | $25231728.00       | $18091835.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $22587552.00       | $15326323.18       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-04-20      | 4.0000%  | N/A     | $1000.00           | $84.62             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.1401%  | N/A     | $26062624.00       | $7293585.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-10-20      | 6.5000%  | N/A     | $692960.00         | $44932.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.5000%  | N/A     | $1000000.00        | $581654.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-09-20      | 7.0000%  | N/A     | $17305503.00       | $5131294.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-20      | 3.5000%  | N/A     | $112589.00         | $7507.74           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | 5.0000%  | N/A     | $1000.00           | $216.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.6401%  | N/A     | $765500.00         | $375208.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 4.7401%  | N/A     | $7912976.00        | $2750799.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $1101104.00        | $387952.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5401%  | N/A     | $67118842.00       | $31602864.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-03-20      | 3.5000%  | N/A     | $36956352.00       | $3409015.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0401%  | N/A     | $46579392.00       | $45954619.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.5000%  | N/A     | $1286601.00        | $48285.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $20002480.00       | $19964970.91       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $15000000.00       | $17132413.36       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-05-15      | 4.7500%  | N/A     | $1055.00           | $6.76              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0401%  | N/A     | $38411072.00       | $30553161.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 7.5000%  | N/A     | $1000.00           | $257.19            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.0000%  | N/A     | $41001.00          | $16948.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $4648864.00        | $3504075.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 4.5000%  | N/A     | $1404.00           | $356.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 5.0000%  | N/A     | $93364.00          | $21543.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $6008.00           | $6357.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 4.8401%  | N/A     | $13737680.00       | $5768209.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.9401%  | N/A     | $32616704.00       | $23135751.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.4401%  | N/A     | $44565999.00       | $42934123.99       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.9901%  | N/A     | $12498719.00       | $12499651.90       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $4783410.00        | $4597442.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.9401%  | N/A     | $18563319.00       | $18251395.40       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $1698864.00        | $1801089.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 4.6901%  | N/A     | $5418750.00        | $4572791.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.0000%  | N/A     | $7209584.00        | $3827195.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 4.5401%  | N/A     | $4842424.00        | $2928279.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $2411186.00        | $2506487.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.5000%  | N/A     | $1000.00           | $1072.14           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $163.84            | $72.64             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $2400.00           | $2423.71           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $100.00            | $25.88             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $700.00            | $718.48            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2053-05-15      | 3.6250%  | N/A     | $900.00            | $728.04            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $156636800.00      | $157168884.82      | U.S. Treasuries (including strips)        |

### Security 14: 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: 0QK011QF7
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $11674669.00       | $11726016.98       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $1006813.00        | $1013354.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-08-25      | 2.6530%  | N/A     | $1000.00           | $996.84            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $5098260.00        | $5060984.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $2507456.00        | $1552095.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.0000%  | N/A     | $3017468.00        | $1530766.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $2156792.00        | $1636167.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $1194400.00        | $1186295.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $3000.00           | $2882.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-15      | 4.2230%  | N/A     | $13999913.00       | $1030542.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $1384422.00        | $1267963.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-08-25      | 3.2810%  | N/A     | $2525000.00        | $2501121.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $11459.00          | $9892.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $2007250.00        | $1927487.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $98808.00          | $73262.57          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1014.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $5865712.00        | $5592452.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $2007300.00        | $1928364.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $1020.00           | $999.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $4000.00           | $3845.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 4.5000%  | N/A     | $4000.00           | $3731.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 4.5000%  | N/A     | $3433196.00        | $3298305.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $4785640.00        | $4047793.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $648.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $7559579.00        | $4717241.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $4713400.00        | $3338379.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1065500.00        | $1035493.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $1024912.00        | $984049.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $94100.00          | $82598.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $1783430.00        | $1711636.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $7000.00           | $6748.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $3057940.00        | $1982380.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $4000.00           | $3809.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $4904064.00        | $4716132.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $710.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $4836600.00        | $4638943.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $7634.00           | $5554.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $4000.00           | $3849.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 4.5000%  | N/A     | $2000.00           | $1927.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $5191310.00        | $3941002.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $1570000.00        | $1090905.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-03-25      | 1.5170%  | N/A     | $1017.00           | $922.11            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $1994962.00        | $1916243.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $516441.00         | $485092.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $10459100.00       | $10115028.24       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $1996440.00        | $1919692.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $19467808.00       | $14807331.51       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $7727160.00        | $2164479.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 1.8000%  | N/A     | $7520000.00        | $6136235.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $802106.00         | $601272.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 4.5500%  | N/A     | $18122996.00       | $17991246.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $1008.00           | $1025.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-25      | 3.5000%  | N/A     | $2606316.00        | $1494188.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $51280.00          | $49263.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $25771.00          | $22201.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 4.5000%  | N/A     | $5000.00           | $4766.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 1.8000%  | N/A     | $11565000.00       | $9459870.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $692627.00         | $254781.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1024.00           | $1044.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1001.00           | $675.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 1.7305%  | N/A     | $24989000.00       | $17741944.89       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 2.0700%  | N/A     | $1090947.00        | $910163.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $220111.00         | $174192.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.5000%  | N/A     | $19542457.00       | $10004879.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 2.5000%  | N/A     | $10500000.00       | $2205778.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $25255248.00       | $25294817.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $3006899.00        | $2880696.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-25      | 4.9452%  | N/A     | $43541983.00       | $43381012.40       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.7500%  | N/A     | $86048.00          | $84323.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-25      | 3.4800%  | N/A     | $5998985.00        | $5885480.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $5000.00           | $3370.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $17372520.00       | $15329332.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $2351201.00        | $1483398.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $4110192.00        | $3666960.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $2024260.00        | $1920975.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.5000%  | N/A     | $7008.00           | $5419.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $4370373.00        | $2972874.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 1.8000%  | N/A     | $10160000.00       | $8290445.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $10270.00          | $10329.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $47139.00          | $29376.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $8697680.00        | $3379305.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $2997356.00        | $2880900.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $1780653.00        | $932508.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $13101878.00       | $7361914.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $5120495.00        | $5136567.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $12700.00          | $9793.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.0000%  | N/A     | $2384856.00        | $982817.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $10723539.00       | $7164679.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $1475000.00        | $1140201.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $3416440.00        | $3266571.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $868.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $3014.00           | $2898.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $3002759.00        | $2886317.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $4940835.00        | $4762723.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1962016.00        | $1887059.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $4000.00           | $3846.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $4999.00           | $1452.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $88386048.00       | $17751590.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $2623476.00        | $2486685.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 1.8000%  | N/A     | $8940000.00        | $7294939.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $969600.00         | $603204.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.5200%  | N/A     | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $30000.00          | $23688.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 4.5000%  | N/A     | $1000.00           | $739.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $18148466.00       | $18362989.56       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $650000.00         | $410397.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $8588672.00        | $1947842.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 1.8000%  | N/A     | $7650000.00        | $6242313.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 2.5000%  | N/A     | $6588000.00        | $2983016.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $13575000.00       | $10395473.01       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $1103856.00        | $703298.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $12139582.00       | $7959710.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $15808219.00       | $15794611.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.5000%  | N/A     | $1000.00           | $131.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $2550000.00        | $1420669.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 2.5000%  | N/A     | $11298500.00       | $1794262.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $836.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $7472608.00        | $1780310.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $1727830.00        | $1630325.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $16843871.00       | $8455855.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $70864588.00       | $50718372.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $18262.00          | $11260.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $3680340.00        | $2948914.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $3296840.00        | $3169376.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1024.00           | $999.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.0000%  | N/A     | $1707886.00        | $1212757.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.1400%  | N/A     | $1000.00           | $993.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.0000%  | N/A     | $378281.00         | $265562.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-03-01      | 1.7700%  | N/A     | $1000.00           | $981.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.0000%  | N/A     | $2047376.00        | $995804.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $5319152.00        | $4632108.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1062028.00        | $1021331.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 3.0000%  | N/A     | $53000.00          | $40804.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $25506450.00       | $16766841.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $5659945.00        | $5437879.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $3912000.00        | $3466666.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $2304.00           | $549.47            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-15      | 7.0000%  | N/A     | $6272512.00        | $6462545.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-15      | 7.5000%  | N/A     | $1000.00           | $913.92            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 7.0000%  | N/A     | $1470.00           | $1531.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $3064328.00        | $2763971.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | 6.0000%  | N/A     | $1000.00           | $161.47            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $4535760.00        | $2688129.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $1050.00           | $484.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $19000.00          | $10231.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | 4.5000%  | N/A     | $97566.00          | $6094.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 7.0000%  | N/A     | $204595.00         | $214040.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.0000%  | N/A     | $1002.00           | $53.58             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | 4.0000%  | N/A     | $1023.00           | $88.06             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.0000%  | N/A     | $1000.00           | $162.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | 6.0000%  | N/A     | $119015.00         | $16537.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.5000%  | N/A     | $1000.00           | $1072.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.8901%  | N/A     | $477680036.00      | $429770316.23      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $1000.00           | $1069.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $683587.00         | $733718.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 7.0000%  | N/A     | $1000.00           | $975.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $1000.00           | $753.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 4.0000%  | N/A     | $1005.00           | $85.05             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 3.5000%  | N/A     | $183749.00         | $20756.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-15      | 8.0000%  | N/A     | $1000.00           | $1034.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-05-20      | 6.5000%  | N/A     | $339066.00         | $54256.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $2559488.00        | $2514117.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 4.0000%  | N/A     | $3170000.00        | $272389.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | 5.0000%  | N/A     | $1000.00           | $216.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $3215688.00        | $1876367.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.9901%  | N/A     | $29988272.00       | $18640060.59       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0301%  | N/A     | $1065330000.00     | $1016540207.98     | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.0000%  | N/A     | $1000.00           | $624.99            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.5000%  | N/A     | $1786.00           | $203.16            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $1000.00           | $145.79            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-15      | 6.5000%  | N/A     | $1000.00           | $1020.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 4.8901%  | N/A     | $43904600.00       | $20135195.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-12-15      | 7.0000%  | N/A     | $1008.00           | $759.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.5000%  | N/A     | $1792.00           | $201.79            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1059.27           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $1000.00           | $654.53            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | 4.0000%  | N/A     | $1114.00           | $62.26             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 2.0000%  | N/A     | $4096488.00        | $2444959.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $2429010.00        | $2527529.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.0000%  | N/A     | $1000.00           | $969.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | 3.5000%  | N/A     | $1024.00           | $94.46             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.9601%  | N/A     | $16604793.00       | $14644802.63       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-04-20      | 3.5000%  | N/A     | $15787162.00       | $1341998.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.5000%  | N/A     | $1008.00           | $909.81            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-20      | 4.0000%  | N/A     | $190534.00         | $19657.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1010.00           | $994.86            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1059.55           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $8114.00           | $8594.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $5019045.00        | $4843916.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $1000.00           | $36.74             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.0000%  | N/A     | $1011.00           | $72.84             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $28644.00          | $16177.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 6.0000%  | N/A     | $1000.00           | $90.51             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.7701%  | N/A     | $17272.00          | $10144.02          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | 6.0000%  | N/A     | $1000.00           | $118.67            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.7401%  | N/A     | $44156509.00       | $22841873.57       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 7.0000%  | N/A     | $372314.00         | $396707.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $591900.00         | $72265.05          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $4266100.00        | $4312575.98        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-12-31      | 0.6250%  | N/A     | $100.00            | $94.90             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $7086700.00        | $7113625.78        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $100.00            | $98.40             | U.S. Treasuries (including strips)        |

### Security 15: 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: 0QK011SI9
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 | 2029-12-31      | 3.8750%  | N/A     | $20000000.00       | $20167906.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $9783200.00        | $3925117.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $20780.00          | $18432.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $131960.00         | $133803.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $145600.00         | $46337.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $483880.00         | $494221.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $1245640.00        | $284578.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $1211620.00        | $1174326.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 3.6250%  | N/A     | $533380.00         | $427008.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $2659960.00        | $2511012.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $21713337.60       | $11217935.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $76440.00          | $54155.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $31180652.54       | $21684273.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $2239225.00        | $796689.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $1959200.00        | $458785.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $220.00            | $219.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 3.8750%  | N/A     | $78980.00          | $77103.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $14361625.00       | $6068892.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-01-15      | 1.8750%  | N/A     | $20.00             | $20.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $400.00            | $535.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $3491080.00        | $1172933.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 4.0000%  | N/A     | $63440.00          | $63608.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $1185460.00        | $1380826.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $265166.21         | $257300.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.8032%  | N/A     | $120.00            | $120.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $140.00            | $138.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-31      | 4.0000%  | N/A     | $140.00            | $139.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $20.00             | $19.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $146920.00         | $131671.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $510000.00         | $117672.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $95100.00          | $96474.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 1.7500%  | N/A     | $15820.00          | $10549.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 3.5000%  | N/A     | $149380.00         | $148010.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $20.00             | $12.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $169625.00         | $166174.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $86425.00          | $70252.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $19.16             | $12.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $4806840.00        | $1314141.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $219980.00         | $94875.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $1152880.00        | $714462.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $696120.00         | $707844.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.5000%  | N/A     | $4600000.00        | $4511220.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $90288225.00       | $44503246.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $426200.00         | $123836.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $238420.00         | $236565.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $277625.00         | $159435.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 2.3750%  | N/A     | $20.00             | $33.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $14315880.00       | $15307395.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $3978000.00        | $1136713.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-15      | 1.1250%  | N/A     | $363860.00         | $366221.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $993820.00         | $983249.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $595000.00         | $563139.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $2614978.11        | $2340251.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $1429180.00        | $1355700.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $3555540.00        | $4439185.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $7465737.73        | $4801589.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $12920.00          | $12250.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $2774615.97        | $1455813.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.3750%  | N/A     | $60.00             | $60.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $2923317.80        | $2588396.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $72600.00          | $63592.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $189000.27         | $78764.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $5726201.43        | $4448903.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $20.00             | $19.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $5300800.00        | $1358807.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $205180.00         | $201452.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $1614800.00        | $407510.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $2469800.00        | $1617615.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 4.0000%  | N/A     | $773860.00         | $763747.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $20.00             | $19.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $2617560.00        | $2650067.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $25.00             | $13.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.1250%  | N/A     | $760000.00         | $755731.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 4.5000%  | N/A     | $20.00             | $20.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $52924920.00       | $58601180.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 3.7500%  | N/A     | $20.00             | $17.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $20020.00          | $20164.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $2672051.32        | $2267930.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $40.00             | $44.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 4.1250%  | N/A     | $708240.00         | $619931.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $2130800.00        | $605530.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | 1.8750%  | N/A     | $1720.00           | $1760.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $7799700.00        | $2878401.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $80.00             | $77.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 2.5000%  | N/A     | $132580.00         | $211179.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $6480.00           | $7051.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $4700.00           | $4618.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 3.8750%  | N/A     | $550380.00         | $556926.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $19246424.95       | $8266878.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $251460.00         | $262415.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $140.00            | $142.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 2.6250%  | N/A     | $15400.00          | $14944.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $74300480.00       | $78541484.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $340320.00         | $347639.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $3844800.00        | $982154.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 3.5000%  | N/A     | $227320.00         | $223151.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 3.7500%  | N/A     | $688880.00         | $686137.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $14892000.00       | $8301992.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $95720.00          | $96797.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $1059620.00        | $1047589.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $33.00             | $29.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $151520.00         | $154874.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $1057825.00        | $330898.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 3.6250%  | N/A     | $160.00            | $158.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 3.6250%  | N/A     | $3045480.00        | $3011462.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 1.6250%  | N/A     | $6420.00           | $5981.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.1250%  | N/A     | $1904320.00        | $1876635.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $100.00            | $23.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $11226216.85       | $3942613.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $60.00             | $59.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $61202.56          | $39904.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $9481296.94        | $4603444.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $1849020.00        | $972225.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $2474204.10        | $1462944.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $4225.00           | $2570.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $115380.00         | $116732.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $278220.00         | $296751.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $3606.67           | $1336.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $18360.00          | $5696.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $23595225.00       | $14555280.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 3.6250%  | N/A     | $1199700.00        | $1023908.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $38060.00          | $38561.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $607040.00         | $230295.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $2452000.00        | $2473081.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $6072225.00        | $3644172.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $708200.00         | $840845.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $3796825.00        | $1813705.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.6250%  | N/A     | $191920.00         | $168291.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $201000.00         | $262052.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $172000.00         | $173966.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $541060.00         | $540643.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | 4.6250%  | N/A     | $49800.00          | $51012.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $14320.00          | $14312.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $1918800.00        | $516502.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 4.6250%  | N/A     | $20.00             | $20.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $20.00             | $19.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $94663880.00       | $22669159.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 2.1250%  | N/A     | $40.00             | $40.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $320.00            | $323.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 0.6250%  | N/A     | $600000.00         | $596271.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $20.00             | $20.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $60840.00          | $61961.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-09-30      | 3.8750%  | N/A     | $429440.00         | $422919.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $154300.00         | $156575.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 3.6250%  | N/A     | $1267560.00        | $1268194.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-30      | 3.7500%  | N/A     | $120060.00         | $118729.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2056-02-15      | 0.0000%  | N/A     | $5997220.00        | $1352972.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $4134780.00        | $1001609.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $1540000.00        | $612876.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $10820.00          | $10634.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $13521025.00       | $4625137.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 0.6250%  | N/A     | $100.00            | $94.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 4.2500%  | N/A     | $3064420.00        | $3109696.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $784180.00         | $1065752.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $709340.00         | $728514.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-29      | 4.1250%  | N/A     | $160.00            | $160.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $4708680.00        | $1272991.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $24486580.00       | $25946237.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $40.00             | $43.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $215640.00         | $210022.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $592620.00         | $144836.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $1762120.00        | $1771937.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $25.00             | $12.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $121220.00         | $39645.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $537435.71         | $193896.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 4.6250%  | N/A     | $20.00             | $19.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $2.07              | $0.72              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $4242000.00        | $1097702.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 3.8750%  | N/A     | $200.00            | $201.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $364240.00         | $326388.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $80580920.00       | $80412332.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $314400.00         | $87060.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $9625.00           | $4525.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-10-31      | 4.1250%  | N/A     | $363920.00         | $363963.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $281993.93         | $244505.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2056-02-15      | 4.7500%  | N/A     | $60.00             | $58.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $840425.00         | $475461.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $6110800.00        | $1633722.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-12-31      | 3.8750%  | N/A     | $199320.00         | $197877.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $35900120.00       | $15729852.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 4.6250%  | N/A     | $80.00             | $78.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $20.00             | $19.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $546820.00         | $506405.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 3.8750%  | N/A     | $60.00             | $60.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $256080.00         | $64022.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $156220.00         | $154840.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $6048600.00        | $2262418.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.7500%  | N/A     | $122832380.00      | $122400010.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $527200.00         | $544638.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $9440.00           | $9519.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $320.00            | $304.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $20.00             | $20.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 2.3750%  | N/A     | $40.00             | $25.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $3266225.00        | $899649.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $1465640.00        | $1453488.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $80.00             | $84.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $160.00            | $150.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $71540.00          | $67753.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $3380.00           | $3403.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $279200.00         | $275350.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $244020.00         | $211759.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 4.7500%  | N/A     | $356720.00         | $346863.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $140.00            | $145.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $240.00            | $154.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 4.0000%  | N/A     | $119040.00         | $119857.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $5663625.00        | $2467556.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $389280.00         | $389852.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $127526.02         | $102491.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $19.68             | $16.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 3.5000%  | N/A     | $7200.00           | $7180.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $20.00             | $7.69              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $560.00            | $558.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $2583600.00        | $1319708.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $3706425.00        | $1453971.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $71380.00          | $70225.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $1015360.00        | $1311727.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 4.1250%  | N/A     | $469400.00         | $479635.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $15152780.00       | $18310598.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $12409478.95       | $7873318.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-31      | 4.0000%  | N/A     | $393780.00         | $392438.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $120.00            | $131.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $683960.00         | $660437.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 1.1250%  | N/A     | $20.00             | $18.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $948900.00         | $914244.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $4129781.89        | $1830980.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $889000.00         | $279528.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 3.5000%  | N/A     | $140020.00         | $139811.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $912060.00         | $502844.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $20.00             | $19.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $80600.00          | $26018.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $2661860.00        | $2604310.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $3319860.00        | $3266648.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $70635.59          | $69864.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $10.73             | $7.65              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $2762200.00        | $1053276.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.6250%  | N/A     | $60.00             | $127.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $360520.00         | $364038.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.6250%  | N/A     | $180.00            | $178.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $9525241.08        | $3099894.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $875506.69         | $445081.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $56740.00          | $53819.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $738140.00         | $640347.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 4.3750%  | N/A     | $941260.00         | $970664.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $25.00             | $11.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 4.8750%  | N/A     | $71700.00          | $74106.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $21298806.40       | $11525167.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 4.3750%  | N/A     | $445620.00         | $438250.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $2150120.00        | $2465105.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 3.0000%  | N/A     | $3380.00           | $2532.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $357940.00         | $327775.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 3.5000%  | N/A     | $7840.00           | $7768.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 3.0000%  | N/A     | $20.00             | $14.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $3800.00           | $3862.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $770400.00         | $232229.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $32060.00          | $27822.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $348360.00         | $358293.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $30932658.42       | $21235270.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $8996720.00        | $9027281.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $20.00             | $7.19              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $1640.00           | $1571.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $65140.00          | $66347.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $6329702.59        | $4460035.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $145260.00         | $149372.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-04-30      | 4.1250%  | N/A     | $20.00             | $19.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $403060.00         | $410576.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $26780.00          | $27151.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $475980.00         | $473433.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $358960.00         | $377364.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $64.00             | $53.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-31      | 3.8750%  | N/A     | $3780.00           | $3736.81           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $144544600.00      | $33528565.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $1020.00           | $1054.46           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $22320.00          | $22203.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $638022.66         | $261506.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $200.00            | $158.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $5081020.00        | $1259788.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 1.3750%  | N/A     | $200.00            | $187.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $40.00             | $13.63             | U.S. Treasuries (including strips) |

### Security 16: 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: 0QK011SJ7
- **C.18 - Value (incl. sponsor support):** $302556000.00
- **C.18.a - Value (excl. sponsor support):** $302556000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1626774.02        | $1012619.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 4.5000%  | N/A     | $606.32            | $33.90             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 2.5000%  | N/A     | $2707648.07        | $652445.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 7.0000%  | N/A     | $1187.23           | $38.88             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $4235.78           | $4124.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 6.5000%  | N/A     | $7474.95           | $221.97            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $605.11            | $349.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $605.11            | $598.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $17362886.46       | $12187029.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $605.11            | $431.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $6047804.59        | $1141227.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $23282.89          | $13827.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 5.0000%  | N/A     | $842.32            | $83.10             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 2.5000%  | N/A     | $606.93            | $141.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $785.44            | $56.74             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $605.11            | $578.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1762492.17        | $1667369.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $605.11            | $609.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-25      | 2.3400%  | N/A     | $3122.98           | $108.11            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $141846.12         | $122573.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.0000%  | N/A     | $29371.53          | $30101.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $4134536.66        | $3016603.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.0000%  | N/A     | $1822596.74        | $1173992.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $1239.27           | $931.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $1155158.81        | $700590.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1968334.33        | $1667111.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $605.11            | $549.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 5.0000%  | N/A     | $868890.00         | $607106.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.5000%  | N/A     | $989962.02         | $503600.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $538235.63         | $58920.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $2381203.46        | $2293129.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 2.4000%  | N/A     | $38225.53          | $30210.34          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $14522.69          | $15199.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $605.11            | $545.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.0000%  | N/A     | $2197060.01        | $1300551.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.5000%  | N/A     | $243681.02         | $256457.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $661.39            | $484.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.5000%  | N/A     | $605.11            | $443.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $605.11            | $584.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $305361.30         | $272309.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $56275.42          | $39545.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $605.11            | $576.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $619.03            | $439.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 4.2120%  | N/A     | $605.11            | $604.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 5.0000%  | N/A     | $1324251.91        | $715170.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $41787.22          | $39285.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $605.11            | $505.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $999327.95         | $933701.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $623.27            | $526.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $609.95            | $463.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $605.11            | $636.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $14465.20          | $4670.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $93313.72          | $92267.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $196661.40         | $138668.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $605.11            | $406.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 2.0000%  | N/A     | $151296.76         | $105429.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $605.11            | $486.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 6.1930%  | N/A     | $363067.20         | $188614.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $6260483.91        | $3393766.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 3.0000%  | N/A     | $605.11            | $456.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 2.5000%  | N/A     | $607.53            | $128.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $15286466.42       | $12165890.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-15      | 4.5000%  | N/A     | $8276721.94        | $4332422.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 2.5000%  | N/A     | $605.11            | $297.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $630105.55         | $633721.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-25      | 2.3610%  | N/A     | $525473.81         | $423023.72         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $619.63            | $479.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 4.0000%  | N/A     | $605.11            | $516.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $3143285.75        | $2710739.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 6.0000%  | N/A     | $605.11            | $441.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $990631.28         | $971243.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 4.4360%  | N/A     | $4812871.45        | $3261714.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 3.0000%  | N/A     | $1282.84           | $395.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $605.11            | $466.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-25      | 3.3500%  | N/A     | $621.45            | $38.19             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $9019259.11        | $6968903.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 3.5000%  | N/A     | $605.11            | $532.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 4.5000%  | N/A     | $11974987.37       | $884355.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $605.11            | $460.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $33220.65          | $22790.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $605.11            | $561.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $751685.86         | $760372.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 4.0000%  | N/A     | $1571.48           | $234.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $605.11            | $511.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $605.11            | $447.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $687437.49         | $707964.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $605.72            | $509.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $1552.72           | $145.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $440018.69         | $268665.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 6.0000%  | N/A     | $2949.92           | $37.62             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $616.00            | $566.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1206022.71        | $967779.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $605.11            | $610.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $10143153.59       | $10301151.37       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 6.5000%  | N/A     | $4561.94           | $56.53             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $454615.20         | $359079.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1397828.08        | $1170394.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $312382.41         | $273069.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $605.11            | $470.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $648.07            | $404.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2606771.67        | $2401153.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $605.11            | $301.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $3796472.69        | $2890501.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $605.11            | $611.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $17818.73          | $17399.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.5000%  | N/A     | $1050445.99        | $700828.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-08-15      | 3.5000%  | N/A     | $937.92            | $423.35            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $4842.71           | $3413.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1224.75           | $1202.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $240834.58         | $198419.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $978374.13         | $794954.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-25      | 3.7940%  | N/A     | $82038.66          | $77706.47          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $7697644.27        | $7690722.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $2463839.37        | $2348524.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $1976823.45        | $2016835.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $2337760.66        | $2317632.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 7.0000%  | N/A     | $619.63            | $5.13              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-04-01      | 3.0000%  | N/A     | $9220549.01        | $45016.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-15      | 3.0000%  | N/A     | $417094.02         | $332575.19         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $605.11            | $595.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $595167.59         | $601927.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $605.11            | $474.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $605.11            | $500.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1275637.82        | $1113054.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $605.11            | $445.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $605.11            | $266.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 6.5000%  | N/A     | $605.11            | $399.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $762715.24         | $732141.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-25      | 2.1540%  | N/A     | $15732.91          | $14073.78          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 3.0000%  | N/A     | $1617.46           | $148.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $605.11            | $602.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 6.0000%  | N/A     | $605.11            | $606.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $605.11            | $450.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 7.0000%  | N/A     | $286699.04         | $252610.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $609.95            | $597.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $860288.94         | $543455.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $605.11            | $455.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1293867.42        | $1314449.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $15127.80          | $11892.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $5111545.65        | $4988042.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-15      | 3.5000%  | N/A     | $641.42            | $462.13            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $2518045.30        | $2111119.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 7.0000%  | N/A     | $1618.07           | $183.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $36306720.00       | $26751010.81       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 3.9200%  | N/A     | $293479.32         | $292056.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $839223.78         | $705344.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $3061481.26        | $1917049.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1463764.11        | $1187300.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $6108.61           | $4444.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $329230.55         | $330678.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 5.5000%  | N/A     | $7526.38           | $425.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-15      | 4.2230%  | N/A     | $1310.67           | $96.48             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1026.27           | $811.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $7951814.91        | $7986716.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $327171.96         | $279165.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $626575.32         | $413269.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $636.58            | $659.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $609.35            | $256.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $605.11            | $511.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 2.7700%  | N/A     | $8069246.58        | $6340986.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $508338.86         | $440025.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.0000%  | N/A     | $1095.25           | $154.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $605.11            | $385.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $219011.82         | $158300.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1286639.96        | $1261400.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $4133160.64        | $3136637.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.0000%  | N/A     | $497537.61         | $388581.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $56387.97          | $37561.43          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $605.11            | $456.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $440979.00         | $453778.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $611.77            | $60.12             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $4840.90           | $4828.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $3469110.12        | $3323670.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $605.11            | $580.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1210.22           | $752.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 5.5000%  | N/A     | $8811.04           | $273.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $605.11            | $324.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $605.72            | $624.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 3.0000%  | N/A     | $606.32            | $209.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.5000%  | N/A     | $606.32            | $128.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $609.95            | $468.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-08-25      | 1.4060%  | N/A     | $14436.76          | $12842.01          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $605.11            | $459.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $605.11            | $542.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $8444263.53        | $2596250.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $3888832.14        | $556608.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $919165.13         | $569741.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1072142.28        | $971009.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 5.0000%  | N/A     | $702.54            | $330.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $605.11            | $476.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $2202.61           | $604.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-04-01      | 2.5000%  | N/A     | $6526.13           | $464.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.5000%  | N/A     | $394694.59         | $163628.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-25      | 4.5000%  | N/A     | $605.11            | $586.96            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $605.11            | $470.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1324965.94        | $1343185.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $1471979.11        | $1064520.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $7696938.71        | $6046022.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $1022642.91        | $1039798.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $338506.31         | $296541.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 5.0000%  | N/A     | $605.11            | $396.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 4.2000%  | N/A     | $8984810.69        | $8707317.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $3412.23           | $2635.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $605.11            | $605.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-25      | 3.4800%  | N/A     | $907668.00         | $890494.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $238452.86         | $156230.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.1400%  | N/A     | $11926.76          | $11843.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $139454.11         | $94861.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $747.92            | $739.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $2276750.84        | $2310207.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-25      | 2.9440%  | N/A     | $1509.75           | $74.01             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $605.11            | $448.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.0000%  | N/A     | $24499727.46       | $23635655.04       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $83592.59          | $58686.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $218817.58         | $102061.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.5000%  | N/A     | $609.95            | $20.71             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $99695.23          | $91357.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $230842.97         | $165246.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-11-25      | 2.8689%  | N/A     | $936.71            | $618.67            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-07-01      | 4.4900%  | N/A     | $865310.16         | $866997.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 3.0000%  | N/A     | $1210.22           | $1051.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 5.6010%  | N/A     | $2563.86           | $408.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $7243263.25        | $6210402.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | 6.0000%  | N/A     | $612.37            | $20.17             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $4911088.99        | $845707.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 4.8952%  | N/A     | $1407595.80        | $1048405.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $16165184.65       | $16145863.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $846013.14         | $484885.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $1136400.34        | $1114201.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 3.5000%  | N/A     | $84110.57          | $72277.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $10657788.04       | $9425134.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $686509.25         | $422322.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-25      | 4.1830%  | N/A     | $1921.23           | $162.66            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $1668.29           | $246.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.5000%  | N/A     | $1036401.95        | $1085757.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $839129.99         | $752554.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.5000%  | N/A     | $605.11            | $499.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $59376.01          | $46885.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $9873623.40        | $803953.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $619.63            | $362.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-06-25      | 2.2920%  | N/A     | $228133.88         | $73404.79          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-25      | 5.0452%  | N/A     | $71921.80          | $63644.59          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-09-01      | 3.0000%  | N/A     | $605.11            | $46.16             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $15732.91          | $10712.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.7330%  | N/A     | $4834197.41        | $3509498.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 4.2400%  | N/A     | $6928706.67        | $6717419.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $4986747.36        | $4591485.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $102556667.87      | $20231019.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | 4.5000%  | N/A     | $5894503.70        | $354916.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $159199.52         | $123602.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-25      | 4.2330%  | N/A     | $1053.50           | $82.23             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-09-01      | 3.7300%  | N/A     | $740.05            | $721.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $1143056.57        | $646622.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.6900%  | N/A     | $803.59            | $760.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1179.36           | $1160.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $7092997.00        | $5618794.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $691.64            | $515.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.7500%  | N/A     | $300778.18         | $294751.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 4.4200%  | N/A     | $15394.65          | $15181.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $4967378.93        | $5058970.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-25      | 4.5000%  | N/A     | $444113.48         | $429460.08         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-01-25      | 0.9696%  | N/A     | $90161.69          | $80333.63          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $188724.75         | $138575.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.2800%  | N/A     | $2444.05           | $2382.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-25      | 6.0000%  | N/A     | $2757.50           | $522.07            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-08-01      | 4.1700%  | N/A     | $1068.63           | $1013.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 0.0000%  | N/A     | $605.11            | $625.74            | Agency Mortgage-Backed Securities         |

### 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:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-04-25      | 4.5952%  | N/A     | $101231000.00      | $79052907.59       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-11-25      | 5.1752%  | N/A     | $67428000.00       | $29704742.39       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-06-25      | 4.7500%  | N/A     | $28974700.00       | $22674018.35       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-03-25      | 4.7500%  | N/A     | $3338468.00        | $2031396.02        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.0000%  | N/A     | $469176.00         | $224283.57         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.0000%  | N/A     | $914347.00         | $892006.54         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-08-25      | 2.0000%  | N/A     | $750000.00         | $413827.58         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 4.5000%  | N/A     | $728000.00         | $560542.89         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2053-10-25      | 4.8452%  | N/A     | $2000000.00        | $1327021.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-12-25      | 5.0000%  | N/A     | $2105512.00        | $383207.23         | Agency Collateralized Mortgage Obligation |
| FHLMC WLST 2017-SC01  | 2046-12-25      | 3.0000%  | N/A     | $5000000.00        | $519889.47         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-07-20      | 4.5786%  | N/A     | $1950000.00        | $170004.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $5779.00           | $5760.90           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 4.7401%  | N/A     | $61321000.00       | $37711980.88       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $4663112.00        | $4621521.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $50000.00          | $44913.61          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $59619712.00       | $42287572.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-02-20      | 4.1793%  | N/A     | $1114930.00        | $2113.03           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $51000.00          | $46266.36          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-09-16      | 3.1500%  | N/A     | $35000.00          | $3724.83           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-09-20      | 5.1401%  | N/A     | $5000000.00        | $4949420.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.7401%  | N/A     | $100000000.00      | $68355755.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.5000%  | N/A     | $23638000.00       | $13809759.95       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.0000%  | N/A     | $4311912.00        | $446011.00         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2073-02-20      | 4.5101%  | N/A     | $201476.00         | $191567.81         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $51281000.00       | $49492332.26       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-05-20      | 4.2086%  | N/A     | $1799999.00        | $57953.91          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.6401%  | N/A     | $100000000.00      | $51993671.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-07-20      | 4.3786%  | N/A     | $3200000.00        | $320910.50         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-10-20      | 4.4786%  | N/A     | $15073110.00       | $1289.54           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $3893512.00        | $3432193.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.6401%  | N/A     | $150000000.00      | $51293551.95       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $50000000.00       | $30869110.23       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.0000%  | N/A     | $30000000.00       | $17108771.67       | Agency Collateralized Mortgage Obligation |

### Security 18: 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: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006MW0
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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 | 2028-02-29      | 1.1250%  | N/A     | $57279600.00       | $54559438.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $241414800.00      | $228637314.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $197793600.00      | $171644816.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.7462%  | N/A     | $240460000.00      | $240390266.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $61419373.93       | $44384219.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 4.3750%  | N/A     | $25810800.00       | $25383944.98       | U.S. Treasuries (including strips) |

### Security 19: 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: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006N66
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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 | 2028-02-15      | 0.0000%  | N/A     | $49683697.75       | $46297803.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 4.3750%  | N/A     | $77676800.00       | $75703199.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $100.00            | $102.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $2813300.00        | $697529.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $32462284.78       | $8425261.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-15      | 1.2500%  | N/A     | $465555200.00      | $463846374.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | 1.8750%  | N/A     | $83354000.00       | $85335968.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $65179000.00       | $64621719.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.5000%  | N/A     | $19970000.00       | $20072041.18       | U.S. Treasuries (including strips) |

### Security 20: 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: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006O73
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-07-25      | 4.7500%  | N/A     | $11784768.00       | $8404007.89        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 4.7500%  | N/A     | $3343340.00        | $1344211.23        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 4.5000%  | N/A     | $1840000.00        | $2129667.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-07-25      | 5.0000%  | N/A     | $2998432.00        | $2980809.55        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 4.5000%  | N/A     | $3835488.00        | $2495031.61        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 4.7500%  | N/A     | $6904000.00        | $6400560.88        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-07-15      | 5.0000%  | N/A     | $16000000.00       | $906481.36         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 4.5000%  | N/A     | $3116804.00        | $1843919.96        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.7500%  | N/A     | $61000.00          | $42984.13          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.8952%  | N/A     | $40000000.00       | $29808624.50       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-04-25      | 4.5952%  | N/A     | $99792512.00       | $85114371.04       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2027-07-15      | 7.0000%  | N/A     | $699390.00         | $1302.85           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-03-25      | 4.7500%  | N/A     | $7682616.00        | $3562388.67        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 5.5000%  | N/A     | $12586592.00       | $6467914.94        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 4.7500%  | N/A     | $17346720.00       | $11719961.72       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2037-08-15      | 5.5000%  | N/A     | $899999.00         | $8439.10           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 4.5000%  | N/A     | $242000.00         | $171875.39         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 4.5000%  | N/A     | $15627380.00       | $10165801.56       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-03-25      | 4.5000%  | N/A     | $13527632.00       | $8713643.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $18073920.00       | $11653558.09       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-08-20      | 3.7500%  | N/A     | $49950000.00       | $14786016.03       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | 5.2500%  | N/A     | $30000000.00       | $26862078.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0000%  | N/A     | $16320000.00       | $12365216.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $12509560.00       | $4046798.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $42650000.00       | $24823835.45       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $2684000.00        | $2665332.18        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $8716000.00        | $7224781.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $13414288.00       | $11253689.70       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $13760975.00       | $13949110.46       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $7368000.00        | $6484209.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $14422000.00       | $12763665.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $53428100.00       | $52646688.21       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $7901512.00        | $6458246.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-03-16      | 4.5000%  | N/A     | $2148400.00        | $1769087.09        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 4.7401%  | N/A     | $40000000.00       | $34317059.58       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.6901%  | N/A     | $33315000.00       | $21978685.58       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $19728640.00       | $17949420.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-01-20      | 4.2786%  | N/A     | $1572828.00        | $100.41            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $20000000.00       | $12500208.40       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2073-01-20      | 4.5401%  | N/A     | $10277136.00       | $9780997.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | 4.7401%  | N/A     | $29991400.00       | $23550126.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $3665000.00        | $2889089.96        | Agency Collateralized Mortgage Obligation |

### Security 21: 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: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006OF5
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2036-08-25      | 5.0000%  | N/A     | $4544400.00        | $4371875.73        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-01-25      | 3.4700%  | N/A     | $318000.00         | $111931.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-02-25      | 4.5952%  | N/A     | $5600000.00        | $5165005.63        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-10-25      | 4.5452%  | N/A     | $141536512.00      | $136099593.73      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-08-25      | 3.5300%  | N/A     | $11900000.00       | $11320667.67       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-08-25      | 4.7500%  | N/A     | $76503000.00       | $67628800.60       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-02-25      | 4.7500%  | N/A     | $35000.00          | $24126.93          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2036-03-25      | 4.2122%  | N/A     | $105337000.00      | $105283071.77      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-02-15      | 5.5000%  | N/A     | $7000.00           | $379.31            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-04-25      | 4.5952%  | N/A     | $50000000.00       | $42652980.05       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-11-25      | 3.7800%  | N/A     | $4651100.00        | $4481292.99        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-03-15      | 3.0000%  | N/A     | $1606644.00        | $1204244.71        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-05-15      | 3.5000%  | N/A     | $700000.00         | $1017448.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-25      | 4.7500%  | N/A     | $4168320.00        | $2964133.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-10-25      | 4.0000%  | N/A     | $2000000.00        | $558747.90         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-07-25      | 4.7000%  | N/A     | $300000000.00      | $298438733.33      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-08-25      | 3.5000%  | N/A     | $2226344.00        | $959273.43         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-25      | 4.0000%  | N/A     | $130000.00         | $122642.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-25      | 4.7452%  | N/A     | $14100000.00       | $7709083.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.0000%  | N/A     | $3737510.00        | $3253906.87        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-10-25      | 5.0000%  | N/A     | $106115000.00      | $102333486.09      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-07-25      | 2.0000%  | N/A     | $5000000.00        | $91877.28          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.4901%  | N/A     | $30000000.00       | $14887778.20       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.7500%  | N/A     | $50000000.00       | $50928447.20       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2074-02-20      | 4.3401%  | N/A     | $36100000.00       | $32400934.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $3959852.00        | $3283066.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.7401%  | N/A     | $50000000.00       | $48443214.52       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $8333328.00        | $8014111.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-02-20      | 4.4986%  | N/A     | $790000.00         | $11276.93          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 4.5000%  | N/A     | $1000.00           | $662.49            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.7401%  | N/A     | $50000000.00       | $39921942.47       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 4.8101%  | N/A     | $22459200.00       | $18406881.88       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-06-20      | 4.4877%  | N/A     | $12689488.00       | $804309.01         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-06-20      | 5.1401%  | N/A     | $1700000.00        | $1417377.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 4.9401%  | N/A     | $100950000.00      | $61592605.66       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-08-20      | 4.4786%  | N/A     | $1799320.00        | $21336.02          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.8901%  | N/A     | $30000000.00       | $28001239.08       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $50000000.00       | $50290277.80       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-20      | 4.6901%  | N/A     | $30000000.00       | $21877963.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $16469600.00       | $9138939.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $46571800.00       | $45890664.91       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 4.8401%  | N/A     | $20000000.00       | $7952104.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $20655424.00       | $19825133.82       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-07-20      | 4.2786%  | N/A     | $900000.00         | $16136.27          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-08-20      | 4.3986%  | N/A     | $400000.00         | $40315.78          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2073-12-20      | 4.6901%  | N/A     | $400000.00         | $386504.20         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 4.7901%  | N/A     | $40000000.00       | $34926286.85       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-04-20      | 4.3786%  | N/A     | $900000.00         | $93617.76          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.7500%  | N/A     | $49999999.00       | $51237796.23       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2074-01-20      | 4.5701%  | N/A     | $1695456.00        | $1522905.49        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.8901%  | N/A     | $50000000.00       | $49307776.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.8401%  | N/A     | $30000000.00       | $27920858.58       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-03-16      | 4.5000%  | N/A     | $2918000.00        | $2530737.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.0000%  | N/A     | $7500000.00        | $6844390.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-05-20      | 4.5574%  | N/A     | $12000000.00       | $3630422.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0401%  | N/A     | $1784500.00        | $1221705.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.7001%  | N/A     | $50000000.00       | $39776086.17       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-07-20      | 4.3586%  | N/A     | $200000.00         | $4409.77           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 4.7901%  | N/A     | $100000000.00      | $39110401.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5000%  | N/A     | $26213888.00       | $25992616.57       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-05-20      | 4.3286%  | N/A     | $1800000.00        | $138530.31         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $999070.00         | $1099977.30        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2073-02-20      | 4.5201%  | N/A     | $300000.00         | $285952.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-08-20      | 4.4586%  | N/A     | $6999930.00        | $9001.63           | Agency Collateralized Mortgage Obligation |

### Security 22: 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: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006OK4
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2045-08-15      | 4.1043%  | N/A     | $1093332.00        | $803736.20         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-05-15      | 6.5000%  | N/A     | $989994.00         | $14974.28          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-10-15      | 4.5000%  | N/A     | $1724852.00        | $2134469.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 5.1452%  | N/A     | $42500000.00       | $27761663.19       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-03-25      | 4.5000%  | N/A     | $6299336.00        | $3654258.66        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2034-05-25      | 5.6364%  | N/A     | $5893328.00        | $287627.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-05-25      | 4.8500%  | N/A     | $214458367.00      | $213983043.86      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5401%  | N/A     | $302304000.00      | $142339645.94      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-02-20      | 4.5486%  | N/A     | $1597426.00        | $1575.70           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.0000%  | N/A     | $2483596.00        | $2201848.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-12-20      | 4.6408%  | N/A     | $585000.00         | $134380.28         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 4.7500%  | N/A     | $18944000.00       | $15532612.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.8401%  | N/A     | $57154000.00       | $28666763.24       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $54000.00          | $37211.70          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $378000.00         | $317654.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-09-20      | 4.5786%  | N/A     | $350407.00         | $44781.97          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $5000.00           | $4148.71           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $102550000.00      | $62390139.90       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-09-20      | 4.0000%  | N/A     | $9963000.00        | $14689462.14       | Agency Collateralized Mortgage Obligation |

### Security 23: 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: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006TI4
- **C.18 - Value (incl. sponsor support):** $3881881000.00
- **C.18.a - Value (excl. sponsor support):** $3881881000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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 HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $60465149.63       | $46076198.08       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $2902771.80        | $2873349.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.5000%  | N/A     | $307133.72         | $322898.93         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1625271.58        | $1272810.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $4658257.20        | $1005469.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.5000%  | N/A     | $785098.43         | $838596.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 3.0000%  | N/A     | $35037457.01       | $33093913.45       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $53434377.11       | $50945085.75       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-02-01      | 4.5000%  | N/A     | $669800.92         | $14905.92          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $359029.53         | $318278.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $273947.17         | $274135.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 3.5000%  | N/A     | $6963264.50        | $6197560.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $9440028.80        | $6903026.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.5000%  | N/A     | $1399634.07        | $779400.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 3.0000%  | N/A     | $2823186.18        | $104167.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 4.5000%  | N/A     | $282318.62         | $55165.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $176449.14         | $95477.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 4.5000%  | N/A     | $23409362.94       | $23086364.74       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $23458559.78       | $14160072.45       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-11-01      | 4.5000%  | N/A     | $705796.55         | $16509.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-02-01      | 5.0000%  | N/A     | $704950.30         | $709.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 4.5000%  | N/A     | $72870365.23       | $69786209.21       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-11-01      | 2.5000%  | N/A     | $9598833.02        | $161621.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $280907.03         | $157993.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $152621.44         | $160923.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 4.9110%  | N/A     | $35289827.27       | $35446728.77       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $11128322.36       | $9674153.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 4.5000%  | N/A     | $1409067.75        | $1361843.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 3.5000%  | N/A     | $18350.71          | $11905.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1532738.83        | $1019663.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.5000%  | N/A     | $210736.73         | $220407.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $5768763.13        | $5717085.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.5000%  | N/A     | $17340009.53       | $1857767.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 3.5000%  | N/A     | $3096901.14        | $2825425.06        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 2.0000%  | N/A     | $169391.17         | $81139.42          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $24235585.31       | $21391937.03       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-12-01      | 4.0000%  | N/A     | $2193291.00        | $105839.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 4.5000%  | N/A     | $4922755.87        | $321389.36         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $31379465.97       | $30765331.21       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 3.5000%  | N/A     | $94025.51          | $3371.55           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 6.0000%  | N/A     | $3130207.68        | $2667287.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $282318.62         | $18800.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $351817.70         | $217212.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 4.0000%  | N/A     | $1204309.12        | $1132692.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $3528982.73        | $353342.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 6.0000%  | N/A     | $858046.74         | $660993.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 2.5000%  | N/A     | $1178680.23        | $131702.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-10-01      | 3.5000%  | N/A     | $25560.42          | $1744.24           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $873613.79         | $910220.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $7054.44           | $782.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $9045364.31        | $8921202.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.0000%  | N/A     | $10466751.03       | $10914177.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $58053.88          | $43316.30          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 6.0000%  | N/A     | $16995942.18       | $17619223.03       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 4.5000%  | N/A     | $28939.78          | $1391.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $1636538.92        | $1192032.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 5.0000%  | N/A     | $213856.35         | $112836.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $22800757.40       | $17346116.84       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $42903.25          | $41192.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $21901290.28       | $21471694.76       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-07-01      | 4.0000%  | N/A     | $2899818.75        | $284188.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $67050.67          | $47266.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $5081193.08        | $3929159.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $2823.19           | $2075.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $113575199.11      | $79413048.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $456582.61         | $360625.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1670253.41        | $1685793.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $121008.11         | $73538.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 7.0000%  | N/A     | $2467577.65        | $2186010.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.5000%  | N/A     | $1770383.35        | $1763835.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 5.5000%  | N/A     | $4234.78           | $2202.30           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $286587.28         | $217251.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.5000%  | N/A     | $825461.53         | $870612.93         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 6.2610%  | N/A     | $7070737.55        | $7113855.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 1.5000%  | N/A     | $1650815.77        | $1339661.77        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $441956.39         | $321367.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 3.5000%  | N/A     | $13149046.11       | $972742.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 6.5000%  | N/A     | $165548.11         | $175403.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $757033.14         | $523523.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.0000%  | N/A     | $2864122.38        | $2665362.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $19104.50          | $18145.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.5000%  | N/A     | $2849822.94        | $2611326.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.0000%  | N/A     | $1680670.97        | $237356.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $1416104.54        | $877919.18         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 6.5000%  | N/A     | $340547.54         | $357836.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 2.0000%  | N/A     | $9175355.09        | $6634641.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $567271.97         | $514031.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $1300681.40        | $1074880.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $26707386.45       | $25304554.31       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $70579.65          | $54926.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $1057989.02        | $625980.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $781983.05         | $806003.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 6.0000%  | N/A     | $12669.05          | $126.40            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 4.5000%  | N/A     | $31610594.58       | $31315857.39       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.5000%  | N/A     | $730526.24         | $662244.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1083571.32        | $847611.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.0000%  | N/A     | $45140.63          | $22899.91          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 6.0000%  | N/A     | $1976667.92        | $1894932.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $18513687.07       | $18644868.79       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $36701.42          | $9556.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $13239275.14       | $9441019.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 3.5000%  | N/A     | $6211108.41        | $5527494.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $31014111.80       | $19797741.13       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $214311.59         | $190223.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $578753.17         | $512833.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 3.0000%  | N/A     | $1623332.05        | $149866.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.0000%  | N/A     | $259015.33         | $150579.95         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 4.5000%  | N/A     | $1764491.36        | $47506.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.5000%  | N/A     | $334536.27         | $351443.38         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $211738.26         | $139198.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $624617.24         | $607302.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $59214636.25       | $53177189.94       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $1658621.88        | $1032796.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 5.0000%  | N/A     | $20135.67          | $18656.90          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $22475.39          | $4208.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 4.5000%  | N/A     | $311243.57         | $299993.27         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 6.0000%  | N/A     | $622365.04         | $388816.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 7.0000%  | N/A     | $151250.08         | $162461.98         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-10-01      | 3.5000%  | N/A     | $8393129.25        | $315308.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $94976.22          | $92873.17          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $35499014.08       | $32120292.04       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $11865851.52       | $9086784.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.5000%  | N/A     | $640863.26         | $46575.84          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-25      | 6.0000%  | N/A     | $71325879.12       | $67920896.40       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 5.0000%  | N/A     | $24668.30          | $21342.40          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $11824971.79       | $7814900.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 7.0000%  | N/A     | $737579.98         | $443077.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $6352.17           | $5846.92           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 7.0000%  | N/A     | $11137469.49       | $7825838.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $141159.31         | $101886.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $162821.62         | $113692.79         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.0000%  | N/A     | $731078.18         | $415353.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $265150.82         | $231486.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $14115930.91       | $10294758.99       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $25329987.79       | $24371878.19       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 6.0000%  | N/A     | $1700899.09        | $1758918.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 3.5000%  | N/A     | $176911.43         | $9058.83           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-10-25      | 2.5000%  | N/A     | $18603385.35       | $13330376.05       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 3.5000%  | N/A     | $705.80            | $394.01            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 7.0000%  | N/A     | $149184.22         | $153727.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $203763756.28      | $126689523.32      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $5293310.35        | $5280171.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-07-01      | 3.0000%  | N/A     | $754908.69         | $171365.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $2300659.59        | $1170268.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 2.5000%  | N/A     | $153863.65         | $99109.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 4.2120%  | N/A     | $18925934.37       | $18913102.58       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $2173226.61        | $1262890.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.0000%  | N/A     | $1442103.26        | $1137469.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $36034.44          | $35294.36          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $177859.32         | $164224.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $824805.14         | $571372.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $63030319.18       | $63706669.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 4.0000%  | N/A     | $5646.37           | $1956.18           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 2.5000%  | N/A     | $9270637.62        | $1254182.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $138687.61         | $121879.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $76258007.96       | $59287680.90       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.0000%  | N/A     | $7285231.94        | $5376953.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $47356260.53       | $47796747.44       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 3.5000%  | N/A     | $15121233.63       | $1359464.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.0000%  | N/A     | $3528982.73        | $522122.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 3.5000%  | N/A     | $242264.66         | $182580.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.5000%  | N/A     | $2488740.25        | $2212538.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.5000%  | N/A     | $726899.86         | $775993.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 4.0000%  | N/A     | $705796.55         | $176132.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 3.5000%  | N/A     | $6758001.92        | $4257725.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $1431121.07        | $1396118.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $103644.81         | $50092.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $705.80            | $632.32            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $13747505.11       | $11669900.58       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 5.5000%  | N/A     | $915101.92         | $928372.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $1495194.69        | $106315.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $714808.16         | $721501.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $95282.53          | $74128.74          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-04-01      | 3.5000%  | N/A     | $414041.43         | $78206.42          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $9878.33           | $839.40            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 4.5000%  | N/A     | $123337.95         | $120465.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $312147.70         | $299721.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $35013561.57       | $33943335.09       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $705796.55         | $682360.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1235143.95        | $1141040.92        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.0000%  | N/A     | $8750251.01        | $8266022.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $36106834.77       | $29425284.04       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-12-01      | 3.5000%  | N/A     | $21185776.33       | $704322.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $6665239.08        | $6049466.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $3390765.18        | $2327395.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 6.5000%  | N/A     | $534623.24         | $487960.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1234431.10        | $902821.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-09-01      | 4.2500%  | N/A     | $645803.84         | $637128.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 6.0000%  | N/A     | $49842471.21       | $51220781.66       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 4.5000%  | N/A     | $106575.28         | $95787.98          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $37632718.91       | $26307901.48       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $13262764.04       | $10044723.22       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $41040589.77       | $40595987.95       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $63521.69          | $63096.96          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $527230.02         | $415585.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 7.0000%  | N/A     | $861355.52         | $877653.58         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $580820.45         | $485261.64         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $709977.68         | $681097.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $22967410.08       | $20853915.79       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $53289016.90       | $10691667.20       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 4.5000%  | N/A     | $1695998.04        | $1423394.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 4.5000%  | N/A     | $1088270.52        | $168746.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $705.80            | $498.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.2100%  | N/A     | $10291148.85       | $8934732.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 4.2000%  | N/A     | $11481898.20       | $11127283.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $361772.25         | $192632.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-05-01      | 2.0000%  | N/A     | $7745411.29        | $250470.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $250864.09         | $200823.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $130034419.72      | $23470962.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-06-01      | 3.5000%  | N/A     | $46356.72          | $2738.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.5000%  | N/A     | $93512.40          | $8520.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $465825.72         | $348771.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $27328442.24       | $13754816.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.0000%  | N/A     | $50114.38          | $4721.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-06-01      | 3.0000%  | N/A     | $799757.83         | $567414.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $99234678.09       | $95071443.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 5.0000%  | N/A     | $2117.39           | $1215.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $795573.87         | $645217.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $27035869.81       | $25755104.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 3.0000%  | N/A     | $11949135.51       | $10255446.13       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $18768586.91       | $18061876.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $1411593.09        | $1176123.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $1693911.71        | $1000027.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 7.0000%  | N/A     | $2027711.13        | $1642251.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $76246082.82       | $76338704.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $7125016.13        | $4416047.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $59286.91          | $43687.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $6966663.61        | $7031652.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.0000%  | N/A     | $317608.45         | $242558.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $2245895.42        | $206124.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $131278.16         | $74034.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 4.5000%  | N/A     | $290561.62         | $281082.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $793295.55         | $765909.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1267438.38        | $1163397.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $112927.45         | $79680.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $35813313.75       | $32506026.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $62890.71          | $60417.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.5000%  | N/A     | $3759817.72        | $146841.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $15816482.75       | $16063712.41       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $14115930.91       | $11376591.19       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $87998848.80       | $69889096.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $8469558.55        | $8619558.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $30408538.36       | $18960197.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $17596213.67       | $13081145.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $9440028.80        | $7450416.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $9186839.81        | $8909601.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $530389.87         | $369764.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $150261.26         | $158583.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $145208.46         | $152736.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.0000%  | N/A     | $5695778.12        | $2437185.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1200962.23        | $1227494.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.5000%  | N/A     | $698738.58         | $21334.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $2550251.83        | $1789482.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 4.4350%  | N/A     | $60927745.63       | $60283290.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2106895.85        | $2133667.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $20739125.69       | $11577858.41       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $3510095.61        | $2876857.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $158804.22         | $145486.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $232912860.00      | $16707996.19       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $11582087.43       | $10166649.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 4.5000%  | N/A     | $1183925.71        | $907923.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $21712419.13       | $14773176.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.2550%  | N/A     | $359185.51         | $372681.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-02-01      | 7.0000%  | N/A     | $6771503.81        | $10002.97          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $839955.76         | $858039.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $771808.28         | $595783.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $1361330.50        | $626736.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | 2.5000%  | N/A     | $2231912.18        | $1417273.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 1.5000%  | N/A     | $1940940.50        | $996073.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | 1.5000%  | N/A     | $213150.56         | $116321.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.5000%  | N/A     | $1411.59           | $819.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $25744070.15       | $14966372.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 5.7940%  | N/A     | $137630.33         | $870.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $45889739.53       | $43572819.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $45717.27          | $39880.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $18376824.65       | $10878369.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $317608.45         | $32409.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $21173.90          | $11646.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $894066.36         | $104987.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-04-01      | 3.4900%  | N/A     | $705796.55         | $653855.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 1.5000%  | N/A     | $1750784.79        | $865334.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 4.6700%  | N/A     | $10572832.25       | $10604666.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.5000%  | N/A     | $9313860.60        | $1240953.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $7289890.20        | $3406492.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $1029757.16        | $125274.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $20355172.37       | $12643654.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $15501121.56       | $15630689.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $2953758.54        | $304947.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $176116.00         | $183872.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $92459.35          | $68673.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $22255334.77       | $22325338.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 3.5000%  | N/A     | $76054828.90       | $67278888.19       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | 5.3700%  | N/A     | $282318.62         | $294639.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $1001917.72        | $969032.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 3.5000%  | N/A     | $32057787.27       | $29466713.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $378306.95         | $157980.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1745612.72        | $1465272.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $56442041.57       | $43131654.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2112765.26        | $2086432.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-06-01      | 2.0000%  | N/A     | $13410134.36       | $7932598.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | 3.9400%  | N/A     | $21802761.09       | $21487752.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2664381.96        | $2059926.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $129423.32         | $124323.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $8819633.63        | $5171320.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 7.5000%  | N/A     | $858957.22         | $917227.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.0000%  | N/A     | $182890.24         | $75370.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-04-01      | 4.0000%  | N/A     | $152050.46         | $10411.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $109398.46         | $21965.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $1320798.01        | $1180050.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 3.5000%  | N/A     | $196785.96         | $40366.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.5000%  | N/A     | $1411593.09        | $1284799.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $119459.59         | $48899.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $1058694.82        | $111750.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $347957.70         | $345118.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 4.0000%  | N/A     | $972483.18         | $305594.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $951759.58         | $656482.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $146993.42         | $47641.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-01-01      | 4.5000%  | N/A     | $633839.88         | $117964.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $65736964.24       | $59622639.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.0000%  | N/A     | $1942.35           | $1069.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.0000%  | N/A     | $5682667.25        | $389921.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $155275.24         | $39786.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.1550%  | N/A     | $635216.89         | $1645.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $471088.84         | $371650.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.0000%  | N/A     | $1588042.23        | $191803.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $40218161.76       | $39358793.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 7.0000%  | N/A     | $152154.21         | $162212.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 2.5000%  | N/A     | $8469558.55        | $4976198.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-04-01      | 3.0000%  | N/A     | $1191160.13        | $81072.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $75290264.91       | $62152888.26       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 3.5000%  | N/A     | $38245003.05       | $34879240.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $6327.47           | $2555.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 7.0000%  | N/A     | $180139.04         | $193375.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $5710656.31        | $3693853.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $1058694.82        | $933086.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1972228.46        | $1946133.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $10586948.18       | $5101785.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $28048286.96       | $23906591.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $4963590.43        | $1177844.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 5.5000%  | N/A     | $14054526.61       | $13580655.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.5000%  | N/A     | $2080871.72        | $2221814.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $350382.11         | $268775.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-06-01      | 3.0000%  | N/A     | $983095.54         | $642761.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 6.0000%  | N/A     | $727523.79         | $731785.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $1857535.11        | $133964.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $16953233.02       | $12946191.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1800345.83        | $1870719.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $1711265.83        | $1649944.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.0000%  | N/A     | $1764491.36        | $621728.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $44560.46          | $44059.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-05-01      | 3.4450%  | N/A     | $842036.45         | $815191.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1505486.62        | $437579.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $1210985.95        | $1175562.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 6.0000%  | N/A     | $715687.58         | $708500.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $17981.58          | $14974.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $38835026.38       | $37459668.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $26891864.73       | $26880563.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | 3.0000%  | N/A     | $269265.62         | $199165.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 7.0000%  | N/A     | $416401.61         | $407256.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $2029165.07        | $1306086.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 1.5000%  | N/A     | $25800082.17       | $19170505.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.0000%  | N/A     | $171508.56         | $24378.34          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $21879.69          | $15944.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1692641.28        | $1627812.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $1603631.86        | $1287513.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $935180.42         | $752133.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $4419929.47        | $4371104.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $77637.62          | $61304.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $805641.35         | $716553.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $821249.33         | $869056.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $905879.98         | $791518.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.5000%  | N/A     | $1058694.82        | $99965.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.9470%  | N/A     | $631687.91         | $2543.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $1383925.87        | $35067.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $6117776.70        | $5644165.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 1.5000%  | N/A     | $97706.24          | $51740.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 4.5000%  | N/A     | $1267610.60        | $1157048.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 1.5000%  | N/A     | $1535694.71        | $985820.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $889355.88         | $926202.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.5000%  | N/A     | $364896.81         | $280006.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.0000%  | N/A     | $45748444.70       | $37029848.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $42639484.32       | $31717863.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $686999.77         | $441538.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $503575.25         | $480943.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $668524.14         | $644304.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $5352856.99        | $1623014.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $114253.64         | $3955.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.5000%  | N/A     | $4799416.51        | $1526174.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.0000%  | N/A     | $55610.42          | $322.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $153565.80         | $162945.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $67050.67          | $51335.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $15030643.23       | $14622433.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $16093877.73       | $16535847.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $15284024.19       | $12354944.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5800%  | N/A     | $9663766.30        | $8741375.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-06-01      | 3.5000%  | N/A     | $903419.58         | $41219.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 3.5000%  | N/A     | $35289.83          | $31270.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $1152918.66        | $909166.37         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $19055.10          | $1343.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-12-01      | 5.4900%  | N/A     | $702244.27         | $721962.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $224491.30         | $144349.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $19633701.50       | $1590430.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $317608.45         | $101746.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $47588.33          | $3582.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $2018451.08        | $1872183.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.7700%  | N/A     | $31713.56          | $32143.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $3253722.07        | $839338.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $100745.40         | $61722.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 3.0000%  | N/A     | $378158.03         | $329618.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $12991597.01       | $2167161.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $878716.70         | $147029.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $7299551.14        | $2187877.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $2117389.64        | $1691360.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $639758.69         | $419159.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $52042568.90       | $40080226.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.0000%  | N/A     | $67403411.99       | $15634688.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $661411.82         | $47633.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 3.0000%  | N/A     | $9060857.95        | $8330290.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $9603101.68        | $4394558.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $20238450.56       | $17051048.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 7.0000%  | N/A     | $14789260.81       | $10370544.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 4.0000%  | N/A     | $1905108.62        | $420711.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $35289.83          | $23939.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $501946.98         | $483786.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $699076.66         | $717732.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $8779566.97        | $6672103.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $168518.81         | $176494.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $76156689.46       | $56531358.55       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | 5.0000%  | N/A     | $42932.90          | $20677.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $195610213.91      | $194563699.26      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $13655045.76       | $11483506.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $244449.81         | $161063.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | 3.0000%  | N/A     | $26523.83          | $20624.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $5924456.20        | $723779.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $26820.27          | $15682.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $4425479.85        | $3692165.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $156044.56         | $165696.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.5800%  | N/A     | $17644.91          | $678.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 3.0000%  | N/A     | $34345031.08       | $30642761.16       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $382967.32         | $396469.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $1778189.46        | $1785618.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $352898.27         | $1157.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $826021.93         | $836475.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $14109878.00       | $143635.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $64209.84          | $831.62            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-01-15      | 3.0000%  | N/A     | $335253.36         | $33166.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1229710.73        | $1251911.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-12-20      | 6.5000%  | N/A     | $323640.89         | $117106.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $2980866.78        | $3037004.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $889967.10         | $885103.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.5000%  | N/A     | $36388611.33       | $84579.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-04-15      | 7.0000%  | N/A     | $354564.66         | $805.94            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.0000%  | N/A     | $780503.70         | $808101.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 3.0000%  | N/A     | $932993.87         | $879745.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-10-15      | 5.5000%  | N/A     | $356691.93         | $1232.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $17644913.64       | $138230.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $10635100.45       | $10633917.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $967723.29         | $991926.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $750428.30         | $748732.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.5000%  | N/A     | $463460.60         | $345257.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-10-15      | 3.5000%  | N/A     | $3066595.65        | $306644.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $758158.18         | $758073.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.0000%  | N/A     | $55306804.52       | $53559669.10       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $16557264.22       | $234509.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-09-15      | 7.0000%  | N/A     | $35646.25          | $101.14            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $267304.21         | $2413.64           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $2023140.39        | $2066778.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $2855059.95        | $14412.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $483964.69         | $11875.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-11-20      | 6.2700%  | N/A     | $2699920.23        | $2873728.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | 3.0000%  | N/A     | $2651423.53        | $387423.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $751407.94         | $769798.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $1147752.23        | $22193.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $705923.59         | $724193.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $2353797.60        | $2432860.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $746379.85         | $764198.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-04-20      | 4.5000%  | N/A     | $33235168.83       | $33087106.16       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $1391391.78        | $5039.11           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $705598.92         | $7705.20           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.0000%  | N/A     | $146576754.93      | $86708264.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $11358174.89       | $7915860.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $172418.33         | $627.68            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $973074.64         | $15315.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $6910662.89        | $6909894.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.0000%  | N/A     | $111177.78         | $62048.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $13674768.54       | $14394281.68       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $10420109.17       | $10508500.64       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $2171642.81        | $2221667.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-01-20      | 7.0000%  | N/A     | $1998773.47        | $6090.43           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.5000%  | N/A     | $1555211.40        | $742138.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $1441908.46        | $17482.42          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1117378.98        | $1136525.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-07-15      | 3.0000%  | N/A     | $2127550.28        | $191484.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $1464397.97        | $6457.85           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $2041090.21        | $2159513.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $129783.99         | $1058.62           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 2.5000%  | N/A     | $19722072.87       | $11898275.36       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.5000%  | N/A     | $1567512.02        | $1646070.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $9657645.63        | $9940328.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $352898.27         | $1518.06           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.5000%  | N/A     | $13469336.58       | $7297517.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $1660070.18        | $1637895.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $44478959.51       | $44444265.92       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $387535.94         | $75188.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.5000%  | N/A     | $3914025.80        | $913741.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-12-20      | 7.0000%  | N/A     | $399882.44         | $418925.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $2190047.16        | $2241034.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2028-08-15      | 7.0000%  | N/A     | $115637.71         | $75.27             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2029-09-20      | 7.0000%  | N/A     | $315112.75         | $216.03            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $18352291.17       | $85839.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-03-20      | 5.5000%  | N/A     | $896036.95         | $3323.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2029-04-15      | 4.0000%  | N/A     | $3487199.57        | $19563.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-12-20      | 3.5000%  | N/A     | $176410.32         | $23314.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $1393636.22        | $1395112.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.0000%  | N/A     | $1623639.78        | $1674882.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $838412.89         | $837396.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-01-15      | 5.5000%  | N/A     | $72456.37          | $343.64            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $2823186.18        | $15444.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $18613.97          | $177.71            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $9879627.12        | $138610.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $7056791.01        | $4513.24           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $822284.03         | $822192.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-04-15      | 5.3400%  | N/A     | $6832110.56        | $6943232.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $770698.77         | $800636.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $336998.79         | $351614.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-10-15      | 7.0000%  | N/A     | $1193959.31        | $829.29            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-06-15      | 7.0000%  | N/A     | $1812621.04        | $1351.04           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $889285.30         | $5302.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.3900%  | N/A     | $101372.15         | $103763.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $47388151.24       | $796886.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $888683.96         | $888585.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2063-09-15      | 4.1400%  | N/A     | $424068.68         | $395696.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $6963833.37        | $33125.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $1411451.93        | $3299.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-09-15      | 7.0000%  | N/A     | $734525.29         | $1877.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1400653.24        | $1394775.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $387842.97         | $2932.86           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $123084.57         | $1059.19           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-05-20      | 4.5000%  | N/A     | $19169829.42       | $1324780.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $3574995.02        | $3620106.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $234073.90         | $17652.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-06-20      | 4.5000%  | N/A     | $698472.49         | $682376.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1237529.55        | $1264649.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $7057965.45        | $30087.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-02-20      | 7.0000%  | N/A     | $815245.83         | $492.45            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | 6.5000%  | N/A     | $834749.81         | $884960.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-04-15      | 5.1500%  | N/A     | $1423187.92        | $1463042.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $1801849.17        | $1177325.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-12-20      | 6.5000%  | N/A     | $241368.30         | $252784.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $55756.52          | $454.71            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $5101935.02        | $28700.39          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $1288427.36        | $1365956.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1893076.20        | $1941723.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-09-20      | 7.0000%  | N/A     | $1528266.91        | $1553.30           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-11-20      | 3.5000%  | N/A     | $695209.60         | $55772.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-05-15      | 7.0000%  | N/A     | $2158271.49        | $2572.63           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $4235096.88        | $22783.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-15      | 4.0000%  | N/A     | $604798.47         | $58028.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 3.5000%  | N/A     | $344112.52         | $305422.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $894146.82         | $895735.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $1104330.21        | $1142762.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $486999.62         | $537.16            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-06-15      | 7.0000%  | N/A     | $208604.52         | $335.17            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-03-20      | 7.0000%  | N/A     | $6137471.25        | $5840.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $803422.32         | $832762.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1061015.48        | $1124656.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $909792.92         | $949972.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 5.5000%  | N/A     | $3105414.46        | $1734529.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $1170893.88        | $1214478.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-04-20      | 7.0000%  | N/A     | $23034217.96       | $39344.42          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $1147094.42        | $1146966.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-05-20      | 7.0000%  | N/A     | $50711560.84       | $77609.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $2173892.88        | $2222842.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $975393.89         | $978308.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $8782344.99        | $99523.70          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $445083.77         | $2570.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $2095854.37        | $271229.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $1673398.44        | $4162.48           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1219211.30        | $1248582.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $1001609.99        | $1061881.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $2896131.67        | $17907.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $950172.95         | $984171.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-01-20      | 5.5000%  | N/A     | $23007922.80       | $139030.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $1243812.55        | $1300668.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $20647677.04       | $21020379.10       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $5646372.36        | $5296675.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1773898.22        | $1803319.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-08-15      | 7.0000%  | N/A     | $6802388.06        | $4196.69           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $6244526.47        | $6243825.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1413015.98        | $1438524.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $2863749.72        | $30272.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1218967.10        | $1242463.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $531929.92         | $555602.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $911815.73         | $16669.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $1642727.34        | $3997.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $8454381.10        | $8518288.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $531773.23         | $552337.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1206680.59        | $1235750.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1172346.41        | $1193511.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1414271.59        | $1441533.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2027-05-20      | 2.5000%  | N/A     | $289452.10         | $2280.17           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $277574.25         | $1430.91           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $2707287.33        | $2782773.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $8087228.56        | $8228274.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2029-05-20      | 7.0000%  | N/A     | $1410780.01        | $1160.96           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $711641.95         | $43569.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $106893.59         | $111.75            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $1359584.36        | $1359433.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $984148.59         | $988268.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $1700779.11        | $10045.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $2209357.75        | $2168324.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $2117389.64        | $1460586.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.5000%  | N/A     | $26062.95          | $7055.23           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $254312.61         | $2121.79           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-03-20      | 5.5000%  | N/A     | $360087866.41      | $2137691.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $153306.77         | $1925.11           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $178541.12         | $329.95            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $839035.41         | $838034.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $87518.77          | $78043.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 3.5000%  | N/A     | $80720177.94       | $78892628.23       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $352863.69         | $1704.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $10106780.68       | $10320140.44       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.5000%  | N/A     | $1256415.25        | $1288304.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $1685639.77        | $1683497.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $424368.64         | $440771.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.5000%  | N/A     | $423991.75         | $1311.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $4859996.44        | $4943969.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-03-20      | 3.5000%  | N/A     | $973615.28         | $122331.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.0000%  | N/A     | $61631644.99       | $339632.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $2432143.84        | $1888931.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $397511.67         | $420866.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.5500%  | N/A     | $78405.53          | $81059.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-04-15      | 5.2500%  | N/A     | $7336261.03        | $7406382.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $1313281.28        | $1313135.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $367362.87         | $378461.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $713105.77         | $725325.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-15      | 3.0000%  | N/A     | $483637.91         | $81273.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $137117.21         | $1879.78           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $1474502.15        | $4488.96           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-08-15      | 7.0000%  | N/A     | $6140634.63        | $36635.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $745562.53         | $759022.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-02-20      | 6.5000%  | N/A     | $405467.41         | $425052.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $104073.94         | $84.90             | Agency Mortgage-Backed Securities |

### Security 24: 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: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006TJ2
- **C.18 - Value (incl. sponsor support):** $492852000.00
- **C.18.a - Value (excl. sponsor support):** $492852000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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 | 2053-05-15      | 0.0000%  | N/A     | $77674066.62       | $19601827.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 2.1250%  | N/A     | $19287270.17       | $18159161.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $81205449.77       | $88713191.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-15      | 1.2500%  | N/A     | $89038248.04       | $88711432.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.3750%  | N/A     | $88226027.94       | $88713096.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $15178521.80       | $13863151.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.8750%  | N/A     | $74738442.97       | $74894364.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $147867428.45      | $88712982.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 6.2500%  | N/A     | $132577.19         | $147258.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 1.6250%  | N/A     | $22744626.95       | $21192575.07       | U.S. Treasuries (including strips) |

### Security 25: 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: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006TK9
- **C.18 - Value (incl. sponsor support):** $58000000.00
- **C.18.a - Value (excl. sponsor support):** $58000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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 | 2030-09-30      | 3.6250%  | N/A     | $2000.00           | $1972.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $5721700.00        | $5691711.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $100.00            | $101.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $47004000.00       | $47372095.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 4.8750%  | N/A     | $400.00            | $398.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $1636200.00        | $564750.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $40.33             | $32.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $3129600.00        | $3178588.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $2289800.00        | $2350253.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $100.00            | $95.25             | U.S. Treasuries (including strips) |

### Security 26: 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: 0CAN08OQ3
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 | 2041-02-15      | 1.8750%  | N/A     | $180.00            | $124.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $880.00            | $1098.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 3.8252%  | N/A     | $200.00            | $200.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 0.7500%  | N/A     | $680.00            | $680.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 2.5000%  | N/A     | $600.00            | $414.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $20.00             | $13.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 6.1250%  | N/A     | $80.00             | $86.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 2.7500%  | N/A     | $60.00             | $42.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $320.00            | $253.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.1250%  | N/A     | $80.00             | $78.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $360.00            | $481.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 1.8750%  | N/A     | $40.00             | $40.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.5000%  | N/A     | $200.00            | $196.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $300.00            | $297.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2056-02-15      | 2.3750%  | N/A     | $24520.00          | $23073.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 5.5000%  | N/A     | $320.00            | $334.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 3.6250%  | N/A     | $720.00            | $576.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $220.00            | $210.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 1.5000%  | N/A     | $220.00            | $219.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $800.00            | $789.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 6.3750%  | N/A     | $20.00             | $20.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.7500%  | N/A     | $8037200.00        | $8999906.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 3.5000%  | N/A     | $120.00            | $119.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 1.6250%  | N/A     | $380.00            | $382.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $300.00            | $268.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 1.3750%  | N/A     | $1220.00           | $1146.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $1420.00           | $1371.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $240.00            | $239.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 1.1250%  | N/A     | $280.00            | $263.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-15      | 4.3750%  | N/A     | $100.00            | $102.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $1400.00           | $1332.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 3.7500%  | N/A     | $40.00             | $40.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $780.00            | $775.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-29      | 0.0000%  | N/A     | $320.00            | $314.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $200.00            | $193.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-31      | 4.0000%  | N/A     | $120.00            | $119.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $6234260.00        | $7261680.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 3.8750%  | N/A     | $120.00            | $121.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 4.5000%  | N/A     | $60.00             | $60.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $440.00            | $362.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 3.8482%  | N/A     | $800.00            | $800.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 2.5000%  | N/A     | $360.00            | $247.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $40.00             | $40.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 1.3750%  | N/A     | $1220.00           | $1145.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $20.00             | $19.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $800.00            | $785.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 2.2500%  | N/A     | $20.00             | $14.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $520.00            | $508.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $200.00            | $188.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $200.00            | $202.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $1820.00           | $1930.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $2991140.00        | $2524441.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.1250%  | N/A     | $40.00             | $39.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.6250%  | N/A     | $4007300.00        | $8528464.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $300.00            | $240.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 4.2500%  | N/A     | $1900.00           | $1832.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $480.00            | $486.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $41900.00          | $42801.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-21      | 0.0000%  | N/A     | $200.00            | $199.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $140.00            | $138.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | 4.6250%  | N/A     | $1240.00           | $1270.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 4.7500%  | N/A     | $520.00            | $520.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 3.5000%  | N/A     | $20.00             | $19.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $40.00             | $24.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.7422%  | N/A     | $600.00            | $599.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $20.00             | $20.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $340.00            | $345.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $20.00             | $27.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.0000%  | N/A     | $400.00            | $385.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $1600.00           | $1598.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $380.00            | $358.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $40.00             | $39.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $20.00             | $12.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 3.0000%  | N/A     | $40.00             | $30.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 3.1250%  | N/A     | $3320.00           | $2701.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $20.00             | $20.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $40.00             | $36.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $720.00            | $685.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 4.0000%  | N/A     | $540.00            | $532.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $200.00            | $194.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 3.6250%  | N/A     | $640.00            | $546.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $500.00            | $503.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $400.00            | $404.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 1.2500%  | N/A     | $1460.00           | $693.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $800.00            | $807.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $80.00             | $79.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $20.00             | $20.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 0.5000%  | N/A     | $40.00             | $38.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $800.00            | $810.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $400.00            | $410.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 4.3750%  | N/A     | $620.00            | $619.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $20.00             | $19.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $20.00             | $19.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $200.00            | $197.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 4.3750%  | N/A     | $80.00             | $82.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 4.3750%  | N/A     | $80.00             | $78.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $5667180.00        | $5667168.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 1.6250%  | N/A     | $1540.00           | $1528.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $380.00            | $245.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $160.00            | $156.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 5.2500%  | N/A     | $1180.00           | $1245.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $40.00             | $42.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $1640.00           | $1615.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-30      | 3.7500%  | N/A     | $400.00            | $395.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 4.1250%  | N/A     | $1200.00           | $1201.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $40.00             | $38.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $63140.00          | $94148.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | 3.3750%  | N/A     | $1011820.00        | $2064819.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $400.00            | $403.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $129860.00         | $132635.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 6.2500%  | N/A     | $520.00            | $577.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $140.00            | $132.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 3.8750%  | N/A     | $80.00             | $78.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $60.00             | $61.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $6180.00           | $4837.94           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $60.00             | $55.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 3.5000%  | N/A     | $40.00             | $36.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 3.8750%  | N/A     | $280.00            | $282.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 0.6250%  | N/A     | $60.00             | $58.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $800.00            | $791.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $20.00             | $10.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $280.00            | $292.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 4.3750%  | N/A     | $20.00             | $19.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 2.8750%  | N/A     | $1220.00           | $898.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-30      | 0.0000%  | N/A     | $1000.00           | $990.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | 4.2500%  | N/A     | $200.00            | $201.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-16      | 0.0000%  | N/A     | $20.00             | $19.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-14      | 0.0000%  | N/A     | $600.00            | $599.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 2.3750%  | N/A     | $60.00             | $37.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $400.00            | $385.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 4.5000%  | N/A     | $20.00             | $20.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $700.00            | $666.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $1480.00           | $1408.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $200.00            | $258.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-29      | 4.1250%  | N/A     | $200.00            | $201.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $320.00            | $319.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.1250%  | N/A     | $440.00            | $433.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $1040.00           | $1032.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $260.00            | $259.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $120.00            | $118.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $40.00             | $37.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-24      | 0.0000%  | N/A     | $400.00            | $390.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-02      | 0.0000%  | N/A     | $7380.00           | $7355.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $520.00            | $322.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.1250%  | N/A     | $220.00            | $215.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $118300.00         | $109034.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-31      | 3.8750%  | N/A     | $20.00             | $19.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 2.3750%  | N/A     | $20.00             | $12.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 3.6250%  | N/A     | $20.00             | $20.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $3131800.00        | $2085956.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $40.00             | $40.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 3.6250%  | N/A     | $1840.00           | $1561.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 5.0000%  | N/A     | $320.00            | $343.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 2.0000%  | N/A     | $198760.00         | $138168.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $260.00            | $225.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 4.2500%  | N/A     | $420.00            | $426.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $20.00             | $19.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 4.7500%  | N/A     | $20.00             | $20.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $420.00            | $426.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $2363160.00        | $3761689.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 3.8750%  | N/A     | $60.00             | $60.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $1020.00           | $562.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 6.6250%  | N/A     | $2560.00           | $2653.47           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 4.7500%  | N/A     | $200.00            | $194.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 4.1250%  | N/A     | $20.00             | $20.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $20.00             | $12.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $140.00            | $141.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 2.3750%  | N/A     | $1020.00           | $977.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-27      | 0.0000%  | N/A     | $620.00            | $606.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 2.1250%  | N/A     | $1628540.00        | $2370026.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 1.6250%  | N/A     | $220.00            | $204.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $1220.00           | $1252.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 0.6250%  | N/A     | $142880.00         | $135586.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 4.6250%  | N/A     | $20.00             | $20.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $20.00             | $18.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 2.5000%  | N/A     | $2206400.00        | $3514460.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-10-31      | 4.1250%  | N/A     | $440.00            | $440.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 2.1250%  | N/A     | $20.00             | $20.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.0000%  | N/A     | $860.00            | $691.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 4.8750%  | N/A     | $280.00            | $289.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $30000.00          | $30351.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $300.00            | $327.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $20.00             | $24.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 0.8750%  | N/A     | $1080.00           | $1077.81           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 1.3750%  | N/A     | $20.00             | $19.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $600.00            | $608.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $1760.00           | $2294.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $40.00             | $38.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $600.00            | $620.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $380.00            | $360.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $220.00            | $221.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 4.5000%  | N/A     | $220.00            | $223.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 2.3750%  | N/A     | $60.00             | $43.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 4.6250%  | N/A     | $200.00            | $195.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $20.00             | $11.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $360.00            | $321.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $500.00            | $507.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $260.00            | $181.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $1480.00           | $1507.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.0000%  | N/A     | $600.00            | $600.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $3187200.00        | $3350611.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $40.00             | $39.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $600.00            | $587.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.6250%  | N/A     | $20.00             | $17.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $96880.00          | $69743.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 0.5000%  | N/A     | $40.00             | $38.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $20.00             | $20.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $320.00            | $229.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $620.00            | $613.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $100.00            | $100.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $20.00             | $14.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $720.00            | $624.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $20.00             | $20.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $60.00             | $61.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $40.00             | $40.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $320.00            | $266.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $3080.00           | $4063.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.8032%  | N/A     | $40.00             | $40.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.1250%  | N/A     | $40.00             | $39.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $200.00            | $202.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $40.00             | $38.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $340.00            | $197.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-27      | 0.0000%  | N/A     | $20.00             | $19.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.5000%  | N/A     | $260.00            | $265.56            | U.S. Treasuries (including strips) |

### Security 27: 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: 0CTG16DT7
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 | 2027-11-15      | 4.1250%  | N/A     | $100.00            | $102.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.3750%  | N/A     | $205100.00         | $206232.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $1507505300.00     | $1509472552.77     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $467426900.00      | $472907155.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $107228700.00      | $141453127.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.3750%  | N/A     | $897108400.00      | $899053192.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $527957300.00      | $536386167.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $11046900.00       | $10517396.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 0.5000%  | N/A     | $100.00            | $95.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $4100.00           | $4039.63           | U.S. Treasuries (including strips) |

### Security 28: 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: 0CTG16LM3
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.5000%  | N/A     | $2587730.00        | $1865963.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 6.5000%  | N/A     | $460000.00         | $159564.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 5.0000%  | N/A     | $107984.00         | $74701.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 2.0000%  | N/A     | $10177139.00       | $5582855.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 2.5000%  | N/A     | $8915237.00        | $5252743.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 3.0000%  | N/A     | $2017118.00        | $1320759.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $1140000.00        | $805572.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-15      | 6.0000%  | N/A     | $1000.00           | $1027.13           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-15      | 6.0000%  | N/A     | $1828826.00        | $1062171.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-15      | 4.5000%  | N/A     | $721896.00         | $556038.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.5000%  | N/A     | $3853000.00        | $2375685.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.0000%  | N/A     | $47861313.00       | $34256555.22       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.5000%  | N/A     | $49996235.00       | $18938626.27       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.5000%  | N/A     | $114000.00         | $60526.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 7.0000%  | N/A     | $201003.00         | $61673.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $1068785.00        | $745784.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 5.0000%  | N/A     | $1396791.00        | $1363841.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-15      | 6.0000%  | N/A     | $1873707.00        | $1864204.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.5000%  | N/A     | $11056789.00       | $8101825.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $1167322.00        | $659523.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $2100000.00        | $1530607.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 3.5000%  | N/A     | $105974.00         | $75641.56          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 2.5000%  | N/A     | $4006000.00        | $2397271.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 2.0000%  | N/A     | $20199148.00       | $13188867.97       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 6.0000%  | N/A     | $1886727.00        | $902101.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0000%  | N/A     | $65306206.00       | $47587303.87       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.5000%  | N/A     | $900000.00         | $537008.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $80800000.00       | $57532397.86       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 2.5000%  | N/A     | $3691934.00        | $2227334.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $2507828.00        | $1421893.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 2.0000%  | N/A     | $4314393.00        | $2538291.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.5000%  | N/A     | $46236241.00       | $30144928.88       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.0000%  | N/A     | $1998120.00        | $1507905.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 4.0000%  | N/A     | $30404843.00       | $22899376.56       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.0000%  | N/A     | $2095.00           | $1464.29           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 4.0000%  | N/A     | $5472940.00        | $4029606.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 3.0000%  | N/A     | $1745975.00        | $1118283.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $2939361.00        | $1802767.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $1542473.00        | $1322166.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 4.5000%  | N/A     | $4802999.00        | $3597168.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.5000%  | N/A     | $44760916.00       | $32711116.19       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.5000%  | N/A     | $31465271.00       | $22523038.46       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.5000%  | N/A     | $123296560.00      | $78758000.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.0000%  | N/A     | $195482603.00      | $139638680.36      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 3.0000%  | N/A     | $1462994.00        | $895533.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.5000%  | N/A     | $65742208.00       | $40879181.33       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $1763709.00        | $1250727.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0000%  | N/A     | $1754860.00        | $1484948.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 3.5000%  | N/A     | $6838415.00        | $4712669.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 6.0000%  | N/A     | $108469601.00      | $50824443.61       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $470617.00         | $339634.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.0000%  | N/A     | $662737436.00      | $609097078.04      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.5000%  | N/A     | $6360000.00        | $4331386.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 2.0000%  | N/A     | $2568337.00        | $1450966.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.0000%  | N/A     | $37518672.00       | $26400921.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 2.5000%  | N/A     | $1326152.00        | $809628.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 3.0000%  | N/A     | $4095752.00        | $2523932.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 3.0000%  | N/A     | $1404986.00        | $871410.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.5000%  | N/A     | $1292823436.00     | $913921199.05      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 2.0000%  | N/A     | $1125335.00        | $632226.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 3.0000%  | N/A     | $6015185.00        | $3809794.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $100000.00         | $73917.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 2.0000%  | N/A     | $2402394.00        | $1839558.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 2.5000%  | N/A     | $201048.00         | $124502.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.0000%  | N/A     | $61897409.00       | $45020380.91       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 2.0000%  | N/A     | $470127.00         | $353436.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-15      | 5.0000%  | N/A     | $1516079.00        | $1407679.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $1111690.00        | $785500.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-15      | 4.5000%  | N/A     | $271697.00         | $154188.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.0000%  | N/A     | $5746000.00        | $4038093.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-15      | 4.5000%  | N/A     | $5723387.00        | $4244757.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 7.5000%  | N/A     | $1365764.00        | $1412462.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 6.5000%  | N/A     | $50048999.00       | $16206975.47       | Agency Mortgage-Backed Securities |

### Security 29: 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: 0CTG16M00
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2053-01-20      | 4.5000%  | N/A     | $831679.00         | $919229.78         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-10-20      | 4.7500%  | N/A     | $80000000.00       | $79739871.11       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.5000%  | N/A     | $89828992.00       | $34352230.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $200000.00         | $148524.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $1160318.00        | $880223.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $9939428.00        | $7875802.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 7.5000%  | N/A     | $590171.00         | $278115.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.0000%  | N/A     | $7449764.00        | $5879152.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-16      | 4.5000%  | N/A     | $532199.00         | $518198.27         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.0000%  | N/A     | $460720.00         | $248652.02         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 7.0000%  | N/A     | $411078.00         | $526315.91         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $39646206.00       | $27261645.38       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-16      | 3.4667%  | N/A     | $15000000.00       | $18306927.63       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.5000%  | N/A     | $616764.00         | $758597.03         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.7901%  | N/A     | $50000000.00       | $28365373.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 6.0000%  | N/A     | $13081887.00       | $14721590.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $12500000.00       | $11176197.22       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-06-20      | 4.0000%  | N/A     | $65279835.00       | $61654664.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-08-16      | 1.5000%  | N/A     | $1000000.00        | $105561.69         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-07-20      | 5.0000%  | N/A     | $715391.00         | $724133.63         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.7901%  | N/A     | $44976266.00       | $31039524.66       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.1401%  | N/A     | $50000000.00       | $21857971.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-05-16      | 6.0000%  | N/A     | $100000.00         | $285183.30         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.0000%  | N/A     | $285202.00         | $164422.69         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.7001%  | N/A     | $50000000.00       | $18341987.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.5000%  | N/A     | $409184.00         | $488056.34         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.5000%  | N/A     | $4761528.00        | $4019293.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 5.0000%  | N/A     | $200000.00         | $119145.11         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | 4.5000%  | N/A     | $6578007.00        | $3620561.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 7.5000%  | N/A     | $597240.00         | $628044.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 2.0000%  | N/A     | $15500000.00       | $4371845.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 3.5000%  | N/A     | $1107734.00        | $677820.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $62563.00          | $68731.63          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | 4.7001%  | N/A     | $4281700.00        | $2797932.27        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.2000%  | N/A     | $835559.00         | $180076.45         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 2.5000%  | N/A     | $6076261.00        | $3709616.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 6.0000%  | N/A     | $332000.00         | $228277.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.5000%  | N/A     | $170000000.00      | $29897373.07       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.4401%  | N/A     | $1740800.00        | $782040.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 7.5000%  | N/A     | $801613.00         | $849657.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 6.0000%  | N/A     | $10500000.00       | $3284740.09        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-01-20      | 5.0000%  | N/A     | $200000.00         | $121205.30         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-02-20      | 5.5000%  | N/A     | $7541565.00        | $2467999.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 7.5000%  | N/A     | $206196.00         | $217940.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $4673715.00        | $4658159.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.0000%  | N/A     | $10746040.00       | $9745812.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $620392.00         | $622435.70         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $21912036.00       | $17493368.62       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $39193552.00       | $31124920.56       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 6.0000%  | N/A     | $6183156.00        | $4667353.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.0000%  | N/A     | $9375029.00        | $4915090.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.5000%  | N/A     | $1000000.00        | $214075.13         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 7.5000%  | N/A     | $957581.00         | $226005.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.4501%  | N/A     | $40000000.00       | $22700827.21       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.6901%  | N/A     | $38750000.00       | $23793837.59       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.0000%  | N/A     | $14716158.00       | $8792700.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-16      | 4.2500%  | N/A     | $14780910.00       | $14642791.43       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 7.5000%  | N/A     | $1900654.00        | $1374384.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 5.5000%  | N/A     | $2429853.00        | $2489186.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.0000%  | N/A     | $132594384.00      | $62776137.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.6401%  | N/A     | $25000000.00       | $17493408.43       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.0000%  | N/A     | $10000000.00       | $5940305.21        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $200000000.00      | $125002083.96      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.1901%  | N/A     | $30000000.00       | $13130165.20       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.5000%  | N/A     | $31322000.00       | $25127721.79       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | 5.0000%  | N/A     | $75163000.00       | $60195262.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-12-20      | 4.6401%  | N/A     | $50000000.00       | $15375809.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | 3.9401%  | N/A     | $1363636.00        | $845700.12         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-11-20      | 1.0000%  | N/A     | $290000.00         | $130801.39         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.7401%  | N/A     | $50000000.00       | $36290182.52       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.5000%  | N/A     | $1797710.00        | $1199115.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.4755%  | N/A     | $25000000.00       | $3528419.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 4.5000%  | N/A     | $1925221.00        | $1450407.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $364296.00         | $299529.56         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.0000%  | N/A     | $2843631.00        | $2812922.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $50505000.00       | $36348548.28       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 4.5000%  | N/A     | $2690500.00        | $2365836.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 5.5000%  | N/A     | $4370173.00        | $3145044.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $200000.00         | $89702.08          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.6401%  | N/A     | $39500000.00       | $13507302.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.5000%  | N/A     | $1274796.00        | $1560627.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 3.0000%  | N/A     | $1200000.00        | $764412.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.0000%  | N/A     | $150000000.00      | $29706322.25       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $2150127.00        | $2211015.49        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $365000.00         | $283478.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $207588415.00      | $123169013.28      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $3583098.00        | $2608637.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.4401%  | N/A     | $29249005.00       | $19995435.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-08-20      | 3.5000%  | N/A     | $100000000.00      | $11017064.73       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.5000%  | N/A     | $177810000.00      | $103879914.39      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 3.5000%  | N/A     | $331000.00         | $227445.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.5901%  | N/A     | $18021000.00       | $12581126.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.0000%  | N/A     | $936000.00         | $175219.99         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.6901%  | N/A     | $50000000.00       | $36207402.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.2401%  | N/A     | $50000000.00       | $25766573.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 3.0000%  | N/A     | $41513097.00       | $26801704.08       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 3.5000%  | N/A     | $19735570.00       | $17040667.62       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.0000%  | N/A     | $14439927.00       | $12383454.23       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.0000%  | N/A     | $1188838.00        | $1253356.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.6601%  | N/A     | $13766579.00       | $10172836.59       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.5000%  | N/A     | $1300000.00        | $995575.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.0000%  | N/A     | $2689000.00        | $2013135.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 5.5000%  | N/A     | $4695762.00        | $4802457.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | 4.5000%  | N/A     | $1174180.00        | $1182173.20        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-07-20      | 6.5000%  | N/A     | $3133818.00        | $230994.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.5000%  | N/A     | $3765.00           | $1426.19           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.0000%  | N/A     | $209392437.00      | $192444721.86      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 4.5901%  | N/A     | $55896233.00       | $28866789.06       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $3545333.00        | $1088742.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $5207640.00        | $3993336.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.0000%  | N/A     | $3291823.00        | $3241371.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.5000%  | N/A     | $122294.00         | $144097.79         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $6919650.00        | $5370664.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.5000%  | N/A     | $2570000.00        | $1924277.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $9348274.00        | $10014317.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $11094971.00       | $5216926.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 6.5000%  | N/A     | $2747912.00        | $873625.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5000%  | N/A     | $5000000.00        | $1158397.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.0000%  | N/A     | $500000.00         | $513158.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 2.0000%  | N/A     | $7081665.00        | $5095331.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 4.8901%  | N/A     | $40000000.00       | $35827715.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-16      | 4.0140%  | N/A     | $7719393.00        | $8451466.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-15      | 6.0000%  | N/A     | $138723.00         | $86771.74          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 4.0000%  | N/A     | $1733426.00        | $1081061.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $1000000.00        | $252888.10         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-04-16      | 3.5000%  | N/A     | $16583130.00       | $22316970.03       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.4901%  | N/A     | $21012650.00       | $17857993.09       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $1981604.00        | $1449116.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.0000%  | N/A     | $1500000.00        | $1135746.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 5.0000%  | N/A     | $79433861.00       | $79641801.20       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.0000%  | N/A     | $1023672.00        | $845985.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.6539%  | N/A     | $8881980.00        | $8230111.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 4.8901%  | N/A     | $39416918.00       | $22146811.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $2611346.00        | $2338277.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-16      | 2.5000%  | N/A     | $48000000.00       | $1223998.20        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.2255%  | N/A     | $20000000.00       | $3706155.36        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.5000%  | N/A     | $8023220.00        | $6531940.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | 3.5000%  | N/A     | $12471633.00       | $14677211.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $17086396.00       | $13779195.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 5.0000%  | N/A     | $41979238.00       | $35502099.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-16      | 5.0000%  | N/A     | $44100550.00       | $43724370.04       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.0000%  | N/A     | $774657.00         | $568426.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.5000%  | N/A     | $85000.00          | $65085.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 2.5000%  | N/A     | $25000000.00       | $13578335.52       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0601%  | N/A     | $40000000.00       | $25397527.78       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-11-20      | 4.7500%  | N/A     | $10398681.00       | $9464898.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 4.0000%  | N/A     | $347000.00         | $258593.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 1.5000%  | N/A     | $699411.00         | $363633.10         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 2.5000%  | N/A     | $117458.00         | $72737.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 4.8201%  | N/A     | $99568757.00       | $75910011.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 6.0000%  | N/A     | $500000.00         | $501088.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 1.0000%  | N/A     | $335000.00         | $124113.52         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.5000%  | N/A     | $34955246.00       | $32115071.22       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.5000%  | N/A     | $400000.00         | $279599.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.0000%  | N/A     | $600000.00         | $187041.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.0000%  | N/A     | $751369.00         | $744765.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $1000.00           | $566.98            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.5000%  | N/A     | $251970.00         | $201167.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.0000%  | N/A     | $1200000.00        | $895414.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $150756.00         | $157611.36         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $82650252.00       | $49045024.72       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-07-20      | 5.0000%  | N/A     | $3361728.00        | $2490146.64        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $534512.00         | $522386.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | 3.0000%  | N/A     | $3030692.00        | $3390306.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 4.7500%  | N/A     | $50000000.00       | $41916319.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 7.2500%  | N/A     | $1462062.00        | $1171203.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 4.6401%  | N/A     | $74425000.00       | $26799501.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 6.5000%  | N/A     | $4015268.00        | $723149.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 3.0000%  | N/A     | $13787150.00       | $8855269.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 7.5000%  | N/A     | $1002561.00        | $1052458.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.5000%  | N/A     | $250000.00         | $156101.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 1.5000%  | N/A     | $2160000.00        | $745501.77         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 6.5000%  | N/A     | $3293039.00        | $471075.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $5163655.00        | $3730909.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.5000%  | N/A     | $5329032.00        | $3384114.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-16      | 3.0000%  | N/A     | $1900000.00        | $471877.58         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 3.5000%  | N/A     | $58539906.00       | $51149737.24       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $700000.00         | $490585.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.5000%  | N/A     | $3900039.00        | $2751544.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.5000%  | N/A     | $357584.00         | $315370.99         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $1274948.00        | $1487462.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2037-04-20      | 5.0000%  | N/A     | $36419910.00       | $37421631.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.5000%  | N/A     | $150000000.00      | $113435937.30      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $50849461.00       | $45744299.76       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 6.5000%  | N/A     | $5412232.00        | $4383326.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | 3.5000%  | N/A     | $582011.00         | $613263.56         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $3140261.00        | $3177842.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $6000000.00        | $6931698.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $20057561.00       | $11382324.77       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 4.7901%  | N/A     | $21016116.00       | $17126645.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 4.5000%  | N/A     | $158261.00         | $155092.32         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.7500%  | N/A     | $150753.00         | $156862.61         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.6401%  | N/A     | $27748000.00       | $14427203.95       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-07-20      | 5.0000%  | N/A     | $24911710.00       | $21244915.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $5072380.00        | $3896549.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $177322087.00      | $122743167.25      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.7401%  | N/A     | $44009075.00       | $33455678.07       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.7401%  | N/A     | $15000000.00       | $6295254.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $188549.00         | $119701.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $11820405.00       | $10810062.71       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.7500%  | N/A     | $97570147.00       | $82446822.37       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $1029882.00        | $716742.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.7401%  | N/A     | $50000000.00       | $35211915.23       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 4.9901%  | N/A     | $50000000.00       | $19661777.12       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 3.0000%  | N/A     | $11130983.00       | $7122002.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $1000000.00        | $1141252.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $400000.00         | $184391.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.5000%  | N/A     | $2020788.00        | $1708669.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $200000.00         | $149405.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 3.5000%  | N/A     | $28441602.00       | $18844534.87       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 4.0000%  | N/A     | $78287863.00       | $57161046.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 3.0000%  | N/A     | $22844002.00       | $15125491.37       | Agency Mortgage-Backed Securities         |

### Security 30: 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: 0CTG16M83
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 | 2043-06-15      | 3.5000%  | N/A     | $2521947.00        | $1796113.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-08-15      | 3.5000%  | N/A     | $7953781.00        | $5778855.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-05-25      | 2.5000%  | N/A     | $32570597.00       | $24287575.85       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-06-15      | 5.5000%  | N/A     | $6000000.00        | $794657.51         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-15      | 4.0000%  | N/A     | $4000000.00        | $5778824.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-06-25      | 2.5360%  | N/A     | $27500000.00       | $26155384.45       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-09-15      | 6.0000%  | N/A     | $7138000.00        | $82032.68          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-03-15      | 3.5000%  | N/A     | $2525000.00        | $298612.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-04-25      | 2.1200%  | N/A     | $21107117.00       | $19873802.36       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-09-15      | 1.0000%  | N/A     | $2500005.00        | $851351.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2057-05-25      | 3.0000%  | N/A     | $296019.00         | $73952.01          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-01-25      | 7.5000%  | N/A     | $47477274.00       | $38063693.74       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-08-15      | 3.5000%  | N/A     | $10000000.00       | $10630366.38       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-03-15      | 4.0000%  | N/A     | $4800000.00        | $563961.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-06-15      | 6.0000%  | N/A     | $13600000.00       | $2167756.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-05-15      | 4.2500%  | N/A     | $6169049.00        | $5701459.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-09-15      | 4.2330%  | N/A     | $18919875.00       | $1332761.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2057-11-26      | 3.5000%  | N/A     | $672633.00         | $709216.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-27      | 3.9022%  | N/A     | $500000.00         | $167044.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-10-25      | 2.0000%  | N/A     | $9750000.00        | $5584150.56        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2036-01-25      | 11.5805% | N/A     | $6754810.00        | $1519407.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-09-25      | 2.0000%  | N/A     | $15942362.00       | $9142195.81        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2040-09-25      | 8.9783%  | N/A     | $40400433.00       | $27588276.95       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-09-25      | 2.0000%  | N/A     | $8000000.00        | $4993042.44        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2042-01-15      | 2.5000%  | N/A     | $1200000.00        | $108782.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-25      | 10.3198% | N/A     | $3483326.00        | $2489097.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-05-15      | 4.0000%  | N/A     | $4215131.00        | $3648453.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-06-15      | 4.0543%  | N/A     | $5000000.00        | $1138081.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-15      | 4.1250%  | N/A     | $7330469.00        | $3895155.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-04-15      | 5.0000%  | N/A     | $10000000.00       | $180257.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-15      | 3.0000%  | N/A     | $4755149.00        | $5776192.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-15      | 4.7500%  | N/A     | $5000000.00        | $114459.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-10-15      | 5.5000%  | N/A     | $5000000.00        | $532977.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-10-15      | 3.5000%  | N/A     | $6851832.00        | $6450163.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.5000%  | N/A     | $320000.00         | $300326.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-05-15      | 3.5000%  | N/A     | $315841.00         | $279524.16         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-10-25      | 2.0000%  | N/A     | $14155463.00       | $7502958.75        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2045-01-25      | 13.5805% | N/A     | $19276270.00       | $2623873.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-12-25      | 2.5000%  | N/A     | $12758750.00       | $8590559.70        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2043-08-15      | 3.0000%  | N/A     | $801843.00         | $833089.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-06-25      | 9.5891%  | N/A     | $42477963.00       | $27340792.89       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-03-15      | 4.0000%  | N/A     | $697952.00         | $605895.78         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-12-15      | 3.5000%  | N/A     | $1900000.00        | $1910744.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.5000%  | N/A     | $3879205.00        | $2075349.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-05-25      | 5.5000%  | N/A     | $14195262.00       | $14132171.95       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-07-15      | 4.0000%  | N/A     | $3116000.00        | $966359.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-10-25      | 3.5625%  | N/A     | $27222649.00       | $13949234.34       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-08-15      | 4.1330%  | N/A     | $997674.00         | $108253.26         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-08-15      | 4.0000%  | N/A     | $1383000.00        | $370833.10         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-12-15      | 3.5000%  | N/A     | $25132936.00       | $19955439.34       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.5000%  | N/A     | $200000.00         | $188728.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-02-15      | 4.5000%  | N/A     | $5000000.00        | $171868.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2057-11-26      | 3.5000%  | N/A     | $10555465.00       | $1921459.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-03-15      | 3.7500%  | N/A     | $17488018.00       | $23918050.95       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-01-15      | 5.5000%  | N/A     | $19732994.00       | $323368.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-02-15      | 7.3506%  | N/A     | $50000000.00       | $133879.60         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-01-25      | 4.8952%  | N/A     | $75000000.00       | $39624861.63       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-06-15      | 4.0000%  | N/A     | $2200000.00        | $714175.60         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-11-25      | 11.5805% | N/A     | $9372897.00        | $2998526.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-08-25      | 2.1840%  | N/A     | $400000.00         | $318569.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-05-25      | 4.5935%  | N/A     | $14178188.00       | $14326562.52       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2042-01-15      | 3.0000%  | N/A     | $2500000.00        | $72711.76          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-03-25      | 8.0645%  | N/A     | $26660365.00       | $13035261.94       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-03-15      | 3.5000%  | N/A     | $6843000.00        | $4514955.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-15      | 4.3043%  | N/A     | $85816885.00       | $9859354.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-05-15      | 4.0000%  | N/A     | $576675.00         | $440709.58         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-25      | 4.8452%  | N/A     | $19400000.00       | $13070286.65       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2047-08-15      | 4.1330%  | N/A     | $69118725.00       | $7919642.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-02-15      | 4.0000%  | N/A     | $400000.00         | $112838.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-10-25      | 4.6452%  | N/A     | $6500000.00        | $5733694.53        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-06-15      | 3.0000%  | N/A     | $5085051.00        | $3186684.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-02-15      | 3.0000%  | N/A     | $6340000.00        | $8042350.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 5.0452%  | N/A     | $20185000.00       | $13655834.45       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.7452%  | N/A     | $1414728.00        | $945557.17         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2057-08-27      | 3.5000%  | N/A     | $1703071.00        | $1754269.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-07-25      | 4.4030%  | N/A     | $25520313.00       | $25104479.29       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 5.0952%  | N/A     | $50000000.00       | $16707716.20       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 4.3330%  | N/A     | $50617647.00       | $3508697.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-07-15      | 4.0000%  | N/A     | $2000000.00        | $695965.70         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-10-15      | 5.0000%  | N/A     | $251256.00         | $404584.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-01-15      | 4.5000%  | N/A     | $430928.00         | $342809.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-02-15      | 3.5000%  | N/A     | $2179551.00        | $1952728.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-09-15      | 3.5000%  | N/A     | $5496828.00        | $6566245.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-11-15      | 4.2500%  | N/A     | $28000000.00       | $26496193.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-04-15      | 5.5000%  | N/A     | $7757242.00        | $435150.36         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-06-15      | 3.0000%  | N/A     | $3281518.00        | $1512484.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | 4.0000%  | N/A     | $705675.00         | $149491.21         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-25      | 4.9452%  | N/A     | $11885000.00       | $9297025.80        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2039-01-25      | 6.0127%  | N/A     | $62466512.00       | $38132207.91       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 3.5000%  | N/A     | $2900000.00        | $1684951.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-04-25      | 5.7106%  | N/A     | $53036656.00       | $23134815.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-03-15      | 5.0000%  | N/A     | $2109000.00        | $408891.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-05-15      | 4.0000%  | N/A     | $19306476.00       | $17899573.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-01-15      | 5.0000%  | N/A     | $8001000.00        | $1237918.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-05-15      | 3.5000%  | N/A     | $6479000.00        | $8291707.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-11-15      | 5.0000%  | N/A     | $200000.00         | $290008.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-25      | 4.5952%  | N/A     | $36100000.00       | $24641951.62       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2057-05-25      | 3.0000%  | N/A     | $2899999.00        | $1119902.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-12-15      | 3.5000%  | N/A     | $1000000.00        | $816961.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-08-25      | 4.6429%  | N/A     | $4712842.00        | $2653248.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-15      | 3.0000%  | N/A     | $815000.00         | $1036938.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-01-15      | 3.5000%  | N/A     | $3300000.00        | $1987077.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-08-15      | 2.7500%  | N/A     | $5000000.00        | $86887.47          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | 5.0000%  | N/A     | $3069000.00        | $496152.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-09-25      | 9.5379%  | N/A     | $4407850.00        | $2551393.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-08-15      | 4.0000%  | N/A     | $4796428.00        | $2006686.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-11-15      | 6.0000%  | N/A     | $1031157.00        | $561050.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-07-25      | 11.5805% | N/A     | $22197341.00       | $9516493.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 4.8952%  | N/A     | $6300000.00        | $5346484.17        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2044-12-15      | 4.0000%  | N/A     | $710000.00         | $1063351.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-12-15      | 10.9028% | N/A     | $7792741.00        | $247208.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.0000%  | N/A     | $425000.00         | $289853.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-11-25      | 4.7095%  | N/A     | $32989344.00       | $12236072.21       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-25      | 4.8452%  | N/A     | $15000000.00       | $10132179.63       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2044-03-25      | 6.5000%  | N/A     | $19922211.00       | $945279.23         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-09-25      | 3.5000%  | N/A     | $1650000.00        | $214266.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | 5.8070%  | N/A     | $23200000.00       | $4883940.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | 3.5000%  | N/A     | $6984379.00        | $4108585.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-05-25      | 3.5000%  | N/A     | $3200000.00        | $1171602.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-07-25      | 2.9440%  | N/A     | $1686630.00        | $82679.11          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-12-25      | 3.5000%  | N/A     | $5700000.00        | $5952994.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-25      | 2.5000%  | N/A     | $2929158.00        | $1840815.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | 4.0000%  | N/A     | $3600873.00        | $3446032.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-11-25      | 5.5000%  | N/A     | $9550000.00        | $769502.39         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-06-25      | 3.5000%  | N/A     | $10000000.00       | $4440435.34        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-01-25      | 4.0000%  | N/A     | $12069297.00       | $1751294.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-01-25      | 2.0000%  | N/A     | $6233043.00        | $5130134.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-08-25      | 3.5000%  | N/A     | $18900000.00       | $1166755.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | 6.5000%  | N/A     | $13400000.00       | $776400.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-09-25      | 3.0000%  | N/A     | $1150000.00        | $202214.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-10-25      | 3.5000%  | N/A     | $9876741.00        | $11212363.88       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | 2.2500%  | N/A     | $15900000.00       | $933039.96         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-11-25      | 2.5000%  | N/A     | $10890000.00       | $521067.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-25      | 5.0000%  | N/A     | $8085659.00        | $6186368.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-01-25      | 3.5000%  | N/A     | $11900000.00       | $1635202.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-12-25      | 4.0000%  | N/A     | $800000.00         | $351178.79         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-11-25      | 3.0000%  | N/A     | $5250000.00        | $413222.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-11-25      | 3.5000%  | N/A     | $6615963.00        | $3126116.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-25      | 5.5000%  | N/A     | $2000000.00        | $64632.20          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | 4.0000%  | N/A     | $4200000.00        | $5655575.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-05-25      | 4.0000%  | N/A     | $16751000.00       | $241391.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-06-25      | 3.5000%  | N/A     | $16200000.00       | $1511875.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-05-25      | 7.0000%  | N/A     | $9100000.00        | $332571.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-04-25      | 4.0000%  | N/A     | $1000000.00        | $520694.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-01-25      | 16.3216% | N/A     | $23529588.00       | $143017.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-06-25      | 6.5000%  | N/A     | $64028.00          | $190779.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | 3.5000%  | N/A     | $43300000.00       | $2687199.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-25      | 0.5000%  | N/A     | $5000000.00        | $2604867.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-08-25      | 1.5000%  | N/A     | $7670000.00        | $324529.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-01-25      | 4.0000%  | N/A     | $2162000.00        | $576950.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-08-25      | 5.0000%  | N/A     | $14567275.00       | $637429.47         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-03-25      | 2.5000%  | N/A     | $300000.00         | $277184.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-04-25      | 5.5000%  | N/A     | $7000000.00        | $145903.79         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-11-25      | 2.0000%  | N/A     | $4200000.00        | $257121.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | 3.5000%  | N/A     | $2080000.00        | $1305789.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-09-25      | 3.5000%  | N/A     | $240000.00         | $266304.39         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-12-25      | 2.5000%  | N/A     | $266300.00         | $73095.67          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-25      | 5.0000%  | N/A     | $414956.00         | $418558.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-04-25      | 5.5000%  | N/A     | $1111370.00        | $225398.70         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | 2.5000%  | N/A     | $25831876.00       | $1230341.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-06-25      | 4.1330%  | N/A     | $40072209.00       | $3089587.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-03-25      | 3.5000%  | N/A     | $3110000.00        | $122242.86         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-25      | 5.5000%  | N/A     | $41965241.00       | $32711687.57       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-06-25      | 3.5000%  | N/A     | $15800000.00       | $1294640.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | 4.0000%  | N/A     | $800000.00         | $454072.43         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-07-25      | 3.5000%  | N/A     | $1000000.00        | $868583.45         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | 3.5000%  | N/A     | $900000.00         | $762736.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-04-25      | 3.5000%  | N/A     | $29500000.00       | $1043303.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-12-25      | 5.5000%  | N/A     | $5000000.00        | $149923.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | 6.0000%  | N/A     | $2383381.00        | $200708.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-11-25      | 2.5000%  | N/A     | $4762443.00        | $579472.78         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-09-25      | 3.5000%  | N/A     | $200000.00         | $161112.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-08-25      | 2.0000%  | N/A     | $74408499.00       | $55842513.89       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-04-25      | 2.5000%  | N/A     | $100000.00         | $119736.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | 3.0000%  | N/A     | $15943802.00       | $1631167.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | 3.5000%  | N/A     | $3285000.00        | $381713.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-11-25      | 3.0000%  | N/A     | $300000.00         | $275123.52         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | 7.5000%  | N/A     | $56144166.00       | $1096888.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-06-25      | 3.5000%  | N/A     | $12500000.00       | $1026372.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-04-25      | 2.0000%  | N/A     | $1000000.00        | $761591.38         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-03-25      | 4.0000%  | N/A     | $1667200.00        | $1353016.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-10-25      | 4.5000%  | N/A     | $2000000.00        | $58224.95          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | 4.0000%  | N/A     | $6137784.00        | $1312696.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-04-25      | 3.0000%  | N/A     | $800000.00         | $881804.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-25      | 3.5000%  | N/A     | $400000.00         | $189456.52         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-11-25      | 6.5000%  | N/A     | $6683523.00        | $8278623.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-12-25      | 5.0000%  | N/A     | $330000.00         | $187089.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-02-25      | 5.0000%  | N/A     | $473750.00         | $489428.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-03-25      | 3.5000%  | N/A     | $706000.00         | $1132806.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-12-25      | 2.0000%  | N/A     | $1772500.00        | $112292.10         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-25      | 3.0000%  | N/A     | $2000000.00        | $1182881.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-09-25      | 3.0000%  | N/A     | $429479.00         | $456847.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-10-25      | 3.5000%  | N/A     | $3451081.00        | $3062149.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-12-25      | 3.5000%  | N/A     | $38200000.00       | $2549124.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-12-25      | 4.0000%  | N/A     | $2000000.00        | $98774.96          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-08-25      | 4.0596%  | N/A     | $8396666.00        | $1558378.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-03-25      | 3.0000%  | N/A     | $12000000.00       | $10162796.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-02-25      | 5.5000%  | N/A     | $98445919.00       | $79270446.78       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-12-25      | 2.0006%  | N/A     | $930000.00         | $664582.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-25      | 5.5000%  | N/A     | $7000000.00        | $339436.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-02-25      | 1.2500%  | N/A     | $581389.00         | $330491.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-12-25      | 4.0000%  | N/A     | $5400000.00        | $532249.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-25      | 2.0000%  | N/A     | $9338155.00        | $5108371.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-08-25      | 6.5000%  | N/A     | $7839341.00        | $6582772.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-06-25      | 3.0000%  | N/A     | $300000.00         | $99620.75          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-04-25      | 3.5000%  | N/A     | $13000000.00       | $544363.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-04-25      | 4.5000%  | N/A     | $18735000.00       | $359051.38         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-08-25      | 3.0000%  | N/A     | $728000.00         | $678746.19         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-07-25      | 3.5000%  | N/A     | $3000000.00        | $220029.52         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-01-25      | 4.0000%  | N/A     | $970000.00         | $129732.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-01-25      | 4.0000%  | N/A     | $2650000.00        | $332452.91         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-11-25      | 1.7500%  | N/A     | $8625000.00        | $109841.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-02-25      | 5.0000%  | N/A     | $15349123.00       | $946418.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | 3.0000%  | N/A     | $1700000.00        | $198302.70         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-04-25      | 5.5000%  | N/A     | $7000000.00        | $6063523.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-04-25      | 4.0000%  | N/A     | $2900000.00        | $3823322.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-01-25      | 5.0000%  | N/A     | $29974000.00       | $1423746.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-09-25      | 3.0000%  | N/A     | $5500000.00        | $7090513.34        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | 5.7500%  | N/A     | $11945245.00       | $2162613.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-25      | 3.0000%  | N/A     | $20000000.00       | $1359698.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-25      | 4.7500%  | N/A     | $35000000.00       | $3849375.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-10-25      | 5.5000%  | N/A     | $7471000.00        | $463185.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-11-25      | 3.5000%  | N/A     | $3300000.00        | $2411232.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | 2.0000%  | N/A     | $10500000.00       | $539072.41         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | 4.5000%  | N/A     | $591200.00         | $558555.71         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-09-25      | 1.5824%  | N/A     | $1100000.00        | $469234.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-25      | 3.5000%  | N/A     | $320000.00         | $250916.41         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-25      | 5.0000%  | N/A     | $7660000.00        | $7370112.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-11-25      | 4.5000%  | N/A     | $16000000.00       | $7222810.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-07-25      | 3.5000%  | N/A     | $11200000.00       | $683983.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-04-25      | 4.0000%  | N/A     | $11015019.00       | $5399134.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-25      | 4.0000%  | N/A     | $500000.00         | $452608.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-25      | 2.5000%  | N/A     | $10000000.00       | $6229513.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-12-25      | 4.0000%  | N/A     | $2138000.00        | $68133.44          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-25      | 5.0000%  | N/A     | $26259127.00       | $21069984.98       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-10-25      | 3.5000%  | N/A     | $1100000.00        | $256977.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-07-25      | 3.5000%  | N/A     | $5600000.00        | $1492552.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | 4.0000%  | N/A     | $120728.00         | $91562.67          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-12-25      | 3.5000%  | N/A     | $5000000.00        | $1847488.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-08-25      | 4.1030%  | N/A     | $2543000.00        | $152603.44         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-09-25      | 4.0000%  | N/A     | $24966836.00       | $514856.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-05-25      | 5.5000%  | N/A     | $15000000.00       | $144262.84         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-06-25      | 3.5000%  | N/A     | $17000000.00       | $674021.12         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 20 | 2058-10-25      | 3.5000%  | N/A     | $2381531.00        | $2357061.96        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-03-16      | 4.2500%  | N/A     | $64855.00          | $51834.36          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-07-16      | 3.0000%  | N/A     | $180308.00         | $113023.49         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-10-16      | 4.2149%  | N/A     | $480000.00         | $432697.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-09-16      | 5.0000%  | N/A     | $61360.00          | $54629.90          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-02-16      | 4.5000%  | N/A     | $5421945.00        | $4519890.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-10-16      | 5.2500%  | N/A     | $929377.00         | $870885.88         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-04-16      | 3.0000%  | N/A     | $6143042.00        | $3850174.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-10-20      | 4.4201%  | N/A     | $5900000.00        | $5880601.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-02-16      | 5.0000%  | N/A     | $695970.00         | $618429.74         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2076-04-20      | 4.4478%  | N/A     | $155181610.00      | $156633412.85      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-04-20      | 4.4341%  | N/A     | $176695.00         | $260860.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-07-16      | 4.7500%  | N/A     | $414418.00         | $359321.70         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-06-20      | 6.0000%  | N/A     | $68417868.00       | $62620917.76       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-06-20      | 5.0000%  | N/A     | $445338.00         | $412308.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-11-16      | 4.7500%  | N/A     | $925260.00         | $829361.79         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2073-07-20      | 3.8858%  | N/A     | $600000.00         | $499624.27         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-01-20      | 4.5665%  | N/A     | $100000.00         | $134381.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-03-20      | 4.5057%  | N/A     | $2100000.00        | $348682.38         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-07-16      | 2.6000%  | N/A     | $4075862.00        | $2354488.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2076-04-20      | 4.2898%  | N/A     | $5000000.00        | $4769328.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-11-20      | 5.0000%  | N/A     | $13397000.00       | $2603026.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-11-20      | 5.1401%  | N/A     | $20000000.00       | $19094029.36       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2070-09-20      | 3.4511%  | N/A     | $100000.00         | $78860.35          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.7500%  | N/A     | $58214.00          | $53123.67          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-05-16      | 4.5000%  | N/A     | $10304696.00       | $9923525.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-06-20      | 4.6901%  | N/A     | $848581.00         | $521548.01         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2069-05-20      | 4.1449%  | N/A     | $143759.00         | $134006.40         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2069-08-20      | 4.1672%  | N/A     | $100000.00         | $105642.19         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-02-16      | 5.0000%  | N/A     | $708620.00         | $631137.21         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-07-16      | 4.7500%  | N/A     | $1489210.00        | $1351421.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.7500%  | N/A     | $1000.00           | $984.35            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-08-20      | 6.5000%  | N/A     | $111574.00         | $139246.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-10-16      | 5.0000%  | N/A     | $1836889.00        | $1823910.09        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-11-20      | 3.0000%  | N/A     | $589538.00         | $183735.49         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-04-20      | 4.4653%  | N/A     | $100000.00         | $146396.80         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-10-16      | 4.5000%  | N/A     | $39361941.00       | $37991416.61       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-11-16      | 5.0000%  | N/A     | $91617.00          | $83160.55          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-01-20      | 4.5587%  | N/A     | $100000.00         | $94523.75          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2073-10-20      | 4.5901%  | N/A     | $4500000.00        | $4020869.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-04-20      | 2.0000%  | N/A     | $113000.00         | $110136.81         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-04-20      | 4.6140%  | N/A     | $100000.00         | $139609.69         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2069-03-20      | 4.2786%  | N/A     | $2000000.00        | $386753.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2070-03-20      | 4.3586%  | N/A     | $10000000.00       | $5237594.94        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-06-16      | 1.4000%  | N/A     | $200000.00         | $123171.18         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2074-01-20      | 4.7401%  | N/A     | $10000000.00       | $9354842.37        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5000%  | N/A     | $1751.00           | $1547.37           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2069-01-20      | 4.4523%  | N/A     | $350000.00         | $483900.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-04-20      | 4.3484%  | N/A     | $2500000.00        | $496341.53         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-07-16      | 4.7500%  | N/A     | $4200000.00        | $4077591.18        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2070-05-20      | 4.5973%  | N/A     | $100000.00         | $100517.18         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-11-20      | 4.6286%  | N/A     | $5300000.00        | $799068.59         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-10-20      | 4.3401%  | N/A     | $3000000.00        | $3002437.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-01-20      | 4.6079%  | N/A     | $100000.00         | $142934.23         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2076-01-20      | 4.4478%  | N/A     | $47984144.00       | $48427589.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-04-20      | 4.5970%  | N/A     | $100000.00         | $147435.15         | Agency Collateralized Mortgage Obligation |

### Security 31: 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: AIS9983O0
- **C.18 - Value (incl. sponsor support):** $6500000000.00
- **C.18.a - Value (excl. sponsor support):** $6500000000.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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? 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      | 1.2500%  | N/A     | $595689100.00      | $652969702.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $256975000.00      | $260363991.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $288548000.00      | $292598592.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $100.00            | $101.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $3200.00           | $3237.52           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $296471200.00      | $300445732.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 3.6250%  | N/A     | $180771600.00      | $180862025.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.6250%  | N/A     | $2133323100.00     | $2127175527.30     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $48912300.00       | $46394717.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $221745200.00      | $222559836.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.3750%  | N/A     | $161500.00         | $161850.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $6258800.00        | $8256435.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $954880900.00      | $968717762.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $10073700.00       | $9586461.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.8750%  | N/A     | $676286100.00      | $677696988.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $420526200.00      | $421074975.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $1742700.00        | $1697302.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $454994200.00      | $459434780.00      | U.S. Treasuries (including strips) |

### Security 32: 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: 6TJCK1B7E7UTXP528Y04, C.5 - Other ID: AIV9946T1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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? 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 | 2028-08-15      | 3.6250%  | N/A     | $998590700.00      | $999090216.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $100.00            | $101.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $405300.00         | $384438.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $19401100.00       | $19590447.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $7400.00           | $7507.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $200.00            | $202.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $951900.00         | $927103.01         | U.S. Treasuries (including strips) |

### Security 33: 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: AIV9949T8
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-01
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5901%  | N/A     | $10000000.00       | $9929950.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $65497.00          | $59898.68          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.7500%  | N/A     | $2631580.00        | $2340844.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 0.0100%  | N/A     | $2267101.00        | $1530794.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.6401%  | N/A     | $100000000.00      | $97481637.19       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.0000%  | N/A     | $14399724.00       | $12621119.77       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $8000000.00        | $3723491.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.3401%  | N/A     | $10031731.00       | $10032483.82       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5901%  | N/A     | $50000000.00       | $49691045.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $18231163.00       | $18985078.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.5401%  | N/A     | $600000.00         | $424841.62         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5901%  | N/A     | $4100000.00        | $4046451.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 4.5000%  | N/A     | $12180000.00       | $11329608.92       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 4.7901%  | N/A     | $5000000.00        | $4775103.66        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 3.5000%  | N/A     | $27771289.00       | $24867611.84       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.6401%  | N/A     | $14400000.00       | $8277686.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $5899910.00        | $3942225.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $1000.00           | $996.67            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $13757543.00       | $13235945.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.2500%  | N/A     | $971680.00         | $927902.01         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5401%  | N/A     | $90232885.00       | $89927177.93       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.4401%  | N/A     | $800464.00         | $756823.10         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 8.0000%  | N/A     | $70714976.00       | $75892695.09       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.4401%  | N/A     | $200000000.00      | $187262786.61      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 4.7901%  | N/A     | $28983884.00       | $23619812.07       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.5000%  | N/A     | $701558.00         | $645204.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.7500%  | N/A     | $79992437.00       | $79081994.19       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-06-20      | 6.0000%  | N/A     | $34684675.00       | $31745891.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $3702169.00        | $254370.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $6713700.00        | $6491056.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5000%  | N/A     | $4649310.00        | $4588301.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 3.5000%  | N/A     | $1460240.00        | $990296.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $18268852.00       | $18172534.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $18600000.00       | $17731009.88       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $395829.00         | $353455.61         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.6729%  | N/A     | $100000000.00      | $101498603.89      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.7500%  | N/A     | $35446593.00       | $35044748.76       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5000%  | N/A     | $5140000.00        | $5119044.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.3401%  | N/A     | $11348319.00       | $7084221.43        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $7695787.00        | $1493036.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5000%  | N/A     | $901019.00         | $753816.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.3901%  | N/A     | $7669750.00        | $7566994.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $408773.00         | $344095.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.5401%  | N/A     | $19712692.00       | $19581342.40       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $602347.00         | $473958.34         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1400000.00        | $1360618.14        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.7500%  | N/A     | $4731569.00        | $4317832.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5901%  | N/A     | $25000000.00       | $24359842.45       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-16      | 5.0000%  | N/A     | $1653741.00        | $1638945.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 4.8901%  | N/A     | $3105.00           | $1744.58           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.3901%  | N/A     | $9376000.00        | $9250197.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $65069892.00       | $63982421.59       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.7401%  | N/A     | $6430100.00        | $6395827.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.7401%  | N/A     | $947368.00         | $940060.98         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.1401%  | N/A     | $61885791.00       | $43917599.03       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.6401%  | N/A     | $40000000.00       | $34672455.71       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.2500%  | N/A     | $12192282.00       | $2452717.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.7500%  | N/A     | $80558192.00       | $79297648.74       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.6401%  | N/A     | $129991230.00      | $110127318.84      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $29908781.00       | $2146936.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.0000%  | N/A     | $2869657.00        | $610440.95         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $7006038.00        | $6895412.58        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.6401%  | N/A     | $150000.00         | $137690.30         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.3901%  | N/A     | $79503461.00       | $79338066.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $45376585.00       | $44377528.73       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5000%  | N/A     | $5358477.00        | $5248124.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-16      | 4.5000%  | N/A     | $40499350.00       | $40086504.76       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.4901%  | N/A     | $150162840.00      | $149683872.36      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 7.5000%  | N/A     | $89979747.00       | $95388132.93       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.0000%  | N/A     | $1335840.00        | $1107983.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.6401%  | N/A     | $50000000.00       | $49769462.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $216912.00         | $188927.10         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-10-16      | 5.0000%  | N/A     | $8163111.00        | $8105432.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.6401%  | N/A     | $100000000.00      | $98559062.86       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 7.0000%  | N/A     | $73622030.00       | $78430077.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5000%  | N/A     | $2250394.00        | $1988686.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.6401%  | N/A     | $12000000.00       | $11950362.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $825285.00         | $646899.23         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.4401%  | N/A     | $648670.00         | $643975.98         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-07-31      | 3.8750%  | N/A     | $7145300.00        | $7212515.36        | U.S. Treasuries (including strips)        |

### Security 34: CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)

- **C.1 - Title:** CREDIT AGRICOLE CIB 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: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0PW008N08
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 | 2026-08-15      | 1.5000%  | N/A     | $200.00            | $199.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-12      | 0.0000%  | N/A     | $70000000.00       | $69916000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $203292400.00      | $199797803.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $200.00            | $190.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 4.5000%  | N/A     | $4242400.00        | $4325785.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $93963000.00       | $94085619.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $9413000.00        | $14035756.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $100.00            | $63.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $15247000.00       | $15215086.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $900.00            | $510.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $50900.00          | $43292.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $9500.00           | $6239.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 4.7500%  | N/A     | $600.00            | $583.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $200.00            | $197.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $367700.00         | $448691.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $2549869.32        | $1684739.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.2500%  | N/A     | $100.00            | $98.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $100.00            | $71.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | 3.3750%  | N/A     | $47073400.00       | $46661448.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $45654700.00       | $44852550.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $179.17            | $55.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $20928900.00       | $22322947.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $113277600.00      | $98601948.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $100.00            | $120.84            | U.S. Treasuries (including strips) |

### Security 35: 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: 0PW008N81
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $79425840.00       | $28391035.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $176115.00         | $94516.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $70510720.00       | $43966725.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $31755871.00       | $28194579.08       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $124046.00         | $101487.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 6.5000%  | N/A     | $916003.00         | $970533.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1420915.00        | $1121119.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $110143207.00      | $107987568.91      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $16557080.00       | $13825388.81       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $8039056.00        | $7940512.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $662530.00         | $454257.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 4.5000%  | N/A     | $58186.00          | $53197.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $5412760.00        | $5002412.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.5000%  | N/A     | $30069344.00       | $26093510.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $1024.00           | $679.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1024.00           | $678.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.5000%  | N/A     | $114999.00         | $44721.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1018.00           | $993.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $750473.00         | $595029.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $659362.00         | $617239.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 3.0000%  | N/A     | $1095804.00        | $367421.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $18028416.00       | $17843206.08       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $12375491.00       | $11689653.66       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1040.00           | $957.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $3048812.00        | $703653.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 6.5000%  | N/A     | $14997232.00       | $15986481.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-03-01      | 3.2900%  | N/A     | $21794976.00       | $21523547.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $8777000.00        | $7737629.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $10714697.00       | $10362088.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $15419247.00       | $15296741.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $50690480.00       | $26991171.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $2275963.00        | $1941042.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $17447040.00       | $4495672.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $897071.00         | $650419.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $4459560.00        | $4654049.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $6000272.00        | $5366089.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $14393900.00       | $8974821.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 7.0000%  | N/A     | $203162.00         | $217614.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $1184.00           | $83.57             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.0000%  | N/A     | $1008.00           | $415.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $1000.00           | $730.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $601409.00         | $616875.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1007.00           | $910.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.0000%  | N/A     | $11000000.00       | $8414371.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.0000%  | N/A     | $336429.00         | $276085.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $8119984.00        | $7273258.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 6.5000%  | N/A     | $1048540.00        | $465816.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $41436120.00       | $30271866.93       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $31367040.00       | $19498010.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.2700%  | N/A     | $9713940.00        | $9622597.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $8841723.00        | $7241165.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1156.00           | $1143.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $12702700.00       | $12195011.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.5000%  | N/A     | $8975264.00        | $4466618.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $29206592.00       | $18247537.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $18136576.00       | $18011904.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 7.0000%  | N/A     | $12016992.00       | $10365440.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.0000%  | N/A     | $12000.00          | $11720.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $5548210.00        | $3291433.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $22373405.00       | $15551171.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-25      | 4.9452%  | N/A     | $47771472.00       | $45733753.72       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $2361098.00        | $1826406.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $7784323.00        | $7495500.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.6201%  | N/A     | $3285609.00        | $1676847.23        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.6401%  | N/A     | $733931.00         | $719149.31         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.7001%  | N/A     | $3196908.00        | $2543209.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 7.5000%  | N/A     | $1000.00           | $745.85            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $100.00            | $114.65            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-03-15      | 3.5000%  | N/A     | $106313000.00      | $105482163.91      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $400.00            | $393.07            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $14006000.00       | $13931067.90       | U.S. Treasuries (including strips)        |

### Security 36: 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: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 0QR004I49
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A-; Standard & Poor's Short Rating: A-2
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Cash                  | 2026-05-01      | 0.0000%  | N/A     | $2043632.82        | $2043632.82        | Cash                                      |
| FEDERAL FARM CREDIT B | 2029-04-30      | 4.0300%  | N/A     | $11885000.00       | $11840871.00       | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2026-08-12      | 3.7800%  | N/A     | $3000000.00        | $3024825.00        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2027-04-22      | 3.7500%  | N/A     | $7500000.00        | $7506495.83        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2032-03-02      | 4.1900%  | N/A     | $6401000.00        | $6356132.55        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2026-10-27      | 3.6850%  | N/A     | $5000000.00        | $5001993.75        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2036-04-22      | 4.9600%  | N/A     | $19525000.00       | $19410041.14       | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2029-03-19      | 3.6250%  | N/A     | $6385000.00        | $6344866.91        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2028-04-21      | 3.8100%  | N/A     | $46350000.00       | $46196975.48       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1440500.00        | $806542.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $5040.00           | $4995.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 6.5000%  | N/A     | $1974.00           | $2071.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 5.5000%  | N/A     | $1280090.00        | $1250654.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $964.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 3.0000%  | N/A     | $2016.00           | $1624.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2001.00           | $2068.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $991.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $5745000.00        | $1513312.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.5000%  | N/A     | $8075.00           | $7487.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $930.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1024.00           | $993.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $25092.00          | $24128.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 4.5000%  | N/A     | $2000.00           | $1865.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $2048.00           | $1989.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $4001.00           | $3615.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.5000%  | N/A     | $730000.00         | $152967.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1008.00           | $888.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1183342.00        | $1229371.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $14155881.00       | $13897598.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $2118.00           | $2132.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $27035068.00       | $16963956.37       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 4.5000%  | N/A     | $6155.00           | $5670.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.5000%  | N/A     | $1000.00           | $956.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.5000%  | N/A     | $1000.00           | $574.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $989.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $10080000.00       | $9681144.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.0000%  | N/A     | $2000.00           | $1315.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 2.5000%  | N/A     | $2000.00           | $1257.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $787.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $5139.00           | $4266.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $1009.00           | $596.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $208018.00         | $127793.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $5004.00           | $4570.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $2948.00           | $2878.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $283137.00         | $146953.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 4.0000%  | N/A     | $20154281.00       | $3258986.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $26000000.00       | $18246604.96       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $9053119.00        | $9054325.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 3.5000%  | N/A     | $3000.00           | $2552.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $15355218.00       | $13219965.67       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 4.5000%  | N/A     | $1000.00           | $766.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.5000%  | N/A     | $1000.00           | $950.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $4425567.00        | $3000319.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1911989.00        | $1964965.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $3001.00           | $2742.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1018.00           | $975.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $3000.00           | $2332.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $843.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $18755000.00       | $2680153.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $828.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.5000%  | N/A     | $1010.00           | $970.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $4000.00           | $3371.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 7.0000%  | N/A     | $1797.00           | $1337.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 3.5000%  | N/A     | $9492643.00        | $2554169.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $2000.00           | $1485.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $11800507.00       | $8872380.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1071.00           | $1071.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $4360630.00        | $3019173.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $4057956.00        | $2829257.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $828.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 5.0000%  | N/A     | $24118.00          | $3.00              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $2000.00           | $1812.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $8110672.00        | $7912301.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 4.5000%  | N/A     | $569110.00         | $552517.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $2000.00           | $1922.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1033.00           | $820.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $3499446.00        | $2954617.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 4.5000%  | N/A     | $1000.00           | $58.33             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $1654.00           | $1590.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $1003.00           | $996.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 4.5452%  | N/A     | $6153264.00        | $2928110.28        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $2000000.00        | $218695.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.0000%  | N/A     | $3644.00           | $591.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $312083.00         | $299199.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $1040.00           | $1017.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $791520.00         | $306745.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $3275037.00        | $2265236.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.0000%  | N/A     | $89060.00          | $53030.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1248593.00        | $1107627.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $169.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1108218.00        | $1064811.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1000.00           | $943.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $5217246.00        | $5327087.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 3.5000%  | N/A     | $7592.00           | $634.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $2000.00           | $1771.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $2004.00           | $1617.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 6.5000%  | N/A     | $1903.00           | $1995.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $2000.00           | $1660.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $8456707.00        | $8031998.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $84683872.00       | $69828812.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $3752.00           | $3467.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $4088.00           | $3127.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $2397292.00        | $1435842.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $5065308.00        | $4359665.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $1040.00           | $1014.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2699312.00        | $1876152.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $14980139.00       | $10094862.77       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $5492600.00        | $3657194.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1008.00           | $980.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 6.0000%  | N/A     | $91330.00          | $886.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 2.5000%  | N/A     | $1000.00           | $741.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 4.5000%  | N/A     | $8926295.00        | $8601349.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 6.0000%  | N/A     | $1018.00           | $1052.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.8330%  | N/A     | $62149.00          | $417.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $1632405.00        | $1225999.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $921040.00         | $587804.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | 4.5952%  | N/A     | $6328621.00        | $4865535.22        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $1000.00           | $860.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $3024.00           | $2700.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.5000%  | N/A     | $4096.00           | $3935.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $786691.00         | $585832.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $12300000.00       | $11978629.78       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $1040.00           | $1053.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $1427142.00        | $656897.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 4.5000%  | N/A     | $3004.00           | $2861.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $12505105.00       | $11152992.11       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $3122239.00        | $2934497.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $4003.00           | $3876.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $746.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $832428.00         | $799189.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.5000%  | N/A     | $3024.00           | $2894.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $5129.00           | $4545.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1000.00           | $947.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $3299489.00        | $2457752.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 4.0000%  | N/A     | $1000.00           | $67.08             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $38962047.00       | $38615977.45       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-11-01      | 3.0000%  | N/A     | $39375.00          | $432.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 4.5000%  | N/A     | $7439976.00        | $7138034.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1024.00           | $941.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $217129.00         | $168278.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $3507958.00        | $3045448.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $1024.00           | $1027.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $3969134.00        | $3952269.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $2504212.00        | $1251587.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $7979132.00        | $7178216.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $2000.00           | $1611.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.0000%  | N/A     | $1874.00           | $23.27             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 4.5000%  | N/A     | $10408962.00       | $9988031.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 3.0000%  | N/A     | $5095454.00        | $3761476.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $890444.00         | $908450.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $3074.00           | $1909.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.5000%  | N/A     | $6596960.00        | $2322097.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $1960263.00        | $1851347.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $2000.00           | $2002.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $1000.00           | $101.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 2.0000%  | N/A     | $1517.00           | $648.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $2000.00           | $1834.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.5000%  | N/A     | $1000.00           | $812.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 5.5000%  | N/A     | $9781.00           | $308.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 4.5000%  | N/A     | $3504.00           | $160.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $2112.00           | $1891.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $292077.00         | $289972.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $10884909.00       | $7531857.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $78693.00          | $75491.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.5000%  | N/A     | $8691.00           | $74.13             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $4000.00           | $2831.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 4.5000%  | N/A     | $127173.00         | $122667.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $705.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $479896.00         | $504233.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $57000.00          | $43279.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $3190.00           | $2532.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 6.0000%  | N/A     | $7124242.00        | $7321251.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $16100.00          | $15971.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $67638277.00       | $52733581.50       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $2048.00           | $1808.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.5000%  | N/A     | $4000.00           | $2708.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $1022.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $3078.00           | $2688.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $2000.00           | $1977.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $1024.00           | $1012.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $120000.00         | $85348.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1093425.00        | $868235.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 3.0000%  | N/A     | $3030000.00        | $565844.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $447726.00         | $439987.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $2000.00           | $1444.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $4093824.00        | $3737299.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1011.00           | $839.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $3139000.00        | $3089843.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $2000.00           | $1812.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $1024995.00        | $1009419.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $1024.00           | $893.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $2698389.00        | $2634780.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $3000.00           | $2943.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $1128249.00        | $1145283.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $3002.00           | $3048.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 7.0000%  | N/A     | $3000.00           | $2997.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $13414645.00       | $10197983.59       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1427659.00        | $957302.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $675.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $397901.00         | $356493.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1119.00           | $1099.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $1007.00           | $995.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1024.00           | $912.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $3492448.00        | $3450908.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $2050943.00        | $1794138.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.5000%  | N/A     | $1000000.00        | $103882.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $437592.00         | $424018.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $4096.00           | $4052.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1024.00           | $844.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.5000%  | N/A     | $225248.00         | $102000.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $2000.00           | $1376.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 2.0000%  | N/A     | $500000.00         | $310119.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $9235640.00        | $8878028.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1002.00           | $984.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $5000.00           | $3427.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $3468.00           | $3489.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $4384.00           | $4278.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $14475000.00       | $14019452.96       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $2197180.00        | $2116457.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $1237.00           | $1221.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $6342.00           | $5833.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $3026260.00        | $2718551.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $25000.00          | $11295.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-25      | 4.9452%  | N/A     | $24529378.00       | $16216118.26       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 7.0000%  | N/A     | $3000.00           | $2868.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1024.00           | $892.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 4.0000%  | N/A     | $14627801.00       | $1930197.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.5000%  | N/A     | $152000.00         | $131902.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $2618671.00        | $1842749.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.5000%  | N/A     | $9737.00           | $951.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $2000.00           | $1880.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.5000%  | N/A     | $1000.00           | $191.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $2000.00           | $1130.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 3.5000%  | N/A     | $5657881.00        | $948628.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $920.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $13782041.00       | $9113658.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $2000.00           | $1896.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $3097.00           | $2912.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $2004.00           | $1708.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 4.5000%  | N/A     | $70587.00          | $67944.62          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $14368353.00       | $9769255.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.0000%  | N/A     | $2000.00           | $1401.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-25      | 4.8452%  | N/A     | $3932499.00        | $2750761.59        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $5048.00           | $4660.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $2000.00           | $1394.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $814.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1070.00           | $951.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $3021630.00        | $2811316.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $1064.00           | $1042.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $2020.00           | $1724.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $2071.00           | $1864.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $6002160.00        | $5472543.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $17220751.00       | $11835414.73       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 5.5000%  | N/A     | $53394.00          | $281.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.0000%  | N/A     | $2239.00           | $488.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $2000.00           | $1284.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $2650.00           | $2270.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $913.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $2048.00           | $1885.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $18375785.00       | $18314218.66       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $969.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $3096219.00        | $3145879.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1008.00           | $1012.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 2.5000%  | N/A     | $2000.00           | $1034.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $929.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $2000.00           | $2000.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1105856.00        | $893781.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 3.5000%  | N/A     | $2000.00           | $1056.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $28444000.00       | $18658317.84       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $4000000.00        | $3013801.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $3072.00           | $1739.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.5000%  | N/A     | $2000.00           | $1961.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $3453.00           | $3166.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $3078.00           | $2752.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 5.5000%  | N/A     | $82642.00          | $81701.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $2911942.00        | $2876567.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1308538.00        | $1176338.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $3000.00           | $2848.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $538261.00         | $547087.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $4639119.00        | $4583701.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.5000%  | N/A     | $9225142.00        | $5190605.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1024.00           | $704.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 5.0000%  | N/A     | $5671.00           | $85.51             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1377067.00        | $1028568.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 7.0000%  | N/A     | $2000.00           | $1714.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1008.00           | $930.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $11639.00          | $7984.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $2026.00           | $1780.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 7.0000%  | N/A     | $2002.00           | $1905.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $3000.00           | $2853.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-25      | 4.5452%  | N/A     | $22777520.00       | $10306983.09       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $5043.00           | $4693.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $5973221.00        | $6015491.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $2032.00           | $1882.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $2000.00           | $1867.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.5000%  | N/A     | $1032.00           | $1080.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 5.0000%  | N/A     | $6116.00           | $5666.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1800000.00        | $1499866.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $4293000.00        | $710800.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 4.0000%  | N/A     | $6491000.00        | $1560612.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 7.0000%  | N/A     | $3000.00           | $2889.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $3438201.00        | $2644268.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $2000.00           | $1977.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2001.00           | $1925.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 7.0000%  | N/A     | $8524292.00        | $6211782.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $2069.00           | $1986.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $2066795.00        | $1639858.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $8872402.00        | $2113844.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-12-20      | 5.8750%  | N/A     | $1993.00           | $192.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 3.0000%  | N/A     | $2000.00           | $1074.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 5.0000%  | N/A     | $12168.00          | $8405.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $2009.00           | $2007.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $10766794.00       | $7996667.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.0000%  | N/A     | $1037.00           | $915.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $6481190.00        | $6303832.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $4427476.00        | $3372946.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $9783578.00        | $10017740.45       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1039956.00        | $1063424.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $3116.00           | $2817.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $2238334.00        | $1401796.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 5.0000%  | N/A     | $1000.00           | $996.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $3328.00           | $3278.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 4.5000%  | N/A     | $2000.00           | $1031.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-25      | 5.1952%  | N/A     | $3795524.00        | $1571342.55        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $1011.00           | $987.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $7507.00           | $7281.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 4.5000%  | N/A     | $9850001.00        | $9505270.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $2024.00           | $2007.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $1000.00           | $699.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 2.0000%  | N/A     | $1000.00           | $875.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $2353761.00        | $1247148.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.5000%  | N/A     | $417000.00         | $244308.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $10855281.00       | $8659968.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $5412648.00        | $4910999.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 3.5000%  | N/A     | $2000.00           | $1062.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $3030.00           | $2612.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $552.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $1035.00           | $1023.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2305918.00        | $2035356.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $10410228.00       | $9205428.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 3.5000%  | N/A     | $2000.00           | $1391.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 7.0000%  | N/A     | $1001.00           | $786.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $7000.00           | $4895.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $2778619.00        | $1313256.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $1024.00           | $904.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-25      | 4.5952%  | N/A     | $2300000.00        | $1551788.41        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $1045.00           | $857.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1008.00           | $986.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $48948550.00       | $9820815.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $989.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 4.0000%  | N/A     | $1001.00           | $907.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $2012.00           | $1722.23           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $748462.00         | $740314.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $2010.00           | $1892.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1037.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $2050.00           | $1969.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 3.5000%  | N/A     | $2000.00           | $1004.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $915.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $2184567.00        | $2229471.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2001.00           | $1731.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-09-01      | 4.0000%  | N/A     | $3787.00           | $247.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $3000.00           | $2922.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $994.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $2000.00           | $1288.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $15651622.00       | $11645612.26       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $934.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $899.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.5000%  | N/A     | $1000.00           | $361.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $3028.00           | $2488.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 4.5000%  | N/A     | $143603.00         | $138391.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 3.0000%  | N/A     | $2000.00           | $1218.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $2000.00           | $1365.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $2000.00           | $1342.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $1009.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $933.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1024.00           | $1001.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $3030.00           | $3003.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $1047.00           | $1057.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1028.00           | $978.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 2.0000%  | N/A     | $2000.00           | $1062.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $2001.00           | $1952.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | 4.5952%  | N/A     | $2918911.00        | $2637209.73        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $1024.00           | $905.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $4096.00           | $3851.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $3072.00           | $2777.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $403315.00         | $390552.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 7.0000%  | N/A     | $5578.00           | $5523.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $751535.00         | $726468.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $9674713.00        | $9587732.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $17137736.00       | $16388188.85       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $3000.00           | $3037.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $686817.00         | $422537.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $81885.00          | $78733.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $3000.00           | $2834.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 7.0000%  | N/A     | $2001.00           | $1907.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $4032.00           | $3588.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $2002380.00        | $1977939.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $2000.00           | $1267.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $339489.00         | $319417.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1024.00           | $989.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $3000.00           | $2936.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.5752%  | N/A     | $378470965.00      | $290358670.86      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $25496559.00       | $23427266.76       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.5000%  | N/A     | $1036.00           | $968.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-25      | 4.5452%  | N/A     | $3000003.00        | $1252180.00        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $15566000.00       | $14747630.43       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $1585380.00        | $1564799.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $2024.00           | $1702.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $3016.00           | $1838.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 6.0000%  | N/A     | $5394.00           | $329.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $12108546.00       | $9923052.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $898673.00         | $914407.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 4.0000%  | N/A     | $2000.00           | $1081.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $15790967.00       | $12809328.45       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $1859304.00        | $1926891.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $5894534.00        | $4457248.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $5536091.00        | $5112448.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 7.0000%  | N/A     | $3000.00           | $2783.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $4080.00           | $3958.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $1400000.00        | $750697.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 3.0000%  | N/A     | $5000.00           | $4162.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 4.0000%  | N/A     | $7988776.00        | $2381202.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $6772003.00        | $4360436.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1002.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 2.5000%  | N/A     | $9024.00           | $3159.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $3010.00           | $2977.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $955830.00         | $921314.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $3593.00           | $2659.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 1.5000%  | N/A     | $1000.00           | $353.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $1245000.00        | $788561.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $13413902.00       | $13276915.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1558559.00        | $1588429.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 3.0000%  | N/A     | $1978.00           | $1717.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $4037717.00        | $3157707.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $6000.00           | $6096.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $13648.00          | $10881.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $170000.00         | $39645.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $4485.00           | $457.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $3000.00           | $2246.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.5000%  | N/A     | $1000.00           | $743.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $2128.00           | $1883.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $4564176.00        | $3508023.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1002.00           | $654.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | 2.5000%  | N/A     | $5263830.00        | $844599.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.5000%  | N/A     | $1720.00           | $951.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | 3.0000%  | N/A     | $9000.00           | $1106.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 3.5000%  | N/A     | $6000.00           | $384.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $3000.00           | $2290.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $2000.00           | $1986.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $6000.00           | $4784.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.5000%  | N/A     | $7395000.00        | $2230832.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $4000.00           | $215.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $1498129.00        | $1441882.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $2473083.00        | $824574.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $1000.00           | $150.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $2000.00           | $1988.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $3346024.00        | $490616.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.0000%  | N/A     | $1000.00           | $185.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.0000%  | N/A     | $8000.00           | $746.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $2959000.00        | $2219280.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $4502.00           | $2867.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $12262319.00       | $12541895.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1899184.00        | $1897192.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $555.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | 3.0000%  | N/A     | $3000.00           | $329.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $5000.00           | $3804.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $2000.00           | $1683.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $930570.00         | $764710.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $4080.00           | $3238.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $6000.00           | $4465.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 4.0000%  | N/A     | $7074047.00        | $841710.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $3000.00           | $1451.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $914754.00         | $565839.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $19002.00          | $4823.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | 4.5000%  | N/A     | $3001.00           | $438.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $2885.00           | $531.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.5000%  | N/A     | $2121806.00        | $29471.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $1008.00           | $772.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $100000.00         | $98347.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $395500.00         | $263853.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $4739102.00        | $4750905.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1346609.00        | $933844.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.0000%  | N/A     | $2000.00           | $1768.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $2027.00           | $1615.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.0000%  | N/A     | $128000.00         | $123957.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 2.5000%  | N/A     | $1000.00           | $65.64             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $2000.00           | $1173.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $5473592.00        | $5524368.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $2560000.00        | $1977318.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $1000.00           | $481.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | 4.0000%  | N/A     | $3139.00           | $107.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $991.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $5145982.00        | $4571606.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $1000.00           | $1019.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1007.00           | $1029.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $21048.00          | $17773.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5000%  | N/A     | $100000.00         | $4135.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $2000.00           | $614.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $792.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $11095090.00       | $2221969.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 2.5000%  | N/A     | $1300000.00        | $846713.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-05-25      | 3.5000%  | N/A     | $13542.00          | $2.28              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $763.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $1027.00           | $139.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $2274822.00        | $2189918.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-25      | 6.0000%  | N/A     | $5000000.00        | $1224474.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $9059000.00        | $6790712.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1001508.00        | $816417.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1026054.00        | $519266.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $14596710.00       | $1557030.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1002.00           | $873.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $4000.00           | $3726.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $19000000.00       | $2143541.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $117528.00         | $101340.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $100000.00         | $49158.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $835469.00         | $802696.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1001.00           | $695.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $10002.00          | $6356.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-02-01      | 3.0000%  | N/A     | $50000.00          | $1853.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 4.0000%  | N/A     | $98000.00          | $43542.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $3026020.00        | $2207451.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 7.0000%  | N/A     | $340003.00         | $360257.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $1896000.00        | $1081736.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $4048.00           | $3644.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.0000%  | N/A     | $176091.00         | $95682.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $2886029.00        | $2071724.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $3000.00           | $2205.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1186095.00        | $932595.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $8579177.00        | $8642249.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1001.00           | $685.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2000.00           | $1753.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $1003.00           | $1028.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $3671607.00        | $625093.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $18336490.00       | $17548939.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $3774882.00        | $3192082.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $18006.00          | $2367.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 7.5000%  | N/A     | $651524.00         | $687644.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $2000.00           | $1504.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $5095.00           | $3238.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $606.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $31429187.00       | $27397323.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $25557.00          | $24576.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $10000.00          | $7094.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $8907139.00        | $1894781.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $848997.00         | $815686.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 2.5000%  | N/A     | $19000.00          | $3991.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | 4.5000%  | N/A     | $4025.00           | $43.65             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $5000.00           | $4106.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $28360544.00       | $18431005.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 2.5000%  | N/A     | $172000.00         | $86712.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $2906112.00        | $2949714.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $922790.00         | $889511.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2000.00           | $1392.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1139250.00        | $791193.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $13600000.00       | $2901876.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.0000%  | N/A     | $2000.00           | $931.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $2000.00           | $1297.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $4572004.00        | $4090588.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.5000%  | N/A     | $6000.00           | $5107.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1624731.00        | $1281404.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $3000.00           | $2651.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $5000.00           | $203.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $10000.00          | $2796.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.5000%  | N/A     | $17597399.00       | $1604870.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $1004.00           | $967.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.5000%  | N/A     | $1000.00           | $448.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $1001.00           | $626.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $12943905.00       | $8097368.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.0000%  | N/A     | $6000.00           | $435.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | 3.5000%  | N/A     | $1059.00           | $197.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $1008.00           | $231.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $4111107.00        | $3085349.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $109000.00         | $94932.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $2000.00           | $1541.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $3000.00           | $2087.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 4.5000%  | N/A     | $1034.00           | $255.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $1518.00           | $4.72              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $5000.00           | $3886.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $5594409.00        | $4061320.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $6346730.00        | $3475319.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $3009725.00        | $1680670.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $802.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.0000%  | N/A     | $1000.00           | $705.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $59000.00          | $885.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $115863358.00      | $114593238.15      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $4000.00           | $1727.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1135324.00        | $960179.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $5300000.00        | $1264476.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | 3.5000%  | N/A     | $266667.00         | $32824.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 2.0000%  | N/A     | $991585.00         | $112468.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $253859.00         | $237840.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $3000.00           | $2689.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $3246909.00        | $2335003.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $882755.00         | $912675.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $873.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $6000.00           | $3410.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $2007.00           | $1447.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $1001.00           | $669.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1220.00           | $1215.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 5.0000%  | N/A     | $1015.00           | $203.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1097.00           | $1008.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $782.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $180290.00         | $125602.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $16905266.00       | $2933554.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 3.5000%  | N/A     | $1000.00           | $639.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $1228996.00        | $840007.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $135636.00         | $93369.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1192850.00        | $1239790.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $2000.00           | $1676.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $6000.00           | $2712.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $826.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.0000%  | N/A     | $20522663.00       | $3011682.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $18978528.00       | $16897418.36       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.0000%  | N/A     | $10014.00          | $8170.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $3000.00           | $2162.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $1081271.00        | $1142401.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $5006446.00        | $3554888.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $6884028.00        | $6643100.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $2054276.00        | $873233.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.5000%  | N/A     | $4126.00           | $373.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | 6.0000%  | N/A     | $1013.00           | $20.85             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1927.00           | $1018.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2013.00           | $1982.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $12186748.00       | $9822376.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $17575103.00       | $8789302.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.5000%  | N/A     | $3000.00           | $197.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 5.0000%  | N/A     | $1056282.00        | $15779.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $2000.00           | $730.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.0000%  | N/A     | $7001.00           | $5828.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $2653497.00        | $2056551.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $1024.00           | $677.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 3.5000%  | N/A     | $1002.00           | $37.99             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 3.5000%  | N/A     | $2048.00           | $1880.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $155617.00         | $149315.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $2058198.00        | $1782766.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1015.00           | $1005.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1870329.00        | $1009684.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 3.5000%  | N/A     | $19000.00          | $2560.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $1010.00           | $462.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $8778890.00        | $6518864.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $358555.00         | $261447.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.0000%  | N/A     | $638999.00         | $29410.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $3078.00           | $3030.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-25      | 6.0000%  | N/A     | $6349312.00        | $2613871.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $3005.00           | $1770.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $2000.00           | $1225.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $287001.00         | $141018.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $1024.00           | $829.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 3.5000%  | N/A     | $180000.00         | $44787.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $4481010.00        | $2965084.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $2326420.00        | $2227640.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $957.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $2304.00           | $402.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $125891720.00      | $88509406.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $1000.00           | $906.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.0000%  | N/A     | $32395.00          | $4349.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 3.0000%  | N/A     | $11950336.00       | $10416422.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 6.4270%  | N/A     | $65094.00          | $415.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 3.5000%  | N/A     | $738000.00         | $558476.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $3000.00           | $2174.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 7.0000%  | N/A     | $2000.00           | $1924.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $19822.00          | $14227.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $1024.00           | $997.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1024.00           | $909.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $22051782.00       | $20248310.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $732718.00         | $728497.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $6000.00           | $3488.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $1279.00           | $183.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $1001.00           | $515.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $2000.00           | $1353.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.0000%  | N/A     | $697000.00         | $631606.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $7170.00           | $6704.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-06-01      | 3.5000%  | N/A     | $1063572.00        | $365427.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.5000%  | N/A     | $4000.00           | $2272.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $1000.00           | $810.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.0000%  | N/A     | $1341691.00        | $164965.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $8000.00           | $4812.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-05-01      | 3.5000%  | N/A     | $15998.00          | $604.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $1008.00           | $663.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1018500.00        | $700210.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $630.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $557132.00         | $378072.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 2.5000%  | N/A     | $10000.00          | $4527.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $25000.00          | $2335.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $2000.00           | $949.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 4.5000%  | N/A     | $1239014.00        | $1108336.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $3001.00           | $1800.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $2596.00           | $2610.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $83341168.00       | $82171495.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $1000.00           | $1024.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $9391104.00        | $8184628.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $11645646.00       | $8585832.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $2000.00           | $1380.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.0000%  | N/A     | $72560.00          | $64414.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1750000.00        | $1637689.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 3.5000%  | N/A     | $4025.00           | $3458.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $4000.00           | $572.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.0000%  | N/A     | $1000.00           | $57.75             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 4.5000%  | N/A     | $743000.00         | $43291.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-25      | 5.5000%  | N/A     | $48884941.00       | $14544245.59       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $4680444.00        | $4310267.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $797.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $15364216.00       | $13526511.70       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $3072.00           | $3058.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $3184639.00        | $3221182.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 2.5000%  | N/A     | $32830.00          | $6265.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 3.0000%  | N/A     | $3000.00           | $2212.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-25      | 4.0000%  | N/A     | $94000.00          | $61524.33          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $19000.00          | $12088.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $2000.00           | $1507.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.5000%  | N/A     | $20672.00          | $2675.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.0000%  | N/A     | $3000.00           | $2581.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $2000.00           | $218.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $229540.00         | $207742.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $1004.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $101000.00         | $73644.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | 4.8952%  | N/A     | $7828374.00        | $3253480.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $5543.00           | $3985.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $3000.00           | $2235.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | 3.0000%  | N/A     | $498000.00         | $25260.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $2120.00           | $2096.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.0000%  | N/A     | $1026780.00        | $27130.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1024.00           | $820.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $9046584.00        | $8685019.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $4940712.00        | $4765218.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 4.5000%  | N/A     | $15109900.00       | $13796904.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1001.00           | $718.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $2545504.00        | $2329276.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1008.00           | $967.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $2000.00           | $1492.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $6952179.00        | $2050033.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $785.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 3.5000%  | N/A     | $2000.00           | $1525.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1470080.00        | $1377500.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | 3.5000%  | N/A     | $231015.00         | $51433.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $947.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $20000000.00       | $1747847.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $6476180.00        | $5419703.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $1000.00           | $261.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.0000%  | N/A     | $2799985.00        | $426336.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $2000.00           | $2114.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 4.0000%  | N/A     | $22494802.00       | $1767955.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.0000%  | N/A     | $137150296.00      | $1559007.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $27518.00          | $3361.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $1000.00           | $743.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1524504.00        | $1337241.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $1010.00           | $665.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $6434141.00        | $6534022.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $13128597.00       | $12652960.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $60000.00          | $41933.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | 8.0000%  | N/A     | $23760732.00       | $22815010.09       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $79331.00          | $74652.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1156218.00        | $1191735.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $60043769.00       | $7626790.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $4222248.00        | $4061068.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.5000%  | N/A     | $1388391.00        | $1329917.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $7942273.00        | $7502390.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $989.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $926.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1024.00           | $710.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1052.00           | $858.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $3000.00           | $2548.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 3.5000%  | N/A     | $355000.00         | $323882.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $169312.00         | $162306.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $790644.00         | $814326.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.5000%  | N/A     | $2000.00           | $960.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $1000.00           | $756.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $2006.00           | $1984.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $15050000.00       | $9706639.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $3000.00           | $2046.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $2000.00           | $2112.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $685.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1352598.00        | $1300793.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | 3.5000%  | N/A     | $19000.00          | $730.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1137579.00        | $1155738.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $27000.00          | $17416.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $3463394.00        | $3521991.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $6000.00           | $4371.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $2000.00           | $1773.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $7852878.00        | $5153895.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $5217416.00        | $5419008.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $3001.00           | $2185.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1024.00           | $916.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $35000.00          | $32952.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $2000.00           | $1376.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $1016626.00        | $783508.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $19000.00          | $4511.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $493001.00         | $354476.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2048.00           | $1800.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $802643.00         | $772001.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.5000%  | N/A     | $1008.00           | $274.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $5484757.00        | $5520284.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $19749508.00       | $16065223.61       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $2000.00           | $2131.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $33000.00          | $1619.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-25      | 5.5000%  | N/A     | $22000000.00       | $14226201.12       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $2000.00           | $1276.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $128049.00         | $101353.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 3.5000%  | N/A     | $383972.00         | $74224.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $270.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $3223863.00        | $2464732.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $1464041.00        | $1485992.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $21800000.00       | $12992694.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.5000%  | N/A     | $1055.00           | $144.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $14501672.00       | $10552977.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $5449715.00        | $4444185.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.0000%  | N/A     | $24518411.00       | $23060355.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $11000.00          | $4846.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $2159567.00        | $1640980.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 3.0000%  | N/A     | $4000.00           | $3079.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $6835950.00        | $6744046.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $3000.00           | $2648.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $3000.00           | $1867.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $10040000.00       | $5546832.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 3.0000%  | N/A     | $1000.00           | $585.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $5593056.00        | $3763936.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.0000%  | N/A     | $9750840.00        | $8681741.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.0000%  | N/A     | $3000.00           | $2137.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1262269.00        | $1308639.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1534305.00        | $1182943.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $70000.00          | $18494.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1003556.00        | $703086.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1333492.00        | $1374444.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $2692164.00        | $2797253.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $13000.00          | $11833.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 2.5000%  | N/A     | $5000.00           | $3353.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $864200.00         | $575632.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $8859508.00        | $5230564.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 4.5000%  | N/A     | $3000.00           | $2792.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $13000.00          | $1976.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $9230.00           | $6860.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $34308.00          | $33066.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-06-20      | 4.5000%  | N/A     | $6787299.00        | $2157.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | 1.5000%  | N/A     | $173719.00         | $125224.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5000%  | N/A     | $20242000.00       | $14728437.58       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $239319.00         | $5119.32           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1016919.00        | $872226.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-20      | 6.5000%  | N/A     | $18445226.00       | $18708625.92       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $245707000.00      | $184527269.74      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-03-15      | 5.0000%  | N/A     | $730066.00         | $9503.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-07-20      | 3.7500%  | N/A     | $150000.00         | $50141.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | 1.5000%  | N/A     | $116972.00         | $83267.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.0000%  | N/A     | $12564668.00       | $8841432.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.5000%  | N/A     | $400000.00         | $72171.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $482402.00         | $487054.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.5000%  | N/A     | $4813935.00        | $584795.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 5.0000%  | N/A     | $380726.00         | $11371.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | 3.5000%  | N/A     | $320000.00         | $28402.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.5000%  | N/A     | $200000.00         | $18529.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 5.0000%  | N/A     | $355000.00         | $10170.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $26277.00          | $25302.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.5000%  | N/A     | $1328971.00        | $282681.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $605919.00         | $7936.76           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.5000%  | N/A     | $151721365.00      | $110905734.35      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $28173.00          | $21301.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $4051064.00        | $4126804.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 5.0000%  | N/A     | $283234.00         | $10316.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.0000%  | N/A     | $16931741.00       | $15803747.36       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-06-15      | 3.5000%  | N/A     | $200000.00         | $22313.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | 5.5000%  | N/A     | $133453.00         | $118721.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-04-20      | 5.0000%  | N/A     | $15000000.00       | $14991986.67       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-01-20      | 7.0000%  | N/A     | $2510852.00        | $2635834.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.0000%  | N/A     | $15263865.00       | $14027831.65       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $11124564.00       | $7268775.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.0000%  | N/A     | $7048976.00        | $6557443.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 4.4401%  | N/A     | $8531958.00        | $3403438.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.5000%  | N/A     | $25417186.00       | $10413016.80       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.5000%  | N/A     | $400000.00         | $68320.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 3.2500%  | N/A     | $1009579.00        | $68675.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 4.6901%  | N/A     | $4834810.00        | $2986041.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.0000%  | N/A     | $16215616.00       | $14963006.78       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | 4.6901%  | N/A     | $54392721.00       | $42290042.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $2165000.00        | $2151463.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.5000%  | N/A     | $22149332.00       | $21423347.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $293673.00         | $264188.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.0000%  | N/A     | $1001190.00        | $17002.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.5000%  | N/A     | $238167.00         | $225880.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-06-15      | 4.5000%  | N/A     | $500000.00         | $13.74             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 3.5000%  | N/A     | $1474430.00        | $1336422.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $643169.00         | $10741.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | 7.0000%  | N/A     | $17000000.00       | $9759009.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $470797.00         | $2957.30           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $18779000.00       | $14575260.46       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 5.0000%  | N/A     | $415000.00         | $13895.74          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 5.0000%  | N/A     | $17406.00          | $272.33            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 1.5000%  | N/A     | $113600.00         | $81156.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $410000.00         | $5974.50           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $48832000.00       | $36807058.60       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $3750000.00        | $3595064.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $969325.00         | $933579.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.0000%  | N/A     | $1390723.00        | $1278161.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.0000%  | N/A     | $14180726.00       | $13092617.66       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $1030000.00        | $15355.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 5.0000%  | N/A     | $267988.00         | $7625.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-08-15      | 4.5000%  | N/A     | $2500000.00        | $135.50            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.0000%  | N/A     | $685919.00         | $641527.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $625000.00         | $7542.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-15      | 4.5000%  | N/A     | $92013.00          | $22907.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.0000%  | N/A     | $330283.00         | $4720.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-15      | 5.0000%  | N/A     | $45698.00          | $299.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.5000%  | N/A     | $73566559.00       | $53747939.14       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | 5.6000%  | N/A     | $17603089.00       | $931487.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-15      | 3.5000%  | N/A     | $720000.00         | $79109.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 4.5401%  | N/A     | $3151621.00        | $2474641.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $140427.00         | $126652.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 4.9401%  | N/A     | $20000000.00       | $17023530.11       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $125793.00         | $132033.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5000%  | N/A     | $10842717.00       | $10495695.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.0000%  | N/A     | $14220038.00       | $13092642.79       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $324058.00         | $3263.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.0000%  | N/A     | $14432818.00       | $13368396.56       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1027012.00        | $1034775.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | 3.5000%  | N/A     | $290000.00         | $53432.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $1944008.00        | $1878368.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | 5.0000%  | N/A     | $218000.00         | $6899.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-15      | 4.0000%  | N/A     | $213066.00         | $126225.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5401%  | N/A     | $15158484.00       | $14867052.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 6.5000%  | N/A     | $33274416.00       | $11972201.96       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-10-15      | 5.0000%  | N/A     | $475000.00         | $5844.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $11538447.00       | $11365450.64       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 1.5000%  | N/A     | $172063.00         | $80907.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.5000%  | N/A     | $1060177.00        | $384996.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 4.5000%  | N/A     | $1048669.00        | $967975.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.0000%  | N/A     | $14242228.00       | $13092648.53       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.0000%  | N/A     | $250653.00         | $239328.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 7.0000%  | N/A     | $468867.00         | $374585.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $1372638.00        | $969881.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.0000%  | N/A     | $1000000.00        | $12876.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-02-20      | 5.0000%  | N/A     | $16056800.00       | $15890663.87       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | 3.5000%  | N/A     | $450000.00         | $81812.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | 5.0000%  | N/A     | $1200000.00        | $15486.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-15      | 3.5000%  | N/A     | $450000.00         | $69689.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.0000%  | N/A     | $55021.00          | $30661.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-15      | 5.0000%  | N/A     | $391079.00         | $1998.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $7664696.00        | $7366710.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.0000%  | N/A     | $18487100.00       | $17149663.78       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 2.0000%  | N/A     | $15942919.00       | $7067827.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-06-20      | 5.0000%  | N/A     | $1000000.00        | $2.52              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 5.0000%  | N/A     | $400000.00         | $27535.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $3136132.00        | $2275518.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 5.0000%  | N/A     | $15000000.00       | $8868019.21        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.0000%  | N/A     | $357000.00         | $7684.99           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-20      | 1.5000%  | N/A     | $69631.00          | $54862.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 3.5000%  | N/A     | $100000.00         | $7302.92           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-08-15      | 4.5000%  | N/A     | $1250000.00        | $6.69              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $944731.00         | $9402.09           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $150000000.00      | $147931696.72      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $415577900.00      | $421583811.26      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-11-15      | 2.7500%  | N/A     | $100.00            | $71.07             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $79811900.00       | $79648479.00       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-09-15      | 3.3750%  | N/A     | $100.00            | $99.12             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2056-02-15      | 4.7500%  | N/A     | $42200.00          | $41066.93          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-06-11      | 0.0000%  | N/A     | $379997500.00      | $378404930.48      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-12-31      | 3.8750%  | N/A     | $1500.00           | $1489.15           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-11-15      | 4.6250%  | N/A     | $51112100.00       | $49904247.66       | U.S. Treasuries (including strips)        |

### Security 37: DEUTSCHE BANK SECURITIES INC. (REPO)

- **C.1 - Title:** DEUTSCHE BANK 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: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 0DBS26VP5
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A; 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 HOME LOAN MOR | 2054-04-25      | 1.6548%  | N/A     | $34800000.00       | $730435.16         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-05-25      | 3.5000%  | N/A     | $3700000.00        | $268146.01         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-02-25      | 1.5048%  | N/A     | $66800000.00       | $1062198.68        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-07-25      | 2.2904%  | N/A     | $9894754.00        | $216200.92         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-07-25      | 3.5000%  | N/A     | $8500000.00        | $597619.68         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-05-25      | 2.3904%  | N/A     | $2900000.00        | $130695.87         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-06-25      | 2.2904%  | N/A     | $16200000.00       | $482471.67         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-03-25      | 4.5000%  | N/A     | $6428603.00        | $589927.05         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 1.2548%  | N/A     | $115500000.00      | $1953837.56        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 2.2548%  | N/A     | $25000000.00       | $1973827.75        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 0.5548%  | N/A     | $100000000.00      | $1145500.06        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 4.8452%  | N/A     | $25000000.00       | $14099477.88       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-05-15      | 2.2457%  | N/A     | $56662100.00       | $4437940.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-09-15      | 2.2957%  | N/A     | $17500000.00       | $202867.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 0.8048%  | N/A     | $86631904.00       | $1085737.22        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 4.7952%  | N/A     | $4300000.00        | $3100802.86        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-04-25      | 1.6048%  | N/A     | $57400000.00       | $1218925.86        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $22191255.00       | $15459905.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-01-25      | 2.0000%  | N/A     | $34861502.00       | $296187.97         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 0.8949%  | N/A     | $8482501.00        | $45517.58          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 1.4548%  | N/A     | $75000000.00       | $1233992.57        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-02-25      | 3.5000%  | N/A     | $3000000.00        | $165874.95         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-04-25      | 4.5152%  | N/A     | $4000000.00        | $3085850.73        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-08-25      | 2.2904%  | N/A     | $16777000.00       | $597724.69         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-08-25      | 4.5952%  | N/A     | $500000.00         | $488890.05         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.7452%  | N/A     | $4900000.00        | $3274997.14        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-12-25      | 3.0000%  | N/A     | $5822369.00        | $635367.02         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-05-25      | 1.6548%  | N/A     | $24000000.00       | $632142.87         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 4.8452%  | N/A     | $3100000.00        | $2113796.68        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-11-25      | 4.7952%  | N/A     | $10300000.00       | $9630038.56        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2039-07-15      | 0.5405%  | N/A     | $15303929.00       | $1810334.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-07-15      | 2.2457%  | N/A     | $15525000.00       | $119059.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.5852%  | N/A     | $249300000.00      | $170614864.35      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 4.5452%  | N/A     | $4600000.00        | $3050840.50        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-09-25      | 2.5000%  | N/A     | $10551600.00       | $720420.53         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 1.4048%  | N/A     | $66500000.00       | $974777.91         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 1.4848%  | N/A     | $65326386.00       | $2146280.20        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-11-25      | 2.2404%  | N/A     | $12300000.00       | $590394.85         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-09-25      | 2.5000%  | N/A     | $11418100.00       | $749095.14         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-06-25      | 1.5048%  | N/A     | $193300000.00      | $2785243.06        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-01-25      | 2.6548%  | N/A     | $5495615.00        | $366657.74         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 0.9048%  | N/A     | $118125000.00      | $1608367.59        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 0.9048%  | N/A     | $90176471.00       | $1301192.54        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-12-25      | 3.0000%  | N/A     | $9232666.00        | $1073396.98        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2036-02-15      | 1.9511%  | N/A     | $27004098.00       | $3737950.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 1.4548%  | N/A     | $73480000.00       | $1044558.51        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-06-25      | 2.2904%  | N/A     | $10594000.00       | $318254.22         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-11-25      | 6.1549%  | N/A     | $23300000.00       | $19878654.91       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-08-25      | 2.3404%  | N/A     | $4500000.00        | $400175.58         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-09-15      | 2.4457%  | N/A     | $18200000.00       | $582060.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 1.3548%  | N/A     | $36000000.00       | $509949.72         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2044-09-15      | 4.1330%  | N/A     | $45469049.00       | $4426990.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-01-25      | 1.2548%  | N/A     | $50158633.00       | $2564953.26        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-03-25      | 2.5000%  | N/A     | $6755779.00        | $687683.77         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-08-25      | 2.3404%  | N/A     | $9426859.00        | $467379.59         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-10-25      | 1.7048%  | N/A     | $105485266.00      | $4730515.53        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-05-25      | 4.7952%  | N/A     | $5200000.00        | $1968394.12        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 4.7952%  | N/A     | $3200000.00        | $2428209.53        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-03-15      | 2.4457%  | N/A     | $7750000.00        | $109239.02         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 0.6548%  | N/A     | $249714223.00      | $2159269.76        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2044-03-15      | 1.2041%  | N/A     | $7913762.00        | $1347191.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 4.7452%  | N/A     | $12300000.00       | $10158687.00       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-10-25      | 1.7548%  | N/A     | $91956202.00       | $1939685.94        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 1.5048%  | N/A     | $99000000.00       | $2177268.38        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-06-25      | 2.2904%  | N/A     | $9600000.00        | $277933.34         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 1.7548%  | N/A     | $86930333.00       | $3821890.03        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-02-25      | 1.4548%  | N/A     | $90000000.00       | $1387379.31        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 1.0548%  | N/A     | $303477773.00      | $5120883.54        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-06-15      | 2.3957%  | N/A     | $13746920.00       | $412115.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 0.4548%  | N/A     | $12500000.00       | $301740.44         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-07-25      | 4.0000%  | N/A     | $9200000.00        | $787480.44         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-10-15      | 2.0099%  | N/A     | $26345788.00       | $121091.86         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-04-25      | 2.2904%  | N/A     | $6609585.00        | $109588.97         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 4.6452%  | N/A     | $11100000.00       | $10376906.78       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2042-09-15      | 0.4181%  | N/A     | $2152846.00        | $387688.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-07-25      | 4.0000%  | N/A     | $9900000.00        | $781547.50         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-10-25      | 4.6452%  | N/A     | $56200000.00       | $49574405.00       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2043-05-26      | 10.3952% | N/A     | $1000000.00        | $1131393.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 2.6048%  | N/A     | $8909090.00        | $654774.70         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 4.8952%  | N/A     | $4300000.00        | $3649187.61        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-04-25      | 2.2404%  | N/A     | $19600000.00       | $862237.15         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2049-07-25      | 2.2404%  | N/A     | $12287573.00       | $429927.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 4.5452%  | N/A     | $67200000.00       | $51555449.79       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-25      | 2.5000%  | N/A     | $2500000.00        | $169836.98         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-09-25      | 3.5000%  | N/A     | $11692941.00       | $954428.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-06-25      | 1.2404%  | N/A     | $5500000.00        | $204303.44         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | 4.6952%  | N/A     | $10900000.00       | $7782005.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-25      | 1.4548%  | N/A     | $136253136.00      | $4554237.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-12-25      | 0.6548%  | N/A     | $170322097.00      | $1608605.99        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-11-25      | 2.2404%  | N/A     | $7000000.00        | $313062.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-05-25      | 2.0000%  | N/A     | $20125000.00       | $206953.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-07-25      | 2.0494%  | N/A     | $27500000.00       | $87187.36          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-05-25      | 2.4404%  | N/A     | $2890614.00        | $93473.46          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-07-25      | 4.6452%  | N/A     | $50000000.00       | $46621190.09       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 1.4548%  | N/A     | $62700000.00       | $1208391.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | 4.5452%  | N/A     | $289200000.00      | $194443304.76      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | 4.7452%  | N/A     | $2400000.00        | $1929668.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-07-25      | 2.3404%  | N/A     | $18100000.00       | $444557.86         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-25      | 4.9952%  | N/A     | $900000.00         | $418731.84         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-25      | 1.0548%  | N/A     | $190335253.00      | $3048055.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-25      | 4.0830%  | N/A     | $20000000.00       | $2851927.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | 2.2548%  | N/A     | $22039970.00       | $1586443.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-25      | 1.3548%  | N/A     | $33000000.00       | $648540.41         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-01-25      | 2.1904%  | N/A     | $13815685.00       | $272649.06         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-04-25      | 2.4404%  | N/A     | $12200000.00       | $438671.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | 1.5048%  | N/A     | $12380580.00       | $491034.10         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-06-25      | 4.0000%  | N/A     | $1771429.00        | $95796.87          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-07-25      | 2.2404%  | N/A     | $4750000.00        | $172843.19         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 1.4548%  | N/A     | $120000000.00      | $2700668.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-25      | 4.9452%  | N/A     | $58419628.00       | $30618639.43       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-25      | 4.8952%  | N/A     | $1800000.00        | $1067002.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-12-25      | 4.1330%  | N/A     | $100000000.00      | $6305581.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-07-25      | 4.5000%  | N/A     | $20000000.00       | $716548.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 1.2548%  | N/A     | $76200000.00       | $1299893.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-02-25      | 1.9248%  | N/A     | $99579612.00       | $7629796.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-07-25      | 2.2404%  | N/A     | $8544846.00        | $207116.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-25      | 0.0548%  | N/A     | $145600000.00      | $449086.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-25      | 1.7048%  | N/A     | $37527289.00       | $2333023.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-25      | 1.7048%  | N/A     | $12500000.00       | $638226.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-07-25      | 4.8452%  | N/A     | $59100000.00       | $49482157.33       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-25      | 2.4404%  | N/A     | $34700000.00       | $495714.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-01-25      | 2.3904%  | N/A     | $5500000.00        | $113839.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-11-25      | 2.5000%  | N/A     | $12500000.00       | $981415.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-01-25      | 2.2904%  | N/A     | $9829252.00        | $99775.50          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-10-25      | 2.2404%  | N/A     | $31650000.00       | $636491.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-05-25      | 4.5000%  | N/A     | $9433778.00        | $100362.96         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-10-25      | 2.2404%  | N/A     | $3700000.00        | $149233.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-06-25      | 2.3404%  | N/A     | $12625000.00       | $165468.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-12-25      | 4.5452%  | N/A     | $7000000.00        | $5645886.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-09-25      | 2.2604%  | N/A     | $33100000.00       | $593006.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-01-25      | 4.0000%  | N/A     | $7678000.00        | $5824239.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-12-25      | 4.8452%  | N/A     | $1400000.00        | $753156.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-06-25      | 3.5000%  | N/A     | $6957607.00        | $632566.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-11-25      | 1.9548%  | N/A     | $50000000.00       | $769818.53         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | 4.7952%  | N/A     | $3500000.00        | $2478225.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-04-25      | 4.6952%  | N/A     | $900000.00         | $856238.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-06-25      | 3.0000%  | N/A     | $6200000.00        | $587630.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-09-25      | 2.3004%  | N/A     | $20000000.00       | $126576.41         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-25      | 1.2548%  | N/A     | $19800000.00       | $335761.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-11-25      | 2.2904%  | N/A     | $5300000.00        | $127719.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-25      | 1.7548%  | N/A     | $80910339.00       | $3610239.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-09-25      | 2.4404%  | N/A     | $14739084.00       | $413993.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | 1.3548%  | N/A     | $125000000.00      | $1791191.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-03-25      | 1.3548%  | N/A     | $169691571.00      | $4158380.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-04-25      | 4.7452%  | N/A     | $10300000.00       | $9765451.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-11-25      | 1.2316%  | N/A     | $87500000.00       | $205415.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-05-20      | 2.2745%  | N/A     | $8400000.00        | $250991.67         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-05-20      | 1.7645%  | N/A     | $6300000.00        | $96260.56          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-09-20      | 4.5000%  | N/A     | $7000000.00        | $569768.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-06-16      | 2.3848%  | N/A     | $66745000.00       | $588.34            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-06-20      | 2.4245%  | N/A     | $13000000.00       | $276810.38         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 1.5599%  | N/A     | $75000000.00       | $2479202.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2073-02-20      | 4.3701%  | N/A     | $4678973.00        | $4679963.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 1.7015%  | N/A     | $300000000.00      | $8101245.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 2.2599%  | N/A     | $125000000.00      | $5930648.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-09-20      | 1.9445%  | N/A     | $17000000.00       | $118584.83         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-02-20      | 2.2745%  | N/A     | $17000000.00       | $355970.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-05-20      | 2.3245%  | N/A     | $6750000.00        | $260649.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 1.6099%  | N/A     | $100000000.00      | $1349703.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 2.7099%  | N/A     | $185523426.00      | $2885919.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 1.5099%  | N/A     | $170000000.00      | $6759729.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 2.5099%  | N/A     | $49610882.00       | $1959894.09        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 1.7599%  | N/A     | $150000000.00      | $4922025.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-12-20      | 2.3245%  | N/A     | $7500000.00        | $122904.99         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-11-20      | 1.7131%  | N/A     | $398305324.00      | $764496.45         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-20      | 2.3245%  | N/A     | $16100000.00       | $311506.93         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $51965889.00       | $4275110.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $64301975.00       | $4548486.72        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | 2.8599%  | N/A     | $50250000.00       | $1554360.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-02-16      | 1.2500%  | N/A     | $58334000.00       | $1916.45           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | 2.2745%  | N/A     | $6625000.00        | $244127.41         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-08-20      | 2.2245%  | N/A     | $15180000.00       | $117634.65         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 1.7599%  | N/A     | $100000000.00      | $4407341.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-16      | 4.0030%  | N/A     | $49987.00          | $52543.94          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.5000%  | N/A     | $7000000.00        | $5761474.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-06-20      | 2.8745%  | N/A     | $14698233.00       | $221200.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.5401%  | N/A     | $7600000.00        | $5381327.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | 0.4099%  | N/A     | $489300000.00      | $4455301.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.6401%  | N/A     | $600000.00         | $344903.60         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $13000000.00       | $687963.26         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-07-20      | 2.3245%  | N/A     | $4908862.00        | $107318.07         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2032-06-30      | 4.0000%  | N/A     | $41614600.00       | $41759821.16       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $138981000.00      | $126069987.60      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $20297200.00       | $20675720.35       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-11-15      | 4.6250%  | N/A     | $110498500.00      | $108258536.68      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-15      | 3.7500%  | N/A     | $63132300.00       | $63498198.77       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2053-02-15      | 3.6250%  | N/A     | $27350000.00       | $21895595.54       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $215415800.00      | $112720982.71      | U.S. Treasuries (including strips)        |

### Security 38: 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: 0DBS26VQ3
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A; 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Cash                  | 2026-05-01      | 0.0000%  | N/A     | $15147843.98       | $15147843.98       | Cash                               |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $676634.38         | $355023.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $22826935.64       | $7052244.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $34373390.63       | $32706006.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $14399527.64       | $10146195.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $188489600.00      | $200197905.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $4951201.88        | $2292723.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $7350324.88        | $2686396.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $9292935.64        | $5577043.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $53167700.00       | $72258432.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $7070646.88        | $2155203.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $3723035.64        | $2045718.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $111336400.00      | $119047537.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $50839126.88       | $38106264.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $6356612.50        | $1672361.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $30513684.38       | $14576081.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $1900423.14        | $685634.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $10468200.00       | $14015227.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $3492423.14        | $1226528.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $6718896.88        | $2212552.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $266625.00         | $72564.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $3251152.64        | $980027.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $2439798.14        | $1047961.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-15      | 1.1250%  | N/A     | $17413800.00       | $17526832.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $7975998.14        | $2595708.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $40686567.38       | $24752487.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $60757334.38       | $40143342.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $2610.64           | $1348.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $6261036.26        | $1789091.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $14223784.38       | $8168506.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $58300762.38       | $32501509.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $23865837.50       | $6117768.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $186108500.00      | $232361356.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $6091562.50        | $1440812.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $70000000.00       | $53122860.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $1364934.38        | $738590.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $7223796.88        | $2503385.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $42257735.64       | $27552043.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $44378110.64       | $43475459.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 0.0000%  | N/A     | $39498910.64       | $37965562.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $36256998.14       | $12098996.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $123285700.00      | $162635076.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $85259403.13       | $74703180.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $31828146.88       | $24988118.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $90021500.00       | $97961601.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $6699048.14        | $2554467.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $3404735.64        | $2160168.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $40000000.00       | $15691360.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $6421673.14        | $2676180.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $43938685.64       | $37293398.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $375.00            | $92.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $4758746.88        | $2137334.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $55036446.88       | $37312674.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $894700.00         | $1031951.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $7855646.88        | $2521497.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $21140375.00       | $5343462.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $1874625.00        | $498725.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $31962139.88       | $22227750.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 0.0000%  | N/A     | $21276678.13       | $19826693.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 0.0000%  | N/A     | $22671462.64       | $20915512.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $16516285.64       | $7766403.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $5633423.14        | $1927025.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $9112496.88        | $3077199.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $61922300.00       | $79996465.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $31289246.88       | $24024102.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $1181048.14        | $347169.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $932292.64         | $376756.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $94015934.35       | $68778296.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $15121626.38       | $9458592.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $17265735.64       | $11556820.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $55683837.71       | $55075770.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $6204195.60        | $1802691.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $5464812.50        | $1323359.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $196596300.00      | $220582521.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $41421721.88       | $33290347.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $25693085.64       | $23234539.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $3304875.00        | $857747.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $1528234.38        | $753269.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $38138235.64       | $21576287.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $1248625.00        | $286700.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $72694800.00       | $77028174.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $98305773.14       | $43584847.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $1724935.64        | $919683.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $20928323.14       | $16626862.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $54651200.00       | $62657416.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $12938533.64       | $7981445.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $23016860.64       | $17044215.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $44102928.13       | $37829815.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $28845900.00       | $34248704.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $97191900.00       | $103956955.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $4391226.38        | $1697516.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $6681062.50        | $1569982.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $19584100.00       | $20701942.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $5867346.88        | $1835364.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $83816778.13       | $75011071.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $41035.64          | $38638.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $13189600.00       | $3117230.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $4154625.00        | $993744.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $1073985.64        | $521451.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $37645500.00       | $45993136.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $3968903.14        | $1470764.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $50000000.00       | $20493500.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $122219200.00      | $133518813.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $30348659.84       | $20834354.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $4593750.00        | $1070725.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $30373305.88       | $24961359.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $67797741.88       | $28649766.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 0.0000%  | N/A     | $32679485.64       | $32629682.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $2285923.14        | $1044209.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $5538237.50        | $1385390.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $3284312.50        | $762039.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $2699560.64        | $2194389.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $5001786.88        | $1990571.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $95893003.13       | $93048337.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $98000000.00       | $86772238.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $925503.38         | $470498.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $72500736.88       | $31587483.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $7455240.64        | $5387470.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-01-15      | 1.8750%  | N/A     | $54209900.00       | $54452418.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $5423000.00        | $1493711.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $2846561.38        | $1830765.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $2259249.64        | $1316116.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $1785060.64        | $893922.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $152773700.00      | $162646617.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $110061500.00      | $120644854.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $570522.51         | $159221.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $119505100.00      | $155803912.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $10846596.88       | $3066983.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $65191983.38       | $38546650.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $7416312.50        | $1996323.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $37060628.13       | $31120439.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $25292032.88       | $9504619.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $12109923.14       | $9408659.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $34695760.64       | $28829644.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $31054946.88       | $11048977.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $51027800.00       | $54426697.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $66305360.64       | $57490593.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $50370604.88       | $35920789.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $6168846.88        | $1836157.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $2438812.50        | $555624.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $32300800.00       | $44607526.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $20989262.13       | $19170332.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $4323548.14        | $1371040.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $957112.50         | $234194.90         | U.S. Treasuries (including strips) |

### Security 39: 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):** $275104381.75
- **C.18.a - Value (excl. sponsor support):** $275104381.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 40: 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: 3133ET4B0, C.4 - ISIN: US3133ET4B07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $330012345.30
- **C.18.a - Value (excl. sponsor support):** $330012345.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-09
- **C.13 - Final Legal Maturity Date:** 2027-12-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 41: 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: 3133ETT98, C.4 - ISIN: US3133ETT987, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $165022534.05
- **C.18.a - Value (excl. sponsor support):** $165022534.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-13
- **C.13 - Final Legal Maturity Date:** 2027-08-13
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 42: 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):** $365003113.45
- **C.18.a - Value (excl. sponsor support):** $365003113.45
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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? Yes, C.23 Categorized at Level 3? No

### Security 43: 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: 3133EWEW6, C.4 - ISIN: US3133EWEW65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247996146.08
- **C.18.a - Value (excl. sponsor support):** $247996146.08
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-24
- **C.13 - Final Legal Maturity Date:** 2027-11-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 44: 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):** $305177693.00
- **C.18.a - Value (excl. sponsor support):** $305177693.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $345137744.70
- **C.18.a - Value (excl. sponsor support):** $345137744.70
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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: 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):** $200087196.00
- **C.18.a - Value (excl. sponsor support):** $200087196.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 47: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313B64, C.4 - ISIN: US313313B640, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $148442166.00
- **C.18.a - Value (excl. sponsor support):** $148442166.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 48: 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):** $397969007.74
- **C.18.a - Value (excl. sponsor support):** $397969007.74
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 49: 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: 3133ET5L7, C.4 - ISIN: US3133ET5L79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $274996029.00
- **C.18.a - Value (excl. sponsor support):** $274996029.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170021115.70
- **C.18.a - Value (excl. sponsor support):** $170021115.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 51: 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: 3133EWET3, C.4 - ISIN: US3133EWET37, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $205005535.00
- **C.18.a - Value (excl. sponsor support):** $205005535.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-23
- **C.13 - Final Legal Maturity Date:** 2028-02-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 52: 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: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $220027717.80
- **C.18.a - Value (excl. sponsor support):** $220027717.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 53: 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: 3133ET4U8, C.4 - ISIN: US3133ET4U87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $359989678.80
- **C.18.a - Value (excl. sponsor support):** $359989678.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-17
- **C.13 - Final Legal Maturity Date:** 2027-12-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 54: 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):** $110055960.30
- **C.18.a - Value (excl. sponsor support):** $110055960.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 55: 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: 3133ETN60, C.4 - ISIN: US3133ETN600, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90001323.00
- **C.18.a - Value (excl. sponsor support):** $90001323.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 56: 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):** $275088049.50
- **C.18.a - Value (excl. sponsor support):** $275088049.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 57: 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):** $79994594.40
- **C.18.a - Value (excl. sponsor support):** $79994594.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 58: 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):** $125007841.25
- **C.18.a - Value (excl. sponsor support):** $125007841.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 59: 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):** $210049623.00
- **C.18.a - Value (excl. sponsor support):** $210049623.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 3133ET3V7, C.4 - ISIN: US3133ET3V79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $136021913.68
- **C.18.a - Value (excl. sponsor support):** $136021913.68
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 61: 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: 3133ET6A0, C.4 - ISIN: US3133ET6A06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $459988849.60
- **C.18.a - Value (excl. sponsor support):** $459988849.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-05
- **C.13 - Final Legal Maturity Date:** 2028-01-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 3133EWHQ6, C.4 - ISIN: US3133EWHQ60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $240042765.60
- **C.18.a - Value (excl. sponsor support):** $240042765.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-16
- **C.13 - Final Legal Maturity Date:** 2028-03-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 63: 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):** $529963228.60
- **C.18.a - Value (excl. sponsor support):** $529963228.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 64: 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: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135049446.45
- **C.18.a - Value (excl. sponsor support):** $135049446.45
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 65: 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):** $75025761.75
- **C.18.a - Value (excl. sponsor support):** $75025761.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 66: 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: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79997285.60
- **C.18.a - Value (excl. sponsor support):** $79997285.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 67: 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: 3133ERT92, C.4 - ISIN: US3133ERT924, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $193527627.26
- **C.18.a - Value (excl. sponsor support):** $193527627.26
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-14
- **C.13 - Final Legal Maturity Date:** 2028-01-14
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 68: 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: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200103550.00
- **C.18.a - Value (excl. sponsor support):** $200103550.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 69: 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):** $374972201.25
- **C.18.a - Value (excl. sponsor support):** $374972201.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 Long Rating: Aa1; Moody's Short Rating: P-1; 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 70: 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: 3133EWJA9, C.4 - ISIN: US3133EWJA90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89998581.60
- **C.18.a - Value (excl. sponsor support):** $89998581.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-24
- **C.13 - Final Legal Maturity Date:** 2028-03-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 71: 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: 3133ET5S2, C.4 - ISIN: US3133ET5S23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135014607.00
- **C.18.a - Value (excl. sponsor support):** $135014607.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-29
- **C.13 - Final Legal Maturity Date:** 2027-12-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 72: 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: 3133EWFD7, C.4 - ISIN: US3133EWFD75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100006640.00
- **C.18.a - Value (excl. sponsor support):** $100006640.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 73: 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: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $965181449.92
- **C.18.a - Value (excl. sponsor support):** $965181449.92
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 74: 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: 313385ZJ8, C.4 - ISIN: US313385ZJ85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148861584.00
- **C.18.a - Value (excl. sponsor support):** $148861584.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 75: 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: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248575000.00
- **C.18.a - Value (excl. sponsor support):** $248575000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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? Yes, C.23 Categorized at Level 3? No

### Security 76: 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):** $1495517195.25
- **C.18.a - Value (excl. sponsor support):** $1495517195.25
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 3130B8HW5, C.4 - ISIN: US3130B8HW51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119999535.60
- **C.18.a - Value (excl. sponsor support):** $119999535.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 78: 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: 3130BAKL0, C.4 - ISIN: US3130BAKL05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $928010254.40
- **C.18.a - Value (excl. sponsor support):** $928010254.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-29
- **C.12 - Maturity Date (WAL):** 2027-01-29
- **C.13 - Final Legal Maturity Date:** 2027-01-29
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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 coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TP7, C.4 - ISIN: US3130B8TP72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98027029.38
- **C.18.a - Value (excl. sponsor support):** $98027029.38
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-06
- **C.13 - Final Legal Maturity Date:** 2027-12-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 80: 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: 313385F43, C.4 - ISIN: US313385F433, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1233296525.00
- **C.18.a - Value (excl. sponsor support):** $1233296525.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 313385YF7, C.4 - ISIN: US313385YF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1855861500.00
- **C.18.a - Value (excl. sponsor support):** $1855861500.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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? Yes, C.23 Categorized at Level 3? No

### Security 82: 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: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $278839303.89
- **C.18.a - Value (excl. sponsor support):** $278839303.89
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D94, C.4 - ISIN: US313385D941, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $938331226.00
- **C.18.a - Value (excl. sponsor support):** $938331226.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 84: 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: 313385B54, C.4 - ISIN: US313385B549, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $989714310.00
- **C.18.a - Value (excl. sponsor support):** $989714310.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 85: 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: 313385B47, C.4 - ISIN: US313385B473, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $989814170.00
- **C.18.a - Value (excl. sponsor support):** $989814170.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385U46, C.4 - ISIN: US313385U465, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244066527.50
- **C.18.a - Value (excl. sponsor support):** $244066527.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 87: 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):** $388572388.90
- **C.18.a - Value (excl. sponsor support):** $388572388.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-10
- **C.13 - Final Legal Maturity Date:** 2027-06-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385E93, C.4 - ISIN: US313385E931, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $740202292.50
- **C.18.a - Value (excl. sponsor support):** $740202292.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 89: 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: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $569500237.44
- **C.18.a - Value (excl. sponsor support):** $569500237.44
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 90: 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: 3130BAHQ3, C.4 - ISIN: US3130BAHQ39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000027020.00
- **C.18.a - Value (excl. sponsor support):** $1000027020.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-01-22
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 313385H82, C.4 - ISIN: US313385H827, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $984642780.00
- **C.18.a - Value (excl. sponsor support):** $984642780.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 92: 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: 313385A89, C.4 - ISIN: US313385A897, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2351757323.75
- **C.18.a - Value (excl. sponsor support):** $2351757323.75
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 93: 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):** $54008001.72
- **C.18.a - Value (excl. sponsor support):** $54008001.72
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 3130B8EV0, C.4 - ISIN: US3130B8EV06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1999998700.00
- **C.18.a - Value (excl. sponsor support):** $1999998700.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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? Yes, C.23 Categorized at Level 3? No

### Security 95: 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: 313385YU4, C.4 - ISIN: US313385YU40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $496904305.00
- **C.18.a - Value (excl. sponsor support):** $496904305.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F35, C.4 - ISIN: US313385F359, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $986736940.00
- **C.18.a - Value (excl. sponsor support):** $986736940.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 97: 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: 313385A63, C.4 - ISIN: US313385A632, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $282267799.05
- **C.18.a - Value (excl. sponsor support):** $282267799.05
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 98: 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: 313385B88, C.4 - ISIN: US313385B887, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98941472.00
- **C.18.a - Value (excl. sponsor support):** $98941472.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 313385WF9, C.4 - ISIN: US313385WF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $297091371.09
- **C.18.a - Value (excl. sponsor support):** $297091371.09
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 100: 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: 3130BAFN2, C.4 - ISIN: US3130BAFN26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $899999685.00
- **C.18.a - Value (excl. sponsor support):** $899999685.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 101: 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: 3130B8XL1, C.4 - ISIN: US3130B8XL13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249996210.00
- **C.18.a - Value (excl. sponsor support):** $249996210.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 102: 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):** $300029118.00
- **C.18.a - Value (excl. sponsor support):** $300029118.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 103: 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: 313385ZS8, C.4 - ISIN: US313385ZS84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446225251.50
- **C.18.a - Value (excl. sponsor support):** $446225251.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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 coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8K84, C.4 - ISIN: US3130B8K841, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449986995.00
- **C.18.a - Value (excl. sponsor support):** $449986995.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 313385B62, C.4 - ISIN: US313385B622, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $561111387.48
- **C.18.a - Value (excl. sponsor support):** $561111387.48
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385M52, C.4 - ISIN: US313385M520, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $752021135.78
- **C.18.a - Value (excl. sponsor support):** $752021135.78
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-10-30
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 3130B8B35, C.4 - ISIN: US3130B8B352, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $945012351.15
- **C.18.a - Value (excl. sponsor support):** $945012351.15
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 108: 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: 3130B8A44, C.4 - ISIN: US3130B8A446, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $704989692.90
- **C.18.a - Value (excl. sponsor support):** $704989692.90
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 109: 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: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $297453543.00
- **C.18.a - Value (excl. sponsor support):** $297453543.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 110: 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):** $249981612.50
- **C.18.a - Value (excl. sponsor support):** $249981612.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 3130B57B8, C.4 - ISIN: US3130B57B88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499965910.00
- **C.18.a - Value (excl. sponsor support):** $499965910.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 112: 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: 3130BAKD8, C.4 - ISIN: US3130BAKD88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999937120.00
- **C.18.a - Value (excl. sponsor support):** $999937120.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-29
- **C.12 - Maturity Date (WAL):** 2027-01-29
- **C.13 - Final Legal Maturity Date:** 2027-01-29
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 113: 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: 313385YN0, C.4 - ISIN: US313385YN07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3132360000.00
- **C.18.a - Value (excl. sponsor support):** $3132360000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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? Yes, C.23 Categorized at Level 3? No

### Security 114: 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: 3130B8TF9, C.4 - ISIN: US3130B8TF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249982570.00
- **C.18.a - Value (excl. sponsor support):** $249982570.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 115: 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: 313385ZH2, C.4 - ISIN: US313385ZH20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248127605.00
- **C.18.a - Value (excl. sponsor support):** $248127605.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 116: 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: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344897123.53
- **C.18.a - Value (excl. sponsor support):** $344897123.53
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 313385ZC3, C.4 - ISIN: US313385ZC33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1390213608.00
- **C.18.a - Value (excl. sponsor support):** $1390213608.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YM2, C.4 - ISIN: US313385YM24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $40774500.00
- **C.18.a - Value (excl. sponsor support):** $40774500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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? Yes, C.23 Categorized at Level 3? No

### Security 119: 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):** $999919070.00
- **C.18.a - Value (excl. sponsor support):** $999919070.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 120: 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: 3130B8A28, C.4 - ISIN: US3130B8A289, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249994885.00
- **C.18.a - Value (excl. sponsor support):** $249994885.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 121: 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: 313385T97, C.4 - ISIN: US313385T970, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $634767432.00
- **C.18.a - Value (excl. sponsor support):** $634767432.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-12-21
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 122: 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: 3130B8AB8, C.4 - ISIN: US3130B8AB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $954981176.95
- **C.18.a - Value (excl. sponsor support):** $954981176.95
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 123: 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: 313385A22, C.4 - ISIN: US313385A228, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $990812780.00
- **C.18.a - Value (excl. sponsor support):** $990812780.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 124: 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):** $249998835.00
- **C.18.a - Value (excl. sponsor support):** $249998835.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 125: 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: 313385H90, C.4 - ISIN: US313385H900, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $472580668.80
- **C.18.a - Value (excl. sponsor support):** $472580668.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 126: 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: 3130B86K3, C.4 - ISIN: US3130B86K33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499996075.00
- **C.18.a - Value (excl. sponsor support):** $499996075.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 127: 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: 313385C61, C.4 - ISIN: US313385C612, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2224835010.00
- **C.18.a - Value (excl. sponsor support):** $2224835010.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 3130BAJD0, C.4 - ISIN: US3130BAJD08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1249999275.00
- **C.18.a - Value (excl. sponsor support):** $1249999275.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-03
- **C.13 - Final Legal Maturity Date:** 2026-12-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 129: 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: 3130B86M9, C.4 - ISIN: US3130B86M98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499994520.00
- **C.18.a - Value (excl. sponsor support):** $499994520.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 130: 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: 313385F76, C.4 - ISIN: US313385F763, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $493169030.00
- **C.18.a - Value (excl. sponsor support):** $493169030.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-09-14
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 131: 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: 3130B8MP4, C.4 - ISIN: US3130B8MP46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249996732.50
- **C.18.a - Value (excl. sponsor support):** $249996732.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 3130B8SF0, C.4 - ISIN: US3130B8SF00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $394983998.55
- **C.18.a - Value (excl. sponsor support):** $394983998.55
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 133: 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: 313385D52, C.4 - ISIN: US313385D529, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $741087397.50
- **C.18.a - Value (excl. sponsor support):** $741087397.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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 coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69, C.4 - ISIN: US3130B8A693, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $954983765.00
- **C.18.a - Value (excl. sponsor support):** $954983765.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 135: 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: 3130B8BA9, C.4 - ISIN: US3130B8BA95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500027360.00
- **C.18.a - Value (excl. sponsor support):** $500027360.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 136: 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: 3130B86N7, C.4 - ISIN: US3130B86N71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $949984201.50
- **C.18.a - Value (excl. sponsor support):** $949984201.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 137: 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: 313385B70, C.4 - ISIN: US313385B705, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1682174786.00
- **C.18.a - Value (excl. sponsor support):** $1682174786.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 138: 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):** $427095306.40
- **C.18.a - Value (excl. sponsor support):** $427095306.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's 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 139: 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):** $970250997.20
- **C.18.a - Value (excl. sponsor support):** $970250997.20
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's 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 140: 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):** $1500574695.00
- **C.18.a - Value (excl. sponsor support):** $1500574695.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's 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 141: 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: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $500498320.00
- **C.18.a - Value (excl. sponsor support):** $500498320.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's 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 142: 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):** $790010720.30
- **C.18.a - Value (excl. sponsor support):** $790010720.30
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's 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? Yes, C.23 Categorized at Level 3? No

### Security 143: 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: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $2361145827.20
- **C.18.a - Value (excl. sponsor support):** $2361145827.20
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's 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 144: 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):** $900961776.00
- **C.18.a - Value (excl. sponsor support):** $900961776.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's 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 145: 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):** $1124030071.43
- **C.18.a - Value (excl. sponsor support):** $1124030071.43
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's 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 146: 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):** $1979320800.60
- **C.18.a - Value (excl. sponsor support):** $1979320800.60
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's 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 147: 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: 3135G1AG6, C.4 - ISIN: US3135G1AG61, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1823164616.90
- **C.18.a - Value (excl. sponsor support):** $1823164616.90
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 148: 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):** $275111336.50
- **C.18.a - Value (excl. sponsor support):** $275111336.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589C35, C.4 - ISIN: US313589C353, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $989115140.00
- **C.18.a - Value (excl. sponsor support):** $989115140.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-08-17
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 150: 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):** $362192084.44
- **C.18.a - Value (excl. sponsor support):** $362192084.44
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 151: 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: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1984622301.44
- **C.18.a - Value (excl. sponsor support):** $1984622301.44
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 152: 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: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1707594770.01
- **C.18.a - Value (excl. sponsor support):** $1707594770.01
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 153: 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589C76, C.4 - ISIN: US313589C767, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $494357845.00
- **C.18.a - Value (excl. sponsor support):** $494357845.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 154: 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: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1502189236.98
- **C.18.a - Value (excl. sponsor support):** $1502189236.98
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 155: 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):** $1206375753.42
- **C.18.a - Value (excl. sponsor support):** $1206375753.42
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 156: 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589WN9, C.4 - ISIN: US313589WN94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $499601110.00
- **C.18.a - Value (excl. sponsor support):** $499601110.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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? Yes, C.23 Categorized at Level 3? No

### Security 157: 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: 3135G1AH4, C.4 - ISIN: US3135G1AH45, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1641977816.58
- **C.18.a - Value (excl. sponsor support):** $1641977816.58
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 158: 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: ORS006FE6
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; 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

**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 | 2043-05-15      | 3.8750%  | N/A     | $249999900.00      | $224052244.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.5000%  | N/A     | $400000000.00      | $402043889.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $25000000.00       | $37277586.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $350000000.00      | $347007500.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $502245000.00      | $682584280.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $73789500.00       | $87610189.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.3750%  | N/A     | $258000000.00      | $259424337.20      | U.S. Treasuries (including strips) |

### Security 159: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **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: ORS006FF3
- **C.18 - Value (incl. sponsor support):** $3150000000.00
- **C.18.a - Value (excl. sponsor support):** $3150000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; 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

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $157200000.00      | $120971503.93      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $18875598.00       | $19067812.82       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 7.0000%  | N/A     | $205234508.00      | $120532389.16      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $27866607.00       | $26635268.92       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1024.00           | $837.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $5964909.00        | $6063691.21        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $158161745.00      | $118916179.68      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $47999113.00       | $35180055.19       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $33515129.00       | $30367822.64       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $159887237.00      | $125821913.87      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $193377792.00      | $119169172.41      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $204296291.00      | $194489868.92      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 2.0000%  | N/A     | $3861176.00        | $3061555.88        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $139798272.00      | $126460800.04      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $192021103.00      | $114872008.32      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $206911170.00      | $119168906.76      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $196041690.00      | $47655670.31       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.5000%  | N/A     | $160534311.00      | $42144412.76       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $361592832.00      | $114969753.41      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $4717035.00        | $1976120.22        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $134831915.00      | $121950335.71      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 2.0000%  | N/A     | $268195760.00      | $118124063.59      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $31723379.00       | $28655510.59       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $240085989.00      | $118969433.06      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $250353699.00      | $114512280.67      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $370568.00         | $300068.03         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $151000160.00      | $117443460.72      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $115694447.00      | $114271055.24      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $179159059.00      | $147135021.18      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $131399840.00      | $115789054.67      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $82243.00          | $68557.44          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $160825393.00      | $124191895.81      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $286372944.00      | $113600184.23      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $1684445184.00     | $123360362.19      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $126064576.00      | $118149254.32      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $58341175.00       | $41284918.53       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $235824357.00      | $118342428.88      | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2026-07-16      | 0.0000%  | N/A     | $90009000.00       | $89326371.74       | U.S. Treasuries (including strips) |

### Security 160: 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: ORS006FG1
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; 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

**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 | 2030-04-30      | 3.8750%  | N/A     | $15027100.00       | $14946705.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $922065100.00      | $903053326.90      | U.S. Treasuries (including strips) |

### Security 161: FIXED INCOME CLEARING CORPORATION (REPO GS)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO GS)
- **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: 0WB001MH5
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 2.7200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; 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

**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 | 2030-05-15      | 0.6250%  | N/A     | $14033400.00       | $12324188.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 2.3750%  | N/A     | $86055600.00       | $82574971.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $34332000.00       | $34435337.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $1168200.00        | $1176129.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $54212500.00       | $47115087.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $115237400.00      | $110486042.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $9599100.00        | $9106445.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 3.5000%  | N/A     | $101382500.00      | $100995188.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $753670400.00      | $708760359.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.7422%  | N/A     | $21867300.00       | $21872220.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-15      | 3.5000%  | N/A     | $8852000.00        | $8791824.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.8032%  | N/A     | $34433900.00       | $34471570.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $1025467800.00     | $1032643149.50     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $128128000.00      | $129965244.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $30724200.00       | $31419550.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.6250%  | N/A     | $2152900.00        | $2148536.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $155700000.00      | $156984105.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $2693600.00        | $2568056.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $114072400.00      | $108695679.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $100000000.00      | $99238400.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $116078800.00      | $114997697.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-30      | 0.0000%  | N/A     | $454032800.00      | $449956493.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 3.6250%  | N/A     | $44198800.00       | $43788804.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 0.8750%  | N/A     | $19968000.00       | $19748535.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $2367000.00        | $2350758.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $1950000.00        | $1958177.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $167800.00         | $167518.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $8344000.00        | $8468146.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $9558000.00        | $9705276.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $4162000.00        | $3952021.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-18      | 0.0000%  | N/A     | $21318100.00       | $20641420.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 4.1250%  | N/A     | $4047700.00        | $4055083.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 3.8332%  | N/A     | $132904300.00      | $133106979.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $961464000.00      | $980316386.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 4.0000%  | N/A     | $46159100.00       | $46543893.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 2.6250%  | N/A     | $2114400.00        | $2053877.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $2277687600.00     | $2294705194.36     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $28120200.00       | $28370220.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $7885000.00        | $7888217.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $1471300.00        | $1393991.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.3750%  | N/A     | $113000.00         | $113704.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $1477700.00        | $1491985.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.8750%  | N/A     | $23727000.00       | $23794912.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 3.8750%  | N/A     | $30013000.00       | $29904059.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 3.3750%  | N/A     | $33165100.00       | $33055768.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $9865400.00        | $9743525.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 0.6250%  | N/A     | $278224800.00      | $264263430.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 3.8022%  | N/A     | $18743600.00       | $18763543.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $173097600.00      | $175547107.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.6250%  | N/A     | $245937600.00      | $246691357.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $282014400.00      | $267787337.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 4.2500%  | N/A     | $25391100.00       | $25808119.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $14095700.00       | $12328866.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $9132000.00        | $9027683.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $1130275200.00     | $1151737902.10     | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO GS)
- **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: 0WB001MI3
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 2.7200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; 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

**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 | 2026-12-31      | 1.2500%  | N/A     | $2552000.00        | $2521178.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $22485300.00       | $23123904.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $1352808000.00     | $1364836015.52     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 3.8750%  | N/A     | $227000.00         | $230803.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 1.6250%  | N/A     | $237889900.00      | $221918643.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 0.6250%  | N/A     | $3641500.00        | $3541665.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 3.8750%  | N/A     | $52065500.00       | $52746041.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-23      | 0.0000%  | N/A     | $8450400.00        | $8405426.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 3.5000%  | N/A     | $298000.00         | $295573.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $3438300.00        | $3390152.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 0.5000%  | N/A     | $833900.00         | $806533.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-11      | 0.0000%  | N/A     | $174994400.00      | $174277447.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $1947000.00        | $1928932.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 3.5000%  | N/A     | $1308000.00        | $1300826.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-09      | 0.0000%  | N/A     | $36660200.00       | $36517518.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 6.2500%  | N/A     | $150000.00         | $166791.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $58234000.00       | $56138359.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $1763000.00        | $1756550.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $270000800.00      | $273173378.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $274200.00         | $265417.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $182949600.00      | $185236525.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $24729000.00       | $24467268.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $453436000.00      | $456823817.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-24      | 0.0000%  | N/A     | $50000000.00       | $49273300.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $6981500.00        | $6749734.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.1250%  | N/A     | $1201000.00        | $1185389.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-15      | 3.5000%  | N/A     | $1134494100.00     | $1137743203.83     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $50408700.00       | $50509768.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-13      | 0.0000%  | N/A     | $970800.00         | $960731.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.1250%  | N/A     | $40000000.00       | $39811324.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 3.5000%  | N/A     | $159966700.00      | $157291197.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.7422%  | N/A     | $39021100.00       | $39029879.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 3.5000%  | N/A     | $506500.00         | $502584.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 1.1250%  | N/A     | $9751800.00        | $9168669.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-18      | 0.0000%  | N/A     | $4607200.00        | $4474042.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 4.0000%  | N/A     | $68400000.00       | $68668448.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-06      | 0.0000%  | N/A     | $28448300.00       | $28173517.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 4.1250%  | N/A     | $4767800.00        | $4874850.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $430500.00         | $416063.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $10000000.00       | $9495486.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 3.8022%  | N/A     | $11782300.00       | $11794836.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $19620000.00       | $19781812.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.2500%  | N/A     | $459800.00         | $455619.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $2784900.00        | $2749160.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.6250%  | N/A     | $1938025600.00     | $1929164122.49     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 2.7500%  | N/A     | $192000.00         | $190723.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $76984300.00       | $77329632.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $32701100.00       | $32662410.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 3.6250%  | N/A     | $75890700.00       | $75143579.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 3.8750%  | N/A     | $74484800.00       | $74603537.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-16      | 0.0000%  | N/A     | $4861200.00        | $4824332.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-17      | 0.0000%  | N/A     | $1036000.00        | $1021629.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $4317000.00        | $3959424.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $13997200.00       | $12279011.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 3.5000%  | N/A     | $26645000.00       | $26632874.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-01      | 0.0000%  | N/A     | $76516900.00       | $75353537.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-03      | 0.0000%  | N/A     | $7198300.00        | $7108825.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-04      | 0.0000%  | N/A     | $1896000.00        | $1877995.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $17323000.00       | $17525348.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $1793800.00        | $1700677.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $427000.00         | $418272.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 2.3750%  | N/A     | $28529700.00       | $27375779.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $33961500.00       | $31937787.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $154657400.00      | $154735537.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 3.7500%  | N/A     | $180479000.00      | $180035493.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $1425736000.00     | $1458003257.15     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $771400.00         | $725146.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $87473000.00       | $88959989.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-28      | 0.0000%  | N/A     | $20000000.00       | $19825220.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $13549300.00       | $13451245.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.0000%  | N/A     | $261600.00         | $252540.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $293327000.00      | $293446711.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $2789900.00        | $2765885.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $13498600.00       | $12859270.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 3.8750%  | N/A     | $117000.00         | $118156.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $1101600.00        | $1049360.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-08      | 0.0000%  | N/A     | $1058300.00        | $1041456.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-21      | 0.0000%  | N/A     | $10004500.00       | $9744643.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 1.7500%  | N/A     | $5231400.00        | $4898284.65        | U.S. Treasuries (including strips) |

### Security 163: FIXED INCOME CLEARING CORPORATION (REPO GS)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO GS)
- **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: 0WB001MJ1
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; 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

**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 | 2027-08-31      | 3.1250%  | N/A     | $43405300.00       | $43215012.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.6250%  | N/A     | $2328900.00        | $2324180.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $135000.00         | $136816.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $10626000.00       | $10587128.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.6250%  | N/A     | $216500.00         | $215352.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-02      | 0.0000%  | N/A     | $2085000.00        | $2078346.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 2.7500%  | N/A     | $47429300.00       | $47114087.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $213907200.00      | $218917633.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | 3.3750%  | N/A     | $2756888300.00     | $2735411450.92     | U.S. Treasuries (including strips) |

### Security 164: 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: OSA005OV7
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; 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

**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 | 2029-04-30      | 4.6250%  | N/A     | $431172600.00      | $439139225.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $68539900.00       | $70860865.26       | U.S. Treasuries (including strips) |

### Security 165: 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: OSA005OX3
- **C.18 - Value (incl. sponsor support):** $5650000000.00
- **C.18.a - Value (excl. sponsor support):** $5650000000.00
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; 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

**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 | 2030-02-28      | 4.0000%  | N/A     | $1511300000.00     | $1520730255.08     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $1299300000.00     | $1323686860.54     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 4.0000%  | N/A     | $849697300.00      | $851985339.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 3.5000%  | N/A     | $180400000.00      | $178760106.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $1345500200.00     | $1382042680.30     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $600252000.00      | $505794964.70      | U.S. Treasuries (including strips) |

### Security 166: 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: OSA005OZ8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; 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

**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 | 2029-07-31      | 4.0000%  | N/A     | $271784400.00      | $274616461.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $720969500.00      | $745383654.13      | U.S. Treasuries (including strips) |

### Security 167: 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: 0GOL25YP8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.5000%  | N/A     | $1027000.00        | $601690.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $2817648.00        | $2519335.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 3.0000%  | N/A     | $9557504.00        | $5828101.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $56364416.00       | $50395368.49       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $2201392.00        | $2239875.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $2605280.00        | $2754601.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $18460672.00       | $13799898.70       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $50000000.00       | $26755440.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $4291848.00        | $3353015.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 4.0000%  | N/A     | $1900000.00        | $89196.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-01-01      | 6.0000%  | N/A     | $5646576.00        | $486242.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $7100000.00        | $4753780.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.2900%  | N/A     | $46900000.00       | $46620489.04       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.0000%  | N/A     | $12354480.00       | $10438949.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $398005248.00      | $351108330.14      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $39918000.00       | $19665574.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 3.5000%  | N/A     | $1788000.00        | $1334931.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $39013440.00       | $26575315.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $50000000.00       | $35110809.12       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $3986128.00        | $4034485.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $223686400.00      | $215437420.92      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $33997184.00       | $31657750.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $5304000.00        | $3252086.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $2853928.00        | $2611814.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-16      | 1.7500%  | N/A     | $20000000.00       | $14632146.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-02-20      | 4.0000%  | N/A     | $158443771.00      | $54277970.96       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $20000000.00       | $18480607.25       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $2828964.00        | $2999180.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5801%  | N/A     | $100000000.00      | $48412801.63       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.0000%  | N/A     | $900000.00         | $83394.39          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $648866.00         | $537064.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 1.3750%  | N/A     | $50000000.00       | $19958188.61       | Agency Collateralized Mortgage Obligation |

### Security 168: 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: 0GOL25YQ6
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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 | 2052-05-01      | 2.0000%  | N/A     | $24827000.00       | $19744380.49       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 4.5000%  | N/A     | $397000.00         | $25799.42          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $1661414.00        | $1680114.47        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $1364244.00        | $1273754.56        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $16425344.00       | $16577714.62       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $840493.00         | $724334.96         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 4.4500%  | N/A     | $26200000.00       | $25762950.52       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $662701.00         | $516952.05         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $4218512.00        | $4257010.50        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $7349888.00        | $4708746.01        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 5.5000%  | N/A     | $4955544.00        | $4684044.44        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.0000%  | N/A     | $1601592.00        | $1685650.13        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 4.0000%  | N/A     | $1225000.00        | $270624.38         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $4543880.00        | $4576484.73        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $5668296.00        | $5044917.46        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.5000%  | N/A     | $1115924.00        | $813439.28         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.5000%  | N/A     | $3125000.00        | $1547627.27        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $2121320.00        | $1896359.66        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $5018048.00        | $5111928.06        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $2547076.00        | $2563239.41        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $6310000.00        | $4094043.89        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $31794592.00       | $18422597.78       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $2732012.00        | $2361093.74        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $2308000.00        | $1328831.93        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $4822176.00        | $4875046.28        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 6.0000%  | N/A     | $48990526.00       | $204292.54         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $210555.00         | $125415.37         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 4.0000%  | N/A     | $6978784.00        | $1589422.41        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 4.5000%  | N/A     | $961779.00         | $71964.17          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $1147644.00        | $1161785.56        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.5000%  | N/A     | $1883400.00        | $280997.39         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $3351576.00        | $3185647.75        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 3.0000%  | N/A     | $60000.00          | $42805.29          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $1604208.00        | $1566667.12        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 4.4000%  | N/A     | $2100000.00        | $2054229.33        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $7968520.00        | $7477259.65        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $2008368.00        | $155028.18         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $129660416.00      | $101901128.83      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.5000%  | N/A     | $1000000.00        | $674966.98         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $2163196.00        | $1722123.84        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $5793560.00        | $5933008.16        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $1523326.00        | $1437796.81        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.0000%  | N/A     | $4724944.00        | $893330.35         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 4.5000%  | N/A     | $161000.00         | $11136.11          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $800000.00         | $674901.40         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $1166000.00        | $1181666.37        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.0000%  | N/A     | $89000.00          | $14361.84          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $1620880.00        | $1121019.84        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 3.5000%  | N/A     | $8659360.00        | $520320.32         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 3.0000%  | N/A     | $25000.00          | $5217.89           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | 2.5000%  | N/A     | $300891648.00      | $3776582.99        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.0000%  | N/A     | $1000000.00        | $842337.01         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $380828.00         | $306426.95         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.5000%  | N/A     | $9559000.00        | $1815275.26        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 4.4500%  | N/A     | $2469000.00        | $2425722.68        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $43785536.00       | $38133361.28       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $34095424.00       | $31198250.41       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 3.0000%  | N/A     | $2870048.00        | $868202.40         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 4.0000%  | N/A     | $2996308.00        | $769883.93         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $1500000.00        | $171431.62         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $700000.00         | $510451.68         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 5.0000%  | N/A     | $2210140.00        | $793288.36         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 3.0000%  | N/A     | $3770000.00        | $704310.12         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $2576708.00        | $2616307.26        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 7.0000%  | N/A     | $1709796.00        | $1587398.34        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $3359408.00        | $2984848.26        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 4.0000%  | N/A     | $401535.00         | $273624.25         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $1578886.00        | $481090.13         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $17148128.00       | $15774456.98       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $2610000.00        | $1637683.41        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $26757088.00       | $9706847.23        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1254000.00        | $835522.22         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $1273128.00        | $1293106.75        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1131750.00        | $871983.15         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $531096.00         | $355811.24         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1941650.00        | $1646274.45        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 3.0000%  | N/A     | $1120124.00        | $615628.03         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $3200280.00        | $2834252.15        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 3.0000%  | N/A     | $66823680.00       | $12252169.12       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.0000%  | N/A     | $2000000.00        | $178727.54         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $2791536.00        | $2839811.33        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.0000%  | N/A     | $2750000.00        | $397583.56         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 5.5000%  | N/A     | $50000000.00       | $1189851.37        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $2100136.00        | $2153536.33        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $400000.00         | $266043.99         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $220000000.00      | $76455689.13       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $2179516.00        | $1347804.26        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1002758.00        | $700619.56         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1522862.00        | $1119686.76        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $7444144.00        | $2927443.62        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $720000.00         | $547448.48         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.0000%  | N/A     | $2679000.00        | $420951.75         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.0000%  | N/A     | $22933000.00       | $23629447.19       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $3999516.00        | $582802.74         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $6319800.00        | $6463070.58        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $3303000.00        | $940094.97         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $1134214.00        | $1134400.38        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $24717.00          | $23853.24          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $15000000.00       | $11634489.71       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1180000.00        | $942606.28         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1000028.00        | $989971.39         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $919000.00         | $652049.89         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $5000000.00        | $3715151.48        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.0000%  | N/A     | $925000.00         | $374241.25         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $90000.00          | $65539.68          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $3000000.00        | $2178917.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 4.7800%  | N/A     | $30321000.00       | $30855758.01       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 3.0000%  | N/A     | $815780.00         | $138840.96         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.0000%  | N/A     | $1140000.00        | $704774.64         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $39747000.00       | $29129741.25       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $452000.00         | $354598.06         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | 4.0000%  | N/A     | $3961272.00        | $1024473.47        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $324449.00         | $161562.62         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1170394.00        | $880337.22         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $800000.00         | $457403.10         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | 5.0000%  | N/A     | $2250000.00        | $564252.85         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $10409248.00       | $10138770.44       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1900274.00        | $1974476.85        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $2300000.00        | $1491772.34        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 1.5000%  | N/A     | $2642880.00        | $1241626.83        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 3.0000%  | N/A     | $2302220.00        | $1015394.28        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $7134690.00        | $4417060.92        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $3115160.00        | $2984776.68        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 5.1800%  | N/A     | $18696000.00       | $19170668.59       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.5100%  | N/A     | $22489240.00       | $21626353.37       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 4.4300%  | N/A     | $14100000.00       | $14105155.12       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $9000000.00        | $2461849.93        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.0000%  | N/A     | $2883256.00        | $199733.66         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $6834144.00        | $5872839.30        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $1245000.00        | $304348.49         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $12314784.00       | $151646.87         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.5000%  | N/A     | $1827610.00        | $1407341.01        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $518000.00         | $331762.11         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $4023856.00        | $344253.83         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.0000%  | N/A     | $4538000.00        | $1515137.79        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 2.5000%  | N/A     | $16316000.00       | $6614543.70        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $5000000.00        | $1168721.14        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $2047000.00        | $1452074.20        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $3512160.00        | $3648545.66        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $2620508.00        | $1436879.38        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1158824.00        | $815078.31         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-07-01      | 4.5000%  | N/A     | $548508.00         | $389080.48         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $8833.00           | $5620.09           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $6179740.00        | $22775.05          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $2192000.00        | $322765.27         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $225284.00         | $31077.38          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $2750000.00        | $901394.64         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $23136000.00       | $16836376.33       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $728000.00         | $546035.41         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 2.0000%  | N/A     | $5000000.00        | $1951273.43        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $57416960.00       | $40398187.33       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $1646956.00        | $1267099.60        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 6.5000%  | N/A     | $4066384.00        | $3287431.77        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-07-01      | 4.5000%  | N/A     | $6637512.00        | $320282.56         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1302000.00        | $1353371.31        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $44450000.00       | $28671064.76       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-02      | 3.0000%  | N/A     | $25000000.00       | $16847334.74       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $123187584.00      | $106962448.60      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $7430352.00        | $7529033.04        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $63241408.00       | $40381988.27       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.0000%  | N/A     | $68000.00          | $49493.89          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $35000.00          | $22190.12          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | 5.0000%  | N/A     | $100000.00         | $62988.10          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $3859100.00        | $1061795.32        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.0000%  | N/A     | $1000000.00        | $43969.29          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-09-01      | 6.0000%  | N/A     | $32640000.00       | $46810.71          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $314281.00         | $69378.49          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $6338968.00        | $5680674.87        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $4991688.00        | $5018090.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $1013942.00        | $1028845.86        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $385789.00         | $340577.49         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $283613.00         | $178654.04         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $441475.00         | $452800.31         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.5000%  | N/A     | $1304804.00        | $666288.22         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $6000000.00        | $3679416.06        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $86765.00          | $48367.72          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $1000000.00        | $378257.18         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $67293568.00       | $42215630.84       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.5000%  | N/A     | $14216496.00       | $5523007.83        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 6.0000%  | N/A     | $1187806.00        | $875747.35         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $2123736.00        | $1459749.59        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $481830.00         | $294781.76         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $13317184.00       | $10181919.11       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1693802.00        | $1598720.36        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $1855000.00        | $1080272.79        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $35000.00          | $5793.25           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $12819920.00       | $12020064.45       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $4704376.00        | $4873312.94        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-02-20      | 4.5000%  | N/A     | $999089.00         | $931724.73         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $1088408.00        | $1152890.53        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $547971.00         | $580528.19         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.5000%  | N/A     | $83694208.00       | $38517845.78       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $2477052.00        | $2575926.89        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $24451744.00       | $24811651.06       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2235088.00        | $1317718.44        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $934422.00         | $981688.82         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-01-20      | 6.0000%  | N/A     | $1098430.00        | $1145054.80        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.5000%  | N/A     | $1379436.00        | $1462445.09        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1274488.00        | $1313511.59        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $1190420.00        | $1240895.36        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $577985.00         | $604099.15         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $523093600.00      | $365710688.67      | U.S. Treasuries (including strips) |

### Security 169: 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: 0GOL25YR4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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 | 2032-10-31      | 3.7500%  | N/A     | $1047281700.00     | $1020000011.72     | U.S. Treasuries (including strips) |

### Security 170: 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: 0GOL25YS2
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $9000000.00        | $7297481.42        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $1755630.00        | $1260829.72        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $11947680.00       | $4822270.49        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 3.0000%  | N/A     | $1550000.00        | $788978.98         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 2.5000%  | N/A     | $450600.00         | $358635.17         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 5.0000%  | N/A     | $806500.00         | $646016.99         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $141801216.00      | $147988901.08      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-08-01      | 3.5000%  | N/A     | $21730000.00       | $2875382.66        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $10999168.00       | $6645688.02        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.5000%  | N/A     | $400000.00         | $262182.07         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $700000.00         | $560097.34         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $4398192.00        | $492227.73         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $28546400.00       | $20912033.64       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1212782.00        | $956548.15         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1926000.00        | $1462194.25        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $6210980.00        | $3638967.44        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 4.5000%  | N/A     | $16147552.00       | $13905103.59       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1689508.00        | $1338571.55        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $4511560.00        | $4513192.19        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $4504952.00        | $4594290.04        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $71845000.00       | $7206273.06        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1221422.00        | $1237206.66        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1792170.00        | $1318994.95        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1656796.00        | $1385082.08        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $5750368.00        | $5357908.31        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 5.0000%  | N/A     | $2175010.00        | $437929.29         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $10285136.00       | $10126967.48       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 4.0000%  | N/A     | $3003000.00        | $2254373.84        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $3584892.00        | $3517340.30        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.0000%  | N/A     | $2179528.00        | $2239513.64        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $98896640.00       | $96996150.45       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $27281.00          | $19874.21          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-04-01      | 5.5000%  | N/A     | $14689120.00       | $15070134.56       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 6.0000%  | N/A     | $1115446.00        | $1165681.60        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $4545488.00        | $4247376.75        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 3.0000%  | N/A     | $341455.00         | $319008.79         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $674000.00         | $408175.40         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 2.0000%  | N/A     | $800000.00         | $525971.51         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $1016736.00        | $1065806.63        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $200000.00         | $123819.64         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $2900000.00        | $1924851.02        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-04-01      | 6.0000%  | N/A     | $23452064.00       | $5818376.54        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $1231408.00        | $939283.96         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 4.0000%  | N/A     | $2084000.00        | $301279.80         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $35461120.00       | $35968668.76       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 3.5000%  | N/A     | $3255000.00        | $261965.41         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $2440500.00        | $2499572.57        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $1047308.00        | $424485.38         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $600000.00         | $369294.64         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $2183128.00        | $2263063.60        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $2208616.00        | $2258862.14        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $2133800.00        | $1410810.15        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $31000000.00       | $3119587.96        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 3.0000%  | N/A     | $4414288.00        | $3190487.44        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1378764.00        | $1390151.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.0000%  | N/A     | $3400000.00        | $378352.79         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $6679008.00        | $2220813.17        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $50933300.00       | $44165525.12       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 2.5000%  | N/A     | $3280160.00        | $927150.17         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $700000.00         | $543726.91         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $4392144.00        | $4386784.61        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $6083776.00        | $6106824.28        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 2.5000%  | N/A     | $1917752.00        | $500498.02         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1388448.00        | $1474296.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 3.0000%  | N/A     | $50000000.00       | $17599268.19       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.5000%  | N/A     | $1349796.00        | $363411.43         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $740000.00         | $356287.63         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1759300.00        | $1736040.18        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $2768248.00        | $2639974.74        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 6.0000%  | N/A     | $130632192.00      | $264713.43         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $9300000.00        | $6286161.21        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $44619776.00       | $28361052.72       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $926693.00         | $735745.16         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $1030000.00        | $481302.73         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 3.0000%  | N/A     | $52954.00          | $38466.40          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $1645460.00        | $1656400.70        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 2.5000%  | N/A     | $2500000.00        | $256404.78         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $717844.00         | $414113.74         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.5000%  | N/A     | $700000.00         | $410868.94         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $22859788.00       | $432707.52         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 3.5000%  | N/A     | $4600328.00        | $308043.44         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 3.0000%  | N/A     | $5600000.00        | $1122314.28        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $4761660.00        | $3938121.34        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $35336000.00       | $13202150.29       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $23575968.00       | $21936257.32       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.5000%  | N/A     | $16765344.00       | $12456239.51       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.5000%  | N/A     | $1117056.00        | $952741.46         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $1229504.00        | $489170.36         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $790000.00         | $628436.14         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $8944336.00        | $8281858.99        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $920000.00         | $684057.62         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $6645750.00        | $6281916.93        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.0000%  | N/A     | $1407250.00        | $1442797.69        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $2485480.00        | $1974198.01        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1048394.00        | $803336.46         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $90180352.00       | $52212958.48       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2060-03-01      | 3.5000%  | N/A     | $1900000.00        | $804841.90         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 6.5000%  | N/A     | $1945306.00        | $1397158.21        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $18118848.00       | $13229278.71       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $1513140.00        | $1564253.08        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $1943790.00        | $1959953.27        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $475955200.00      | $309109104.64      | U.S. Treasuries (including strips) |

### Security 171: 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: 0GOL25YT0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $232697920.00      | $226195298.05      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $483905.00         | $399680.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $36898432.00       | $34423274.60       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $367000.00         | $32872.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $1064862.00        | $992713.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $1722176.00        | $1059501.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $147000.00         | $27441.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.0000%  | N/A     | $95000.00          | $16702.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 4.0000%  | N/A     | $57027840.00       | $10585210.45       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 3.5000%  | N/A     | $1354746.00        | $78595.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $3620832.00        | $3695698.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $572051.00         | $525106.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1869032.00        | $1106412.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 1.0000%  | N/A     | $4739008.00        | $2435363.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.5000%  | N/A     | $12513000.00       | $1729810.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 6.0000%  | N/A     | $1787502.00        | $1879345.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $49000000.00       | $30926596.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $2986210.00        | $3045178.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 1.0000%  | N/A     | $4532816.00        | $2552013.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 3.0000%  | N/A     | $1200000.00        | $253733.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $6765000.00        | $4619882.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $22115296.00       | $21674084.68       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 6.5000%  | N/A     | $27836384.00       | $19730226.59       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 4.5000%  | N/A     | $2401000.00        | $303972.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 1.5000%  | N/A     | $920000.00         | $527398.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $2420532.00        | $2540557.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.0000%  | N/A     | $1653144.00        | $810272.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1400000.00        | $1103857.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 6.0000%  | N/A     | $3557840.00        | $3739270.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 2.5000%  | N/A     | $3560000.00        | $891382.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $1531824.00        | $1014083.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 3.0000%  | N/A     | $12990624.00       | $4886221.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $7192752.00        | $3344194.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $3250000.00        | $2439188.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 4.0000%  | N/A     | $513000.00         | $15032.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $12411360.00       | $11690436.07       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $4600000.00        | $3055509.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $2057520.00        | $2168842.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.0000%  | N/A     | $1495000.00        | $305418.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $5276848.00        | $3611807.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.0000%  | N/A     | $2200000.00        | $901135.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $46704384.00       | $44608068.68       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1675000.00        | $756774.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $11581072.00       | $11175110.53       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $1346846.00        | $712994.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.0000%  | N/A     | $800000.00         | $553475.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $10000000.00       | $7798095.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1830196.00        | $1860597.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $89757440.00       | $82118888.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 4.0000%  | N/A     | $1279376.00        | $1101378.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 6.0000%  | N/A     | $10000000.00       | $2767231.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $18007424.00       | $14540197.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 4.7150%  | N/A     | $9940000.00        | $9971601.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.5000%  | N/A     | $14825000.00       | $4927401.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 2.5000%  | N/A     | $513895.00         | $87328.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $23893760.00       | $18706576.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $1636284.00        | $1655405.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $25200100.00       | $18733089.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $114865024.00      | $102595648.58      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.0000%  | N/A     | $23416000.00       | $5643600.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1188210.00        | $1218841.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-05-01      | 2.5000%  | N/A     | $12922080.00       | $431852.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $10930816.00       | $2347519.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $71302656.00       | $65271157.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1296346.00        | $664660.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $45376960.00       | $44905797.80       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 6.0000%  | N/A     | $18999.00          | $9586.53           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.5000%  | N/A     | $719753.00         | $758617.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $32505.00          | $29241.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-04-15      | 6.0000%  | N/A     | $45562752.00       | $2186771.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-10-16      | 4.0253%  | N/A     | $7500000.00        | $7032590.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $170999.00         | $124525.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $737948.00         | $677110.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-16      | 5.0000%  | N/A     | $4718928.00        | $1573440.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1023190.00        | $1082272.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.1755%  | N/A     | $154452800.00      | $951152.14         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-03-20      | 4.0000%  | N/A     | $2303000.00        | $3539460.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 7.0000%  | N/A     | $1334010.00        | $1393436.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1714932.00        | $1050845.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 4.7401%  | N/A     | $1329000.00        | $1103655.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-06-20      | 5.0000%  | N/A     | $4618504.00        | $721636.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 1.5000%  | N/A     | $28500000.00       | $14661327.63       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-07-15      | 6.0000%  | N/A     | $1000000.00        | $30292.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1826552.00        | $1181384.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5022%  | N/A     | $81364480.00       | $82041482.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-10-15      | 3.4000%  | N/A     | $5925599.00        | $5428930.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | 2.0000%  | N/A     | $3400000.00        | $1461448.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $246057.00         | $25089.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-15      | 5.0000%  | N/A     | $37901888.00       | $1053356.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $14107840.00       | $9661177.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.0000%  | N/A     | $5086150.00        | $5275617.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.0000%  | N/A     | $1735322.00        | $105580.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $625628.00         | $589333.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-20      | 5.0000%  | N/A     | $6700000.00        | $914872.46         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.2500%  | N/A     | $94430.00          | $33340.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $1000000.00        | $960332.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 4.0000%  | N/A     | $850000.00         | $770140.14         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.0000%  | N/A     | $1102386.00        | $1099804.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $916520.00         | $974435.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-15      | 4.0000%  | N/A     | $56009.00          | $6782.74           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $3425136.00        | $3425057.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $7195224.00        | $7085940.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.0000%  | N/A     | $5367648.00        | $5600592.06        | Agency Mortgage-Backed Securities         |

### Security 172: 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: 0GOL25YW3
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $5000000.00        | $770354.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $4946656.00        | $3754617.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $2568000.00        | $2581848.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $876219.00         | $713019.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $2350000.00        | $1932839.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $208084736.00      | $204337417.22      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 5.0000%  | N/A     | $122000000.00      | $679709.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $3187572.00        | $3255169.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $27895232.00       | $15952216.27       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 4.5000%  | N/A     | $19147552.00       | $2257670.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1401688.00        | $1465439.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.0000%  | N/A     | $12523840.00       | $7756993.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $7530000.00        | $7457909.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $3062920.00        | $3131255.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1660434.00        | $744717.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 3.5000%  | N/A     | $94577664.00       | $83129644.50       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $14045000.00       | $11370257.21       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $2294532.00        | $2316496.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 5.0000%  | N/A     | $1645738.00        | $50260.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $1773184.00        | $1814908.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1019286.00        | $1027450.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $1540000.00        | $145924.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 3.0000%  | N/A     | $20000000.00       | $9550715.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 4.5000%  | N/A     | $54181312.00       | $49167084.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $543398.00         | $371328.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.0000%  | N/A     | $1438926.00        | $1514295.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 4.0000%  | N/A     | $154355712.00      | $13831531.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 3.0000%  | N/A     | $93105024.00       | $12013203.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $7753528.00        | $7815191.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 2.0000%  | N/A     | $14957552.00       | $8962068.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $145212928.00      | $94982199.03       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $10405648.00       | $9004029.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $13193472.00       | $10230396.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 3.5000%  | N/A     | $5000000.00        | $950170.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-01-15      | 4.0000%  | N/A     | $3000000.00        | $1709043.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 3.5000%  | N/A     | $1083634.00        | $572929.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $46245632.00       | $8721012.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1026836.00        | $944970.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 4.5000%  | N/A     | $2670456.00        | $309506.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 3.0000%  | N/A     | $5455570.00        | $4703135.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.5000%  | N/A     | $31033600.00       | $28898222.80       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $8642416.00        | $7211282.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $2720852.00        | $2753541.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 5.0000%  | N/A     | $16258432.00       | $13598364.65       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-10-01      | 2.5000%  | N/A     | $1370032.00        | $336349.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $5175168.00        | $5274202.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $6942496.00        | $6838719.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $5349768.00        | $4276813.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $8308640.00        | $5732266.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $4913000.00        | $3766247.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $2506800.00        | $2186562.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 6.0000%  | N/A     | $1211206.00        | $1258192.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 3.0000%  | N/A     | $12322320.00       | $6222107.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.0000%  | N/A     | $1311554.00        | $1378492.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $2249432.00        | $883924.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2200000.00        | $1582012.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.0000%  | N/A     | $4369464.00        | $3161006.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.0000%  | N/A     | $14500000.00       | $7898190.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $200923648.00      | $197844622.16      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $4075288.00        | $3734914.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $15000000.00       | $9309038.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1845000.00        | $1300465.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 1.5000%  | N/A     | $3358892.00        | $1707801.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $2670000.00        | $717920.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $21232864.00       | $19262011.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.0000%  | N/A     | $10892000.00       | $8853422.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $1066750.00        | $1108379.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1482514.00        | $1414001.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $20000000.00       | $19908833.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | 5.0000%  | N/A     | $502685.00         | $24759.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $2187064.00        | $2217447.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $77400000.00       | $5395256.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $22356064.00       | $21506806.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $11727280.00       | $9938484.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | 4.0000%  | N/A     | $40000000.00       | $980344.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $74192256.00       | $67447906.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $3236450.00        | $3256939.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $1001098.00        | $11223.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $17887008.00       | $14314763.98       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $9516592.00        | $9180574.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 6.0000%  | N/A     | $10009040.00       | $48337.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $79833600.00       | $67987875.96       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $102855168.00      | $93006247.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 7.0000%  | N/A     | $1543982.00        | $1620769.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $6865776.00        | $1770850.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $8060000.00        | $7473141.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $6498160.00        | $6566750.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $391000.00         | $275271.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $1937342.00        | $1493016.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 1.5000%  | N/A     | $54780000.00       | $31724519.77       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $3725432.00        | $2586382.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $28617504.00       | $24743510.72       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1957006.00        | $1813893.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $2509220.00        | $1910938.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $3161190.00        | $2818459.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $5774000.00        | $4506475.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $11035000.00       | $1688878.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $12400000.00       | $9190566.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $1591314.00        | $1618683.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 4.0000%  | N/A     | $27942688.00       | $1350639.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $28277472.00       | $20329573.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $78936192.00       | $70857419.17       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $20000000.00       | $12199501.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.0000%  | N/A     | $22242944.00       | $12400662.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $32920512.00       | $32100494.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $4174464.00        | $2353627.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1420916.00        | $1325849.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $1254612.00        | $1300626.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $70806144.00       | $68835427.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $138132736.00      | $137000921.72      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-05-20      | 3.5000%  | N/A     | $1316970.00        | $137117.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 6.0000%  | N/A     | $72203.00          | $33709.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0401%  | N/A     | $50000000.00       | $41584643.39       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-04-15      | 4.0000%  | N/A     | $27031993.00       | $1623347.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.0000%  | N/A     | $1175976.00        | $1207810.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-02-16      | 3.9891%  | N/A     | $9678600.00        | $7371734.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1027882.00        | $1070434.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.5000%  | N/A     | $529372.00         | $202441.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $4024240.00        | $4144015.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1644838.00        | $1686162.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.6901%  | N/A     | $2254112.00        | $2223551.66        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $762824.00         | $729033.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.0000%  | N/A     | $5000000.00        | $46241.71          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $2436644.00        | $2544418.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1460740.00        | $1490908.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $1436362.00        | $1436202.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.0000%  | N/A     | $1237698.00        | $1284724.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1542210.00        | $1579482.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $4516408.00        | $4605126.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $2517356.00        | $2561937.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.0000%  | N/A     | $246320896.00      | $21950306.54       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $117223424.00      | $123038576.54      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $1184554.00        | $1233828.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-16      | 1.7500%  | N/A     | $17108576.00       | $12612026.11       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $853253.00         | $912727.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $1188910.00        | $1239581.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-04-15      | 2.6500%  | N/A     | $2946679.00        | $2536292.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-01-16      | 3.2500%  | N/A     | $97515392.00       | $82762865.80       | Agency Collateralized Mortgage Obligation |

### Security 173: 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: 0GOL25YY9
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $5400488.00        | $4293806.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $2019000.00        | $1412965.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 6.0000%  | N/A     | $665000.00         | $479949.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $125507328.00      | $123623581.18      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 6.0000%  | N/A     | $143935232.00      | $118430510.92      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 5.0000%  | N/A     | $1048750.00        | $922707.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-25      | 1.7500%  | N/A     | $99715800.00       | $46652591.71       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 3.5000%  | N/A     | $4149272.00        | $421926.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 3.0000%  | N/A     | $126540000.00      | $12069034.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $206530560.00      | $199103298.83      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $4162968.00        | $3389025.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 4.5000%  | N/A     | $444270000.00      | $414755288.30      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1812852.00        | $1860526.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1143750.00        | $784792.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | 3.5000%  | N/A     | $1845132.00        | $292222.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 6.0000%  | N/A     | $7751576.00        | $5878127.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.5000%  | N/A     | $14204048.00       | $2290776.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-25      | 3.0610%  | N/A     | $5466048.00        | $5129480.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $4440656.00        | $4452610.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $9358992.00        | $3951169.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $1328214.00        | $1377197.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $34394880.00       | $33207159.97       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.5000%  | N/A     | $674998.00         | $176552.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $2500000.00        | $88914.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.0000%  | N/A     | $31000000.00       | $30830082.12       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.5000%  | N/A     | $5000000.00        | $59731.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $4482152.00        | $4400185.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-06-15      | 4.2900%  | N/A     | $170000.00         | $14902.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-05-15      | 4.0000%  | N/A     | $1913098.00        | $144664.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 3.8100%  | N/A     | $134820.00         | $122033.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $6940392.00        | $139974.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-15      | 5.5000%  | N/A     | $3500000.00        | $76509.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $135681.00         | $12483.15          | Agency Mortgage-Backed Securities         |

### Security 174: HSBC SECURITIES (USA) INC. (REPO)

- **C.1 - Title:** HSBC SECURITIES (USA) 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: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: 0HSB14WY1
- **C.18 - Value (incl. sponsor support):** $785000000.00
- **C.18.a - Value (excl. sponsor support):** $785000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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 HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $100000.00         | $61685.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 7.0000%  | N/A     | $1000.00           | $785.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $2993.00           | $2903.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1031276.00        | $679842.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $5106.00           | $4856.01           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $3002.00           | $2642.68           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $3083.00           | $3029.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $4000.00           | $3815.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-13      | 5.5000%  | N/A     | $1249.00           | $1251.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $1033.95           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $3064.00           | $2727.27           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $2024.00           | $1863.18           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $5000.00           | $4204.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.5000%  | N/A     | $2021.00           | $2056.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $3120.00           | $2552.73           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $4000.00           | $3963.82           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $6051.00           | $5403.68           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $701000.00         | $604054.38         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $9000.00           | $6577.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1046.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 2.0000%  | N/A     | $115395.00         | $94417.12          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $4264.00           | $3769.54           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $1770.00           | $1545.28           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1024.00           | $997.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1008.00           | $959.33            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1033.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $1020.00           | $976.78            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $3072.00           | $2893.30           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 2.5000%  | N/A     | $332000.00         | $213853.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $2000.00           | $2025.28           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.5000%  | N/A     | $4019.00           | $3782.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $756.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2032.00           | $1836.04           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $2000.00           | $1684.04           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $2048.00           | $1974.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $3000.00           | $2521.67           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $6057.00           | $5914.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1001.00           | $1038.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1001.00           | $910.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $3000.00           | $2951.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $5000.00           | $4667.45           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $3072.00           | $2852.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 7.0000%  | N/A     | $7007.00           | $5574.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1005.00           | $931.08            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $3102.00           | $2875.87           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1003.00           | $1018.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1024.00           | $973.93            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 3.0000%  | N/A     | $1292600.00        | $697247.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $2080.00           | $1610.68           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $4096.00           | $3734.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $2000.00           | $1966.66           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $1004.00           | $874.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $2000.00           | $2031.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $3000.00           | $2869.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $4000.00           | $3850.28           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $2084.00           | $2088.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $604.22            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $3089.00           | $3035.44           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $1000.00           | $978.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1008.00           | $970.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $340000.00         | $262985.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $2024.00           | $1928.22           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $5000.00           | $4678.07           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $985.30            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $2020.00           | $1507.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $4710080.00        | $3349915.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $4138.00           | $3824.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $873.95            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $3134.00           | $2813.92           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $2000.00           | $1796.64           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1057.00           | $955.75            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $844.77            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $25906.00          | $25651.10          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $4121.00           | $3592.50           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $1042.00           | $1001.76           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $2001.00           | $1825.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $3072.00           | $2693.25           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1012.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1024.00           | $850.31            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $2000.00           | $1613.64           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $712.05            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $2048.00           | $2033.12           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $468.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $987.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $2000.00           | $1727.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $1023.00           | $839.60            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $3000.00           | $2966.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $3074.00           | $2741.88           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 7.0000%  | N/A     | $3377144.00        | $2232154.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1024.00           | $959.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $4096.00           | $3568.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 4.5000%  | N/A     | $70052608.00       | $68421082.76       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $3103.00           | $2759.60           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $3987816.00        | $3331932.23        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $287017.00         | $161173.53         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $1031.00           | $1046.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $1013.00           | $986.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $2000.00           | $1952.77           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 3.5000%  | N/A     | $627924.00         | $534352.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 7.0000%  | N/A     | $3304.00           | $3027.65           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 7.0000%  | N/A     | $1454416.00        | $1143255.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $1000.00           | $1014.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $911.39            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $2027.00           | $1887.16           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $3001.00           | $3193.14           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $2047.00           | $2024.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $4098.00           | $3593.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $3094.00           | $2458.46           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $3040.00           | $2955.64           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $2000.00           | $1976.06           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $994.49            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $4021.00           | $3979.77           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.0000%  | N/A     | $1067.00           | $717.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $4148.00           | $3372.03           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.5000%  | N/A     | $2029.00           | $1401.84           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1947.00           | $1790.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $3000.00           | $2221.54           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $2064.00           | $1764.03           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $890.19            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $3031.00           | $2722.19           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $65909632.00       | $63373003.78       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $1024.00           | $1014.03           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.5000%  | N/A     | $1000.00           | $886.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $38000.00          | $25794.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $2000.00           | $1385.86           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $21265824.00       | $19833550.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $4003.00           | $3850.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $967430.00         | $518389.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1062.55           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $4156.00           | $3682.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 7.0000%  | N/A     | $93928.00          | $48891.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.5000%  | N/A     | $3016.00           | $2866.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $46106.00          | $44934.40          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $5000.00           | $4451.79           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 7.0000%  | N/A     | $2016.00           | $1505.89           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $3011.00           | $2896.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $3072.00           | $2729.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $8203.00           | $6455.01           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 5.0000%  | N/A     | $2000.00           | $1928.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1001.00           | $1054.25           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1000.00           | $897.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $3490.00           | $3216.15           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $7020.00           | $6808.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1024.00           | $704.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $1024.00           | $1001.68           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $4440.00           | $2968.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $2000.00           | $1860.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $1003.00           | $998.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $969.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 7.0000%  | N/A     | $1000.00           | $737.97            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $3000.00           | $2864.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $913.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1004.00           | $918.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $2064.00           | $1679.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $887.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $61135.00          | $41794.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $973.30            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $5072.00           | $4586.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 7.0000%  | N/A     | $2000.00           | $2132.50           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $928.44            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $7455.00           | $7558.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $920.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $2000.00           | $1384.81           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $4048.00           | $3344.68           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $475000.00         | $368703.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $5218.00           | $4748.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $4000.00           | $3614.55           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $3048.00           | $1873.21           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $32305984.00       | $29105322.99       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $978.60            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.5000%  | N/A     | $1024.00           | $957.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $2035.00           | $1824.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $2000.00           | $2020.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 7.0000%  | N/A     | $1008.00           | $417.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $987.26            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $6304.00           | $5099.95           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $2000.00           | $1889.45           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1024.00           | $837.77            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $1002.00           | $1016.06           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $1008.00           | $469.03            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1008.00           | $656.23            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-12-20      | 5.8750%  | N/A     | $7994.00           | $770.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.5000%  | N/A     | $2016.00           | $1937.18           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $2000.00           | $1086.55           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $821.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $2085.00           | $1864.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 7.0000%  | N/A     | $2000.00           | $1950.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $3198.00           | $2636.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $1008.00           | $1032.31           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $914.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 4.5000%  | N/A     | $2000.00           | $1842.50           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $2048.00           | $1751.12           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $3000.00           | $2895.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $2069.00           | $1826.71           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $900000.00         | $673037.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $3001.00           | $3139.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $3033.00           | $2952.43           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $4000.00           | $4042.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $2103.00           | $2087.83           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 7.0000%  | N/A     | $1000.00           | $986.68            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $2048.00           | $1491.57           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $990.28            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $2040.00           | $1970.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $3082.00           | $2726.60           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $3008.00           | $2254.39           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $3006.00           | $2704.64           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $2003.00           | $2019.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $3001.00           | $2968.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $3136.00           | $2586.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $751.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $1011.00           | $999.30            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1008.00           | $983.76            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $3004.00           | $2878.67           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1120.00           | $1014.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $4000.00           | $3375.94           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $3000.00           | $3012.61           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $2078.00           | $1365.30           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $2016.00           | $1969.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $33000.00          | $29904.98          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $10226.00          | $9055.87           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $1643.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $1000.00           | $1016.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $2000.00           | $1896.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 5.0000%  | N/A     | $3573000.00        | $3084601.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $2048.00           | $1994.21           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $4036.00           | $3306.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $2000.00           | $1494.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.5000%  | N/A     | $314390.00         | $287783.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $4000.00           | $3848.82           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $4000.00           | $2741.62           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1116.00           | $1058.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $764.98            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $2016.00           | $1946.16           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $644.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 3.5000%  | N/A     | $3092.00           | $2645.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $1024.00           | $1009.27           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 4.5000%  | N/A     | $1000.00           | $952.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 7.0000%  | N/A     | $2006.00           | $1806.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $4000.00           | $3716.08           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $3083.00           | $2987.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $748.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $4131.00           | $3984.31           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $5040.00           | $4934.76           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $3034.00           | $2577.77           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1008.00           | $791.39            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $4104.00           | $3863.57           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.5000%  | N/A     | $4001.00           | $3676.04           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $2000.00           | $1765.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $5000.00           | $4591.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $1040.00           | $1022.57           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $751.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $3007.00           | $2977.32           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1055.00           | $1025.32           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 7.0000%  | N/A     | $4000.00           | $4273.27           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $4078.00           | $3005.89           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1262.00           | $1229.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $4000.00           | $3950.46           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $1024.00           | $936.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $1002.00           | $1013.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $1001.00           | $1016.54           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $1024.00           | $661.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $5035.00           | $4983.89           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1051.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $2000.00           | $1820.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $3072.00           | $2889.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.5000%  | N/A     | $2048.00           | $1967.54           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1002.00           | $941.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $926.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $2000.00           | $1830.79           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $4129.00           | $3200.57           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $6623568.00        | $4781764.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $971.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1006.68           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $7197.00           | $7025.03           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $4213.00           | $4111.92           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $11272.00          | $7576.82           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $2000.00           | $1980.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2071.00           | $1774.62           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 4.5000%  | N/A     | $1001.00           | $964.40            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1080000.00        | $935276.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $939.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $735.98            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $3000.00           | $2886.52           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $2000.00           | $1588.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 7.0000%  | N/A     | $1000.00           | $899.32            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1003.00           | $1005.03           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $4008.00           | $3772.75           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $3001.00           | $2975.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $3120.00           | $2494.32           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $3024.00           | $2807.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1020.00           | $805.99            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $887.76            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $2010.00           | $1713.76           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $2000.00           | $2018.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $944.97            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 7.0000%  | N/A     | $2000.00           | $1912.18           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $2265836.00        | $2379889.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $941.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $976.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $842.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $2000.00           | $1983.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $2000.00           | $1961.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $5001.00           | $4826.68           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $3127.00           | $2727.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $3039.00           | $3051.54           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $3035.00           | $2742.92           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1008.00           | $933.26            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $5105.00           | $4512.28           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $4096.00           | $3572.68           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1001.00           | $867.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $2001.00           | $2073.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 4.5000%  | N/A     | $3000.00           | $2696.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $210000.00         | $175684.51         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $4300000.00        | $328147.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $2070.00           | $1614.25           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $1024.00           | $1015.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $842.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $915.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $3079.00           | $3056.19           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 7.0000%  | N/A     | $3001.00           | $2554.08           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $3001.00           | $2723.69           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1016.50           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 7.0000%  | N/A     | $2000.00           | $1855.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $5088.00           | $4443.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $6041.00           | $5878.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $4087.00           | $3407.87           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $2000.00           | $1985.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $3000.00           | $2896.44           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $949.78            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $2000.00           | $1632.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $2028.00           | $2065.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $2000.00           | $1738.21           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 4.5000%  | N/A     | $1008.00           | $938.98            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $2067.00           | $1509.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1003.00           | $1014.81           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1027.00           | $778.85            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $3072.00           | $3019.76           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1001.00           | $1038.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $2048.00           | $1630.39           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $4122.00           | $3222.71           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $2000.00           | $1736.69           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $4000.00           | $3852.32           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $2029.00           | $1799.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $99925.00          | $72170.10          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $2003.00           | $1954.11           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $2000.00           | $1841.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $5024.00           | $4405.46           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1894.00           | $1436.73           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $16036448.00       | $11896847.52       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $4096.00           | $3680.36           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $5120.00           | $4674.08           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $4000.00           | $4074.70           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $847.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $4012.00           | $3562.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $2048.00           | $2027.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $4064.00           | $2967.84           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $849.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $993.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $5120.00           | $4448.11           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $4016.00           | $3687.70           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 3.5000%  | N/A     | $2021.00           | $1820.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1322950.00        | $685314.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 7.0000%  | N/A     | $1122.00           | $772.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1012.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $1040.00           | $1002.93           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 7.0000%  | N/A     | $1415.00           | $1075.19           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $30466816.00       | $22665830.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $9204.00           | $6766.87           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $4010.00           | $3591.67           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $3000.00           | $2709.36           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $2102.00           | $2062.82           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $2000.00           | $1960.09           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $6178.00           | $4257.75           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $3179.00           | $2806.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.5000%  | N/A     | $1000.00           | $956.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $2001.00           | $1356.24           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $3000.00           | $2656.55           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.0000%  | N/A     | $1024.00           | $975.39            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1024.00           | $895.83            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $2000.00           | $1948.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $731000.00         | $586508.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $843.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $3194.00           | $3146.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $2052.00           | $2079.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $4033.00           | $4168.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $9048.00           | $6526.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $4000.00           | $3783.52           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1029.00           | $747.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $3000.00           | $2822.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $5028.00           | $4622.79           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $3000.00           | $2399.73           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 4.5000%  | N/A     | $2000.00           | $1691.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $929.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $4064.00           | $3985.76           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.0000%  | N/A     | $1013.00           | $894.43            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $843.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $3000.00           | $2702.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2000.00           | $1654.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.0000%  | N/A     | $1008.00           | $986.45            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $982.65            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $4024.00           | $3474.79           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $5008.00           | $4740.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 3.5000%  | N/A     | $2000.00           | $1775.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 6.5000%  | N/A     | $1000.00           | $1058.58           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $6018.00           | $5657.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $3042.00           | $1983.78           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 4.5000%  | N/A     | $744000.00         | $420017.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $2146.00           | $1357.55           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.5000%  | N/A     | $1000.00           | $980.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 4.5000%  | N/A     | $1024.00           | $992.99            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $1008.00           | $982.23            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $6000.00           | $4456.64           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $4047.00           | $3736.19           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $1000.00           | $1011.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2022.00           | $2090.27           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $2000.00           | $1833.92           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 7.0000%  | N/A     | $2220.00           | $1432.65           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $3001.00           | $2756.81           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1045.11           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1002.00           | $857.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $2028.00           | $2023.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $4109.00           | $3584.58           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1008.00           | $881.68            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $3050.00           | $2684.64           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $8227.00           | $8173.66           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $2161.00           | $2096.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $2048.00           | $1928.06           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $2000.00           | $1950.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 4.5000%  | N/A     | $4000.00           | $3859.01           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 7.0000%  | N/A     | $2000.00           | $1118.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $2039.00           | $1422.39           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $70000.00          | $50067.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1008.00           | $855.78            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $1816.00           | $1800.52           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $3000.00           | $2877.43           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1002.00           | $854.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $6055.00           | $5588.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $1015.00           | $1009.51           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $12024.00          | $10133.69          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $4096.00           | $3794.46           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $2088.00           | $2025.77           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2000.00           | $1952.99           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $4152.00           | $4034.51           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $966.97            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $4003.00           | $3753.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $851.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $1133.00           | $1128.44           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $2000.00           | $1997.31           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $898.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $2115.00           | $1874.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $2045.00           | $2022.58           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $8031.00           | $7085.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2000.00           | $1730.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $370979.00         | $280135.56         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $52356544.00       | $42452322.99       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $3000.00           | $3049.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1024.00           | $1026.32           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $2000.00           | $1864.63           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $1079.00           | $878.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $8030.00           | $4937.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $4691460.00        | $4725717.69        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1024.00           | $1016.24           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $2016.00           | $1668.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $1047.00           | $988.93            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 7.0000%  | N/A     | $2000.00           | $1854.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $2000.00           | $1745.58           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $3000.00           | $2196.73           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 7.0000%  | N/A     | $1000.00           | $1063.07           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $3102.00           | $2985.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $4112.00           | $2907.88           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $32442800.00       | $25556613.26       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $873.19            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $5275.00           | $4557.31           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $3116.00           | $2684.71           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1024.00           | $921.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $2150.00           | $1866.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $3001.00           | $2367.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $934.89            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $2175.00           | $2045.32           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $934.13            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1025.00           | $926.82            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $2555.00           | $2447.86           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $2048.00           | $1966.58           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $2000.00           | $1406.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $4864.00           | $4737.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1008.00           | $1037.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1034.39           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $2000.00           | $1199.99           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 6.0000%  | N/A     | $4000.00           | $4140.06           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1037.22           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $909.43            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1274614.00        | $1342690.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $3000.00           | $3133.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $1008.00           | $1016.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $5007.00           | $4926.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 7.0000%  | N/A     | $6056.00           | $2919.31           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $5120.00           | $4838.76           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $5120.00           | $4704.88           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $2001.00           | $2012.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $10103.00          | $10237.49          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $2016.00           | $2014.06           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 7.0000%  | N/A     | $2007.00           | $1987.30           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $8075.00           | $6893.03           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $2000.00           | $1921.37           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $2000.00           | $1997.71           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $3001188.00        | $2808904.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $493305.00         | $462160.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 4.0000%  | N/A     | $3005.00           | $2716.86           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $984.33            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $3001.00           | $2055.46           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1008.00           | $824.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $989.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $2077.00           | $1857.81           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $2075.00           | $2058.55           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $5165.00           | $4831.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $902.62            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1002.00           | $880.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 7.0000%  | N/A     | $1000.00           | $815.78            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1087.00           | $897.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $2000.00           | $1713.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $4036.00           | $3830.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1113.00           | $1062.67           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 7.0000%  | N/A     | $1000.00           | $894.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $2000.00           | $1806.15           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $7168.00           | $4884.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.5000%  | N/A     | $2023.00           | $1922.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $300000.00         | $204363.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $44793344.00       | $43276544.78       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 7.0000%  | N/A     | $2000.00           | $1926.51           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $3024.00           | $2945.78           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1047.00           | $858.62            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 7.0000%  | N/A     | $1000.00           | $362.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $1000.00           | $961.45            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1085470.00        | $853431.51         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $6024.00           | $5062.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 7.0000%  | N/A     | $3000.00           | $2997.62           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 7.0000%  | N/A     | $1394876.00        | $1495251.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $3071.00           | $3021.79           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $3000.00           | $2411.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $4002.00           | $4057.12           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $4012.00           | $4032.62           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 7.0000%  | N/A     | $1001.00           | $1065.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $1000.00           | $1015.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $998.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $1001.00           | $988.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $3033.00           | $2886.32           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $7064.00           | $6960.45           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $1024.00           | $991.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $59421800.00       | $54256549.77       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.0000%  | N/A     | $1110.00           | $1099.19           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $2000.00           | $1956.76           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $3088.00           | $2940.11           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $2100.00           | $1960.21           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $1634.86           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $795.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 3.0000%  | N/A     | $69000.00          | $57438.95          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $4069.00           | $3460.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $4024.00           | $3987.62           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $5407.00           | $4775.19           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $2000.00           | $1854.79           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $6149.00           | $5545.86           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $3005.00           | $2582.55           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1213.00           | $1191.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $5110.00           | $4852.37           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $807.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $2010.00           | $1740.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 4.0000%  | N/A     | $5000.00           | $4004.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | 4.0000%  | N/A     | $5000.00           | $211.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $3000.00           | $1591.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $1018.00           | $108.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1053.00           | $811.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $1000.00           | $323.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $4143.00           | $3907.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $2012.00           | $1489.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $1003.00           | $591.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-02-01      | 1.5000%  | N/A     | $2000.00           | $590.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $1060.00           | $8.20              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $2770000.00        | $2149770.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $207837.00         | $127529.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $749000.00         | $48875.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $2078.00           | $1272.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.0000%  | N/A     | $1000.00           | $122.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $3048.00           | $2748.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $745.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $36989.00          | $33522.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1060.00           | $1048.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $40000.00          | $35399.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.0000%  | N/A     | $5998.00           | $119.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1832080.00        | $1489588.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $1225.00           | $165.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $5000.00           | $4505.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.0000%  | N/A     | $4000.00           | $56.48             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 2.5000%  | N/A     | $3013.00           | $753.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $2000.00           | $1818.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $2000.00           | $480.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $716.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $3072.00           | $2389.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 2.0000%  | N/A     | $2000.00           | $833.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $4096.00           | $3753.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $3000.00           | $2585.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $4000.00           | $3916.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $3001.00           | $2475.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $3000.00           | $2338.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.0000%  | N/A     | $1012.00           | $15.45             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $2026.00           | $1718.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | 5.5000%  | N/A     | $4000.00           | $2688.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $1001.00           | $16.55             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 3.5000%  | N/A     | $2000.00           | $1278.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $966.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | 4.0000%  | N/A     | $8194.00           | $813.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $17661280.00       | $12529250.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $910.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $811.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $1000.00           | $39.95             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $368000.00         | $243082.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1004.00           | $712.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $3000.00           | $2948.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $2048.00           | $1492.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $16322272.00       | $15828757.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $1001.00           | $93.57             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $1006.00           | $869.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1015.00           | $534.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $3118.00           | $2876.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $3072.00           | $3002.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $5000.00           | $3709.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.5000%  | N/A     | $1003.00           | $17.73             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $308000.00         | $206862.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.5000%  | N/A     | $1000.00           | $299.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-02-01      | 3.0000%  | N/A     | $11008.00          | $1232.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $1241.00           | $918.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $73000.00          | $50529.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $1015.00           | $697.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $1000.00           | $116.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $11000.00          | $4973.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $7000.00           | $2719.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $5050.00           | $3278.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $8271104.00        | $7881414.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $3000.00           | $1749.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | 3.0000%  | N/A     | $1001.00           | $111.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $4037.00           | $3857.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $2002.00           | $1499.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $973.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-04-01      | 6.0000%  | N/A     | $1000.00           | $752.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $1008.00           | $272.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $2066.00           | $2002.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $1023.00           | $1062.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $1000.00           | $995.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-05-01      | 3.5000%  | N/A     | $5001.00           | $507.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $4042.00           | $2636.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $4000.00           | $2469.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1045.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.5000%  | N/A     | $2000.00           | $1437.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.5000%  | N/A     | $2000.00           | $1415.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $2000.00           | $1206.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2113.00           | $1726.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $731.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5000%  | N/A     | $2000.00           | $793.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $499.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $3104.00           | $2943.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.0000%  | N/A     | $5000.00           | $880.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1024.00           | $679.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.5000%  | N/A     | $1000.00           | $13.89             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $2003.00           | $361.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 7.0000%  | N/A     | $2336.00           | $1764.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $776.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $649.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 6.0000%  | N/A     | $3056.00           | $68.04             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $1000.00           | $34.87             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $1071.00           | $764.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $22730208.00       | $17997424.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $1020080.00        | $1062742.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $2048.00           | $2022.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $3000.00           | $490.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-25      | 3.0000%  | N/A     | $3000.00           | $1989.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $3118.00           | $2912.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $2021.00           | $1884.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $2016.00           | $1941.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.5000%  | N/A     | $1000.00           | $851.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-01-01      | 4.5000%  | N/A     | $886000.00         | $36805.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $822.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $2084.00           | $2018.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | 4.0000%  | N/A     | $65000.00          | $1332.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $3000.00           | $2905.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $3000.00           | $2543.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1097.00           | $1062.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $4000.00           | $2636.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $4000.00           | $3251.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $501000.00         | $135756.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $175093.00         | $108166.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $4138120.00        | $3148141.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $3016.00           | $532.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $745.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $2000.00           | $1872.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $10026.00          | $7456.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $2006.00           | $1852.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $1003.00           | $178.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $2000.00           | $1801.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1001.00           | $687.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 2.0000%  | N/A     | $4000.00           | $2904.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $230000.00         | $155053.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $2000.00           | $1183.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $2441140.00        | $1321062.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $2000.00           | $398.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $179042304.00      | $105806636.45      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $2000.00           | $20.47             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | 2.0000%  | N/A     | $2160.00           | $244.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $4008.00           | $389.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $4060.00           | $3915.90           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $4311840.00        | $4426774.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1245.00           | $1232.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2056.00           | $1934.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 2.5000%  | N/A     | $1000.00           | $224.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $3069.00           | $417.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-06-01      | 2.5000%  | N/A     | $3002.00           | $169.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 4.0000%  | N/A     | $8000.00           | $704.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | 5.0000%  | N/A     | $1040.00           | $246.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | 5.5000%  | N/A     | $4067830.00        | $28937.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5000%  | N/A     | $3003.00           | $2545.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $5000.00           | $4710.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.0000%  | N/A     | $2000.00           | $106.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.0000%  | N/A     | $15196672.00       | $12419811.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.0000%  | N/A     | $3000.00           | $280.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-03-01      | 3.0000%  | N/A     | $2000.00           | $190.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.0000%  | N/A     | $2016.00           | $1875.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 3.5000%  | N/A     | $2000.00           | $1487.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-11-01      | 5.0000%  | N/A     | $2002.00           | $22.63             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.5000%  | N/A     | $1024.00           | $718.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $2000.00           | $1894.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $3151.00           | $2570.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $756.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1003.00           | $1004.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $4011.00           | $3504.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-07-01      | 5.5000%  | N/A     | $406732.00         | $236218.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 2.5000%  | N/A     | $3000.00           | $366.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $966.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $3002.00           | $593.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $792.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $1024.00           | $1010.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $906.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1024.00           | $1008.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $1035.00           | $258.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $3034.00           | $2360.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2016.00           | $1918.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $1026.00           | $194.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $301000.00         | $186799.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $2000.00           | $1487.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $2086.00           | $1909.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.5000%  | N/A     | $1000.00           | $95.78             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 1.5000%  | N/A     | $5042.00           | $2604.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $738.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1086.00           | $1105.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $577.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-09-01      | 4.5000%  | N/A     | $1001.00           | $11.76             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $3000.00           | $2592.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $912.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $3462000.00        | $2897411.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $3015.00           | $608.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 4.5000%  | N/A     | $3085.00           | $2903.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.5000%  | N/A     | $2000.00           | $257.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $2000.00           | $717.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $2614310.00        | $2048264.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $8487500.00        | $6091994.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $3072.00           | $2100.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.0000%  | N/A     | $763463.00         | $54820.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $3056.00           | $2853.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | 4.5000%  | N/A     | $241895.00         | $168008.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.0000%  | N/A     | $2623.00           | $1912.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $5024.00           | $4815.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $2000.00           | $1915.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.5000%  | N/A     | $2000.00           | $1331.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $1032.00           | $860.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $761.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $28891.00          | $3428.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $704.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | 4.0000%  | N/A     | $2000.00           | $391.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-10-01      | 4.0000%  | N/A     | $2000.00           | $352.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $4000.00           | $2891.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | 6.0000%  | N/A     | $2010.00           | $1284.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $3202.00           | $3059.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.0000%  | N/A     | $4162.00           | $633.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $15046.00          | $12421.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $534.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $3072.00           | $1835.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $1053.00           | $1016.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $2053.00           | $1726.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $706.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $1000.00           | $15.87             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $2104.00           | $1323.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $1008.00           | $971.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $1008.00           | $964.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $1024.00           | $713.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $1280.00           | $218.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 7.0000%  | N/A     | $1074332.00        | $11909.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1843242.00        | $1547437.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 4.5000%  | N/A     | $1000.00           | $729.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $3158.00           | $2905.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $5223.00           | $4229.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $332003.00         | $244544.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $2032.00           | $2009.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-05-01      | 2.0000%  | N/A     | $1676.00           | $67.04             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $1053.00           | $187.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | 4.0000%  | N/A     | $1008.00           | $164.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $3840.00           | $2353.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $4689880.00        | $4525743.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1000.00           | $438.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.0000%  | N/A     | $1236.00           | $874.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-05-01      | 3.5000%  | N/A     | $6512.00           | $246.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1008.00           | $888.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.0000%  | N/A     | $1000.00           | $109.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $2025.00           | $1894.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1024.00           | $892.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $28988.00          | $20893.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.0000%  | N/A     | $1000.00           | $897.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 4.5000%  | N/A     | $1024.00           | $1000.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-09-01      | 1.5000%  | N/A     | $4000.00           | $2331.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $627.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $1228.00           | $711.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1028.00           | $975.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $2100.00           | $1947.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $6000.00           | $4132.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.0000%  | N/A     | $1000.00           | $97.63             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $108000.00         | $73972.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $2000.00           | $1210.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 3.0000%  | N/A     | $1000.00           | $793.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $4328.00           | $4060.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $913.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $2001.00           | $1449.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $153.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $607.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $1024.00           | $659.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $1055.00           | $911.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.0000%  | N/A     | $56659.00          | $30369.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-25      | 3.0000%  | N/A     | $4110.00           | $3171.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $4016.00           | $2334.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-03-01      | 5.0000%  | N/A     | $1000.00           | $139.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.0000%  | N/A     | $1476.00           | $1134.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $1001.00           | $500.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1010.00           | $583.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.5000%  | N/A     | $3072.00           | $2494.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.5000%  | N/A     | $4078.00           | $3877.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.0000%  | N/A     | $65974.00          | $33985.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $3005.00           | $2852.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $2048.00           | $1907.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $10006.00          | $1446.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.5000%  | N/A     | $3101.00           | $91.83             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1024.00           | $1004.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 2.5000%  | N/A     | $4116.00           | $3152.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 2.5000%  | N/A     | $3012.00           | $2176.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $2048.00           | $2004.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 3.5000%  | N/A     | $3001.00           | $291.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $8493010.00        | $8399907.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $837.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $2284.00           | $1701.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $522.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $5003.00           | $1307.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | 7.0000%  | N/A     | $3026.00           | $78.79             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.0000%  | N/A     | $1000.00           | $965.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $2080.00           | $1425.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 3.5000%  | N/A     | $2581.00           | $1968.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $653.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $3090.00           | $2302.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 5.0000%  | N/A     | $1120.00           | $1100.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $4000.00           | $3376.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | 2.0000%  | N/A     | $1000.00           | $7.62              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $946.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $644.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $4171.00           | $768.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.0000%  | N/A     | $5000.00           | $3529.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | 2.5000%  | N/A     | $1000.00           | $160.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $4000.00           | $3045.54           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $2000.00           | $204.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 3.0000%  | N/A     | $11002.00          | $902.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-03-01      | 4.5000%  | N/A     | $4079.00           | $2633.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1009.00           | $1016.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-02-01      | 2.5000%  | N/A     | $3000.00           | $42.76             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $981.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2080.00           | $1944.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 4.5000%  | N/A     | $1000.00           | $979.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $1000.00           | $253.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 4.0000%  | N/A     | $1766.00           | $75.75             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $686.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-08-01      | 5.0000%  | N/A     | $2001.00           | $28.07             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $4000.00           | $2568.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $1214528.00        | $323843.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $761.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $6000.00           | $2142.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1024.00           | $880.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 3.0000%  | N/A     | $1000.00           | $116.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $2148.00           | $1874.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.0000%  | N/A     | $2000.00           | $1534.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $983.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $2000.00           | $1353.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1840000.00        | $1259414.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $5000.00           | $3857.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $1850.00           | $1780.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $1002.00           | $822.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.0000%  | N/A     | $1000.00           | $142.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $2000.00           | $1625.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.0000%  | N/A     | $2000.00           | $428.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $2056.00           | $1608.54           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $2000.00           | $559.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | 4.5000%  | N/A     | $1973990.00        | $41528.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.0000%  | N/A     | $2000.00           | $370.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.5000%  | N/A     | $2609670.00        | $2241217.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | 3.5000%  | N/A     | $2000.00           | $162.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1117.00           | $809.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $4112.00           | $3295.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $2000.00           | $2104.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 3.5000%  | N/A     | $1000.00           | $883.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-06-01      | 3.0000%  | N/A     | $1024000.00        | $54860.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-04-01      | 5.0000%  | N/A     | $1000.00           | $703.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.0000%  | N/A     | $4000.00           | $545.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 2.5000%  | N/A     | $2009.00           | $332.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $3081.00           | $3046.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $2000.00           | $1628.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 6.0000%  | N/A     | $4000.00           | $1749.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | 3.0000%  | N/A     | $5178.00           | $2285.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $2000.00           | $1290.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 3.0000%  | N/A     | $16999000.00       | $6150190.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $2049.00           | $1972.66           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 3.0000%  | N/A     | $1120.00           | $172.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 4.0000%  | N/A     | $1000.00           | $101.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $646.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $3198.00           | $2829.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $5132.00           | $4801.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $4165.00           | $3913.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $733.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $783.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $970.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $1216.00           | $306.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $6182.00           | $5830.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-05-01      | 2.5000%  | N/A     | $3000.00           | $106.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $4210.00           | $413.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 4.0000%  | N/A     | $2000.00           | $1003.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $2000.00           | $1962.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $2000.00           | $1429.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $752.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $1000.00           | $497.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $3000.00           | $2430.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $5067.00           | $4480.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $849.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $1001.00           | $801.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $3000.00           | $3035.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 8.5000%  | N/A     | $13454.00          | $453.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $2000.00           | $31.66             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $3016.00           | $2583.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | 4.5000%  | N/A     | $2000.00           | $477.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1341490.00        | $1344153.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 4.0000%  | N/A     | $1999.00           | $232.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $13749.00          | $6634.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $2057.00           | $1288.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $2000.00           | $111.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $560.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-09-01      | 4.0000%  | N/A     | $9003.00           | $240.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $5158.00           | $4719.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2040.00           | $1696.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $5145.00           | $4941.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $3105.00           | $2400.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 2.9400%  | N/A     | $3000.00           | $2075.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 3.5000%  | N/A     | $3000.00           | $341.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $5000.00           | $3590.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $3029.00           | $2308.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 3.0000%  | N/A     | $5300000.00        | $1079702.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $4010.00           | $321.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-05-01      | 2.5000%  | N/A     | $4000.00           | $369.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $2048.00           | $1946.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $3072.00           | $2954.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $2000.00           | $819.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $2000.00           | $1393.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1024.00           | $1013.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.5000%  | N/A     | $1016.00           | $8.26              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.5000%  | N/A     | $3005.00           | $134.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.5000%  | N/A     | $2000.00           | $585.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 6.0000%  | N/A     | $1000.00           | $431.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $24996864.00       | $24722842.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $1000.00           | $968.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $890.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $4096.00           | $3899.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $5000.00           | $4563.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $1000.00           | $759.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.5000%  | N/A     | $21000.00          | $3389.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $5241.00           | $4509.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2304.00           | $2177.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $2069.00           | $1542.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $4001.00           | $2435.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $4048.00           | $3952.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1029.00           | $864.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.5000%  | N/A     | $1000.00           | $52.91             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 6.0000%  | N/A     | $4037.00           | $3551.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $885.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $5174272.00        | $5101652.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $51904.00          | $2547.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $4143.00           | $262.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $2000.00           | $1532.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1113398.00        | $883761.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $3074.00           | $2974.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $1000.00           | $472.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1055.00           | $1023.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $2048.00           | $2004.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.5000%  | N/A     | $2003.00           | $1441.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.0000%  | N/A     | $1678700.00        | $1736545.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.0000%  | N/A     | $2248000.00        | $162635.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 2.5000%  | N/A     | $1000.00           | $176.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $3000.00           | $2272.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 2.5000%  | N/A     | $2000.00           | $1258.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $850.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $9000.00           | $6753.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $804.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.0000%  | N/A     | $1000.00           | $89.12             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.0000%  | N/A     | $3000.00           | $2710.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $1054.00           | $1024.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.0000%  | N/A     | $1000.00           | $927.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $4000.00           | $3041.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1003.00           | $738.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 4.0000%  | N/A     | $6000.00           | $846.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $1000.00           | $89.33             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 2.5000%  | N/A     | $5003.00           | $875.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.5000%  | N/A     | $1000.00           | $957.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $2074000.00        | $1370211.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $4177.00           | $3906.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $3000.00           | $2054.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 2.0000%  | N/A     | $6000.00           | $4250.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-06-01      | 5.0000%  | N/A     | $2207380.00        | $81428.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $2002.00           | $1717.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-02-01      | 4.0000%  | N/A     | $1000.00           | $25.64             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $2799132.00        | $1885976.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 3.0000%  | N/A     | $8000.00           | $4249.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $2008.00           | $1537.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $148000.00         | $77353.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $59879.00          | $53061.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.5000%  | N/A     | $2000.00           | $1690.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.5000%  | N/A     | $1000.00           | $524.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $13000.00          | $8819.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $1001.00           | $14.38             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $2000.00           | $1701.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1061.00           | $989.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $925.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $2144.00           | $2001.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $119.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 3.0000%  | N/A     | $3000.00           | $420.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $2048.00           | $1724.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 1.5000%  | N/A     | $2000.00           | $729.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1032.00           | $982.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $5000.00           | $3959.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.5000%  | N/A     | $1000.00           | $224.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $7254.00           | $818.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $2073.00           | $2054.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $5000.00           | $3906.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | 5.5000%  | N/A     | $5000.00           | $4157.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-12-01      | 4.0000%  | N/A     | $3905100.00        | $174011.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $2016.00           | $1315.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.0000%  | N/A     | $1000.00           | $39.39             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1008.00           | $864.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $4084064.00        | $4055048.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $712.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1120.00           | $1021.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 5.5000%  | N/A     | $3010.00           | $2945.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $2000.00           | $1109.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $2000.00           | $1947.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 6.5000%  | N/A     | $3000.00           | $2297.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.0000%  | N/A     | $1000.00           | $379.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $6759744.00        | $7062922.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-25      | 2.0000%  | N/A     | $1000.00           | $653.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $5120.00           | $4827.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $2000.00           | $415.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 5.0000%  | N/A     | $2053.00           | $641.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.5000%  | N/A     | $7153.00           | $371.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $861.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $2000.00           | $1170.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-04-01      | 3.5000%  | N/A     | $5000.00           | $192.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $4000.00           | $2954.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.0000%  | N/A     | $4000.00           | $448.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $814.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $25000.00          | $2959.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $2000.00           | $109.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2030.00           | $2043.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1000.00           | $149.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 5.0000%  | N/A     | $1000.00           | $580.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $4143.00           | $3536.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 2.5000%  | N/A     | $6215000.00        | $4693807.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $2059.00           | $1787.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $995.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 2.5000%  | N/A     | $2048.00           | $365.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1024.00           | $802.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $667.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $2016.00           | $2023.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1176.00           | $1168.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.5000%  | N/A     | $378000.00         | $79195.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.0000%  | N/A     | $1000.00           | $969.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 3.5000%  | N/A     | $1000.00           | $209.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $1000.00           | $405.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $2002.00           | $299.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-02-01      | 3.0000%  | N/A     | $5000.00           | $548.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $978.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $1000.00           | $110.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 3.0000%  | N/A     | $1000.00           | $747.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 3.5000%  | N/A     | $1000.00           | $756.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | 5.0000%  | N/A     | $1001.00           | $602.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $1072.00           | $738.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $4837000.00        | $3082241.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5000%  | N/A     | $4061.00           | $167.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-12-01      | 3.5000%  | N/A     | $3000.00           | $252.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $3072.00           | $2913.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $1000.00           | $796.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $13325.00          | $3741.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $565.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $2000.00           | $1246.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.5000%  | N/A     | $1000.00           | $994.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $6171.00           | $4309.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.0000%  | N/A     | $33000.00          | $1874.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $1002.00           | $764.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.5000%  | N/A     | $1000.00           | $398.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $2055.00           | $2010.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $2000.00           | $178.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 7.0000%  | N/A     | $1346.00           | $813.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.0000%  | N/A     | $4096.00           | $291.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $26637184.00       | $3240541.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 3.0000%  | N/A     | $1000.00           | $705.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $2080.00           | $1647.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $3034.00           | $2980.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $27800.00          | $3395.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1039.00           | $910.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.0000%  | N/A     | $2048.00           | $1721.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $6201.00           | $4906.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $3101.00           | $3101.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $589.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 4.0000%  | N/A     | $1000.00           | $853.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $1008.00           | $923.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $2048.00           | $1916.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $783.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $14000.00          | $1139.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $4131.00           | $3670.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $759.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $5000.00           | $4521.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $4200.00           | $3609.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | 2.5000%  | N/A     | $2000.00           | $73.51             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1024.00           | $1013.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $3000.00           | $2607.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $1001.00           | $254.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1064.00           | $1042.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $983.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $2000.00           | $1554.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-10-01      | 4.5000%  | N/A     | $1003.00           | $10.88             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $675.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $2000.00           | $137.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-05-01      | 4.5000%  | N/A     | $79005.00          | $1969.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-03-01      | 2.5000%  | N/A     | $1000.00           | $405.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $2063.00           | $1739.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1508024.00        | $1282054.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $1024.00           | $1081.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $720.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $1001.00           | $494.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $965.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1024.00           | $1006.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | 3.0000%  | N/A     | $3000.00           | $400.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 1.5000%  | N/A     | $2000.00           | $1198.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $1000.00           | $942.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $625.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $2048.00           | $2013.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-25      | 3.5000%  | N/A     | $5186.00           | $3871.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | 5.0000%  | N/A     | $1013.00           | $28.95             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $3008.00           | $2241.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $2113.00           | $2071.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $2073672.00        | $2016484.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $1000.00           | $237.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2048.00           | $1815.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $2025.00           | $1985.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 3.5000%  | N/A     | $6005.00           | $4921.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 4.0000%  | N/A     | $2000.00           | $888.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 5.5000%  | N/A     | $9005.00           | $327.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $2000.00           | $1512.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.0000%  | N/A     | $6031.00           | $1337.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | 3.5000%  | N/A     | $2000.00           | $141.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-02-01      | 6.5000%  | N/A     | $1000.00           | $275.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 5.8500%  | N/A     | $3060420.00        | $26772.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $4096.00           | $3250.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $134578.00         | $78828.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $778.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $2401984.00        | $2028838.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $2000.00           | $1997.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $2000.00           | $1642.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1004.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $776.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-06-01      | 2.5000%  | N/A     | $3680.00           | $960.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $5136.00           | $4639.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 4.5000%  | N/A     | $6002.00           | $272.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $4033.00           | $3819.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $3000.00           | $1657.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $4000.00           | $2988.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1081.00           | $1081.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $12757488.00       | $9559887.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 5.0000%  | N/A     | $1000.00           | $145.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $50000000.00       | $37780163.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $2000.00           | $1572.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $15000.00          | $2793.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.0000%  | N/A     | $2100000.00        | $58212.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $3000.00           | $2478.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $38855936.00       | $29034831.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.0000%  | N/A     | $1000.00           | $106.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $4000.00           | $1284.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $1000.00           | $839.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $4029200.00        | $3428109.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $4280.00           | $3108.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $5000.00           | $4713.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.5000%  | N/A     | $1005.00           | $868.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $4000.00           | $3694.54           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $6109344.00        | $6046998.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $3000.00           | $2712.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $3000.00           | $2568.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $3072.00           | $3013.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 4.0000%  | N/A     | $1000.00           | $23.29             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $1041.00           | $785.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-09-01      | 3.0000%  | N/A     | $2402870.00        | $107361.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $2001.00           | $1764.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-01-01      | 3.0000%  | N/A     | $1003.00           | $95.84             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.0000%  | N/A     | $11000.00          | $9024.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $2094.00           | $2063.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 5.0000%  | N/A     | $1000.00           | $815.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $15000.00          | $10502.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $4000.00           | $3766.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $1000.00           | $290.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | 4.5000%  | N/A     | $1023.00           | $209.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1006.00           | $520.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $5001.00           | $4303.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $946.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $684.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.0000%  | N/A     | $1000.00           | $101.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $934.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $4000.00           | $3889.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $672.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $4078.00           | $3400.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $5024.00           | $4640.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2048.00           | $1950.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $1000.00           | $499.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1002.00           | $1001.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $2055.00           | $1674.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $492172.00         | $70426.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $2000.00           | $1760.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1024.00           | $902.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $2048.00           | $1583.23           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.0000%  | N/A     | $1000.00           | $99.72             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.0000%  | N/A     | $1000.00           | $352.61            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-04-20      | 2.5000%  | N/A     | $5410.00           | $684.60            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1000.00           | $776.10            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | 4.5000%  | N/A     | $2000.00           | $1622.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-12-15      | 4.0000%  | N/A     | $3001.00           | $1036.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $1000.00           | $580.47            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $1000.00           | $1051.90           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-03-15      | 3.5000%  | N/A     | $1000.00           | $73.13             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $1086.00           | $992.91            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | 5.0000%  | N/A     | $2214.00           | $1033.51           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $2000.00           | $2063.66           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $2537.00           | $2145.54           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1000.00           | $1044.89           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $2000.00           | $413.53            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-01-15      | 3.5000%  | N/A     | $1000.00           | $96.13             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.0000%  | N/A     | $1000.00           | $487.79            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $1000.00           | $81.10             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.0000%  | N/A     | $8000.00           | $2650.98           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.5000%  | N/A     | $1008.00           | $103.23            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1994.00           | $2064.14           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-03-15      | 3.0000%  | N/A     | $3878.00           | $624.44            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.0000%  | N/A     | $1000.00           | $604.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1006.00           | $1024.10           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $3000.00           | $3162.44           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $1000.00           | $1058.37           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1008.00           | $1030.80           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-05-15      | 4.5000%  | N/A     | $1000.00           | $38.65             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $1000.00           | $982.27            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-04-20      | 5.5000%  | N/A     | $1000.00           | $729.37            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-15      | 4.0000%  | N/A     | $3000.00           | $1290.48           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-12-15      | 5.0000%  | N/A     | $1010.00           | $34.93             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.0000%  | N/A     | $1000.00           | $926.25            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $1000.00           | $1054.20           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.0000%  | N/A     | $1000.00           | $144.80            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $1000.00           | $998.70            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $885.97            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $1000.00           | $1007.20           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.5000%  | N/A     | $1000.00           | $50.84             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $3002.00           | $3238.88           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $8000.00           | $4741.22           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $1000.00           | $47.52             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.0000%  | N/A     | $1000.00           | $1061.07           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $2000.00           | $2075.49           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-09-20      | 3.5000%  | N/A     | $1004.00           | $112.01            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | 4.5000%  | N/A     | $5000.00           | $2749.98           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $1000.00           | $695.95            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-05-15      | 4.5000%  | N/A     | $47271.00          | $1855.82           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1007.00           | $1022.81           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-05-20      | 3.5000%  | N/A     | $1000.00           | $239.12            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $4000.00           | $3995.08           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-01-15      | 3.0000%  | N/A     | $1000.00           | $316.19            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $3000.00           | $33.84             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1000.00           | $1025.70           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-07-15      | 3.0000%  | N/A     | $1000.00           | $116.57            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-09-15      | 4.0000%  | N/A     | $1000.00           | $41.42             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-10-15      | 4.5000%  | N/A     | $1000.00           | $34.88             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2067-08-15      | 6.3000%  | N/A     | $1000.00           | $1081.03           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1005.00           | $1022.10           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 2.5000%  | N/A     | $1018.00           | $599.79            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.5000%  | N/A     | $1000.00           | $203.98            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.5000%  | N/A     | $1000.00           | $1015.47           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-07-15      | 5.0000%  | N/A     | $1000.00           | $122.58            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.0000%  | N/A     | $8584.00           | $1086.20           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-09-15      | 3.5000%  | N/A     | $1000.00           | $187.27            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-10-20      | 3.0000%  | N/A     | $1000.00           | $271.83            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-09-15      | 6.5000%  | N/A     | $2006.00           | $17.80             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-01-20      | 5.0000%  | N/A     | $1000.00           | $61.83             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1999.00           | $2069.99           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.0000%  | N/A     | $1001.00           | $531.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-04-15      | 4.5000%  | N/A     | $3000.00           | $867.08            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $1000.00           | $1054.86           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $4000.00           | $4135.46           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-04-20      | 3.5000%  | N/A     | $3000.00           | $393.33            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $1000.00           | $193.47            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1000.00           | $1018.05           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | 3.0000%  | N/A     | $1160.00           | $543.21            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-06-20      | 4.0000%  | N/A     | $1000.00           | $66.23             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1000.00           | $1056.39           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-01-20      | 6.0000%  | N/A     | $1000.00           | $30.58             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $1000.00           | $1042.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $2000.00           | $2044.56           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.5000%  | N/A     | $4638.00           | $375.54            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.0000%  | N/A     | $1000.00           | $539.70            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.0000%  | N/A     | $3000.00           | $267.98            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1000.00           | $1018.05           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-03-20      | 3.0000%  | N/A     | $1252.00           | $96.18             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.5000%  | N/A     | $1001.00           | $951.36            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-10-15      | 4.0000%  | N/A     | $1001.00           | $43.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $1000.00           | $1036.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-15      | 4.0000%  | N/A     | $3000.00           | $1353.12           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $3000.00           | $3113.49           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-01-15      | 6.5000%  | N/A     | $2000.00           | $90.41             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 5.5000%  | N/A     | $1000.00           | $437.07            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 4.0000%  | N/A     | $1075.00           | $395.49            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $1002.00           | $1072.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $1000.00           | $1040.86           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.5000%  | N/A     | $4198.00           | $2370.36           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.0000%  | N/A     | $2000.00           | $314.40            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $1000.00           | $1052.69           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-10-20      | 4.0000%  | N/A     | $1665.00           | $103.15            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $2000.00           | $1990.26           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.0000%  | N/A     | $4000.00           | $429.67            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1000.00           | $1011.50           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-02-20      | 6.5000%  | N/A     | $3218.00           | $2293.85           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $1090.00           | $490.43            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-01-20      | 5.0000%  | N/A     | $3017.00           | $474.48            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.5000%  | N/A     | $1000.00           | $458.33            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $3000.00           | $3020.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5000%  | N/A     | $1000.00           | $977.84            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.5000%  | N/A     | $1035.00           | $808.33            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-03-20      | 5.5000%  | N/A     | $1000.00           | $39.75             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $1000.00           | $1020.59           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 2.5000%  | N/A     | $5000.00           | $3309.91           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $1000.00           | $223.78            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-06-20      | 4.0000%  | N/A     | $1000.00           | $92.13             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-01-20      | 4.5000%  | N/A     | $1000.00           | $61.92             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.5000%  | N/A     | $8000.00           | $3681.77           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-09-15      | 4.0000%  | N/A     | $2010.00           | $119.24            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-02-20      | 3.0000%  | N/A     | $1000.00           | $166.32            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $5000.00           | $3424.05           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-09-20      | 2.5000%  | N/A     | $1000.00           | $411.45            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.0000%  | N/A     | $2000.00           | $1454.68           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $1001.00           | $1000.89           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1000.00           | $1016.98           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-01-20      | 4.5000%  | N/A     | $1000.00           | $47.86             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.5000%  | N/A     | $1000.00           | $315.58            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.5000%  | N/A     | $1002.00           | $11.83             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-06-20      | 4.0000%  | N/A     | $1000.00           | $505.73            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.0000%  | N/A     | $1000.00           | $748.66            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $2000.00           | $1248.07           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $1008.00           | $1006.76           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | 4.0000%  | N/A     | $6265.00           | $3193.58           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.0000%  | N/A     | $1000.00           | $979.97            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.0000%  | N/A     | $8000.00           | $4275.39           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $2000.00           | $1033.29           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.5000%  | N/A     | $1000.00           | $46.28             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.5000%  | N/A     | $3000.00           | $217.09            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.0000%  | N/A     | $2000.00           | $255.66            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.5000%  | N/A     | $2012.00           | $432.83            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-02-20      | 4.0000%  | N/A     | $2000.00           | $1290.07           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $4024.00           | $2473.11           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-01-15      | 6.0000%  | N/A     | $1001.00           | $40.65             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-09-15      | 3.0000%  | N/A     | $1000.00           | $112.32            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $1000.00           | $1037.23           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-09-15      | 3.5000%  | N/A     | $3000.00           | $331.78            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-06-20      | 3.0000%  | N/A     | $25000.00          | $2594.90           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.5000%  | N/A     | $1033.00           | $979.94            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-02-15      | 5.0400%  | N/A     | $1000.00           | $981.13            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1001.00           | $1014.10           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1009.00           | $1054.36           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-01-15      | 4.5000%  | N/A     | $2000.00           | $66.99             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1058.00           | $1092.16           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-07-20      | 3.5000%  | N/A     | $12008.00          | $1151.07           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-02-15      | 4.0000%  | N/A     | $1000.00           | $99.38             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-03-20      | 2.0000%  | N/A     | $2000.00           | $1067.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-09-15      | 4.0000%  | N/A     | $1000.00           | $130.50            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.5000%  | N/A     | $1147.00           | $523.42            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.5000%  | N/A     | $1004.00           | $443.97            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.0000%  | N/A     | $2000.00           | $1997.49           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1000.00           | $1018.18           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.0000%  | N/A     | $3002.00           | $381.59            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-05-20      | 4.5000%  | N/A     | $2000.00           | $1172.47           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $2000.00           | $2070.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-05-20      | 3.0000%  | N/A     | $1000.00           | $105.84            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $1000.00           | $1043.29           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1000.00           | $1054.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1999.00           | $1431.94           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-12-15      | 5.0000%  | N/A     | $35900.00          | $630.93            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.0000%  | N/A     | $1016.00           | $707.51            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $4000.00           | $4135.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.5000%  | N/A     | $2000.00           | $1048.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.5000%  | N/A     | $1000.00           | $520.80            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $1000.00           | $906.87            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-12-20      | 6.0000%  | N/A     | $200001.00         | $1797.84           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-06-20      | 3.5000%  | N/A     | $1000.00           | $308.43            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1008.00           | $1028.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.5000%  | N/A     | $1000.00           | $1078.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-04-15      | 4.0000%  | N/A     | $3000.00           | $212.44            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | 5.5000%  | N/A     | $2001.00           | $2043.68           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-04-15      | 6.0000%  | N/A     | $1002.00           | $19.13             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.5000%  | N/A     | $1000.00           | $614.85            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $2000.00           | $2013.24           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-12-20      | 7.0000%  | N/A     | $2008.00           | $1152.71           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.5000%  | N/A     | $1002.00           | $44.04             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1000.00           | $1033.31           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-03-15      | 4.5000%  | N/A     | $1000.00           | $20.87             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-09-20      | 5.5000%  | N/A     | $1000.00           | $730.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $1021.00           | $1001.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $1000.00           | $1058.19           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $8000.00           | $4548.49           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $1000.00           | $687.62            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-12-20      | 7.0000%  | N/A     | $1100.00           | $1147.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-10-20      | 5.5000%  | N/A     | $1000.00           | $29.88             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $1017.00           | $554.30            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $1131.00           | $658.81            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.0000%  | N/A     | $2000.00           | $2044.59           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1001.00           | $1017.54           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1043.00           | $1061.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | 2.5000%  | N/A     | $7000.00           | $3942.75           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-05-15      | 3.0000%  | N/A     | $8000.00           | $1600.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1002.00           | $1018.96           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $3001.00           | $3167.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-20      | 2.5000%  | N/A     | $1000.00           | $595.94            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.5000%  | N/A     | $1513.00           | $802.37            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1008.00           | $1035.39           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.5000%  | N/A     | $1000.00           | $31.05             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.0000%  | N/A     | $1000.00           | $481.72            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $4032.00           | $4167.77           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1000.00           | $1024.47           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $4000.00           | $3994.93           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-12-20      | 5.5000%  | N/A     | $1000.00           | $32.85             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $2916410.00        | $106853.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.5000%  | N/A     | $2096.00           | $62.75             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $2006.00           | $15.49             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.5000%  | N/A     | $1000.00           | $237.69            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.5000%  | N/A     | $8001.00           | $1600.58           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $2022.00           | $369.88            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-12-20      | 2.5000%  | N/A     | $1000.00           | $92.78             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1000.00           | $1012.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-01-20      | 3.5000%  | N/A     | $3001.00           | $1126.03           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.0000%  | N/A     | $1082.00           | $1011.98           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $2024.00           | $968.49            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.0000%  | N/A     | $1001.00           | $646.35            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.0000%  | N/A     | $1000.00           | $84.45             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.0000%  | N/A     | $2000.00           | $1997.48           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $1024.00           | $695.66            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.5000%  | N/A     | $6287.00           | $3711.93           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-02-20      | 6.0000%  | N/A     | $1003.00           | $10.85             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $3998.00           | $4185.59           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-06-20      | 4.0000%  | N/A     | $5000.00           | $2269.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1004.00           | $1019.87           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $1000.00           | $1038.63           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.0000%  | N/A     | $1000.00           | $789.57            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $1028.00           | $458.25            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.0000%  | N/A     | $1000.00           | $478.74            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-02-20      | 6.5000%  | N/A     | $1000.00           | $1058.18           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $3001.00           | $30.88             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 5.0000%  | N/A     | $1000.00           | $410.57            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $4000.00           | $2334.02           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $1029.00           | $1018.08           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 4.0000%  | N/A     | $1000.00           | $867.63            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 8.0000%  | N/A     | $1000.00           | $128.01            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-10-20      | 4.0000%  | N/A     | $2000.00           | $91.50             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1000.00           | $875.49            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-04-20      | 4.0000%  | N/A     | $1016.00           | $85.98             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $4000.00           | $4159.63           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | 3.0000%  | N/A     | $1024.00           | $438.42            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1000.00           | $706.22            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $1001.00           | $1036.77           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-10-20      | 3.0000%  | N/A     | $1000.00           | $126.52            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $1999.00           | $2015.96           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1090.51           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.0000%  | N/A     | $3000.00           | $67.04             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1000.00           | $1021.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $1000.00           | $1048.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $2303.00           | $1241.21           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-05-15      | 4.5000%  | N/A     | $2017.00           | $87.34             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1001.00           | $1022.13           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-04-15      | 4.5000%  | N/A     | $1025.00           | $20.77             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $2000.00           | $1400.94           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.0000%  | N/A     | $6000.00           | $979.20            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-12-20      | 3.5000%  | N/A     | $25779.00          | $2851.53           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-06-15      | 4.5000%  | N/A     | $1000.00           | $227.39            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.5000%  | N/A     | $1009.00           | $26.15             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-07-20      | 6.5000%  | N/A     | $1000.00           | $1049.04           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $1000.00           | $816.36            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1000.00           | $1031.87           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-03-15      | 4.5000%  | N/A     | $1000.00           | $32.79             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2067-11-15      | 6.2100%  | N/A     | $1013.00           | $1084.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2068-03-15      | 5.6500%  | N/A     | $2014.00           | $2127.63           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | 3.5000%  | N/A     | $1000.00           | $525.84            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1000.00           | $590.70            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 3.5000%  | N/A     | $3000.00           | $2234.90           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $1000.00           | $1022.34           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.0000%  | N/A     | $1000.00           | $803.66            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1059.85           | Agency Mortgage-Backed Securities |

### Security 175: 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: 0QZ003JT6
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $665.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $926.77            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 3.5000%  | N/A     | $1000.00           | $177.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 4.5000%  | N/A     | $1000.00           | $869.10            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $14289.00          | $803.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 5.5000%  | N/A     | $1000.00           | $886.88            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 3.0000%  | N/A     | $1000.00           | $170.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $858.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.5000%  | N/A     | $2399.00           | $868.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $488.28            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $1001.00           | $732.88            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.5000%  | N/A     | $1002.00           | $175.45            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 1.5000%  | N/A     | $1000.00           | $462.31            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $528.18            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $1078.00           | $652.45            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $797.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-04-01      | 3.0000%  | N/A     | $1000.00           | $78.53             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 4.5000%  | N/A     | $1000.00           | $979.26            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $855.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-01-01      | 2.5000%  | N/A     | $1000.00           | $102.25            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $2884584.00        | $1807759.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $183.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $793.05            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $876.99            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 2.5000%  | N/A     | $1000.00           | $451.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $714.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $566.28            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 4.0000%  | N/A     | $1000.00           | $113.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-11-01      | 3.0000%  | N/A     | $2921.00           | $32.07             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $469.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 1.5000%  | N/A     | $1000.00           | $331.19            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $830.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1008.00           | $750.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 3.5000%  | N/A     | $1000.00           | $577.62            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $577.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 5.0000%  | N/A     | $1011.00           | $977.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 2.5000%  | N/A     | $2027.00           | $59.70             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 4.5000%  | N/A     | $1006.00           | $860.78            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $787.05            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $812.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1000.00           | $695.08            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $673.75            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 3.0000%  | N/A     | $1000.00           | $615.22            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1024.00           | $706.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.0000%  | N/A     | $1000.00           | $220.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $967.09            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $1024.00           | $832.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-04-01      | 3.0000%  | N/A     | $1814.00           | $37.53             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 2.0000%  | N/A     | $1000.00           | $142.02            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 3.5000%  | N/A     | $1000.00           | $818.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.5000%  | N/A     | $1000.00           | $574.91            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $820.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 2.5000%  | N/A     | $1000.00           | $326.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 2.5000%  | N/A     | $1000.00           | $654.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 2.0000%  | N/A     | $1000.00           | $244.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 5.5000%  | N/A     | $1000.00           | $686.35            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $683.19            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $628.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 5.5000%  | N/A     | $1986.00           | $9.67              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 2.5000%  | N/A     | $1000.00           | $111.62            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $724.03            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.5000%  | N/A     | $1000.00           | $84.12             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.0000%  | N/A     | $1000.00           | $108.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 3.0000%  | N/A     | $1000.00           | $28.16             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $680.23            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-06-01      | 2.5000%  | N/A     | $1009.00           | $27.73             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $525.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 3.0000%  | N/A     | $1000.00           | $60.67             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $702.09            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 2.5000%  | N/A     | $1000.00           | $37.27             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 5.5000%  | N/A     | $1000.00           | $664.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $699.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $598.97            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 3.0000%  | N/A     | $1000.00           | $74.34             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1008.00           | $689.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $669.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.5000%  | N/A     | $1009.00           | $412.06            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 2.0000%  | N/A     | $1000.00           | $430.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $723.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $714.77            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-11-01      | 2.5000%  | N/A     | $1000.00           | $17.01             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $174.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $628.91            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $717.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $432.40            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.5000%  | N/A     | $1000.00           | $178.35            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 6.0000%  | N/A     | $32197.00          | $97.69             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 4.5000%  | N/A     | $1000.00           | $999.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 2.5000%  | N/A     | $1406.00           | $20.98             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $669.93            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 5.6000%  | N/A     | $1008.00           | $59.17             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 4.5000%  | N/A     | $1000.00           | $690.09            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.5000%  | N/A     | $1000.00           | $112.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1024.00           | $802.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.0000%  | N/A     | $1000.00           | $459.43            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $790.43            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $530.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $688.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $648.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 5.7000%  | N/A     | $1546.00           | $41.31             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 3.0000%  | N/A     | $1000.00           | $409.95            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 5.0000%  | N/A     | $375181.00         | $360108.25         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $1021.00           | $241.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $572.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $1024.00           | $547.95            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1107.00           | $960.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 3.0000%  | N/A     | $1000.00           | $146.18            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $557.01            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $1008.00           | $763.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1011.00           | $883.49            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $1000.00           | $658.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1008.00           | $748.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $807.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $603.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $554.05            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $788.51            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $2034.00           | $1981.99           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $735.88            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $870.28            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $1003.00           | $169.95            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 2.5000%  | N/A     | $1000.00           | $276.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.5000%  | N/A     | $1001.00           | $570.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $822.44            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 2.0000%  | N/A     | $1000.00           | $484.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 4.5000%  | N/A     | $1000.00           | $883.31            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 3.0000%  | N/A     | $1000.00           | $69.32             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $1013.00           | $703.08            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 3.0000%  | N/A     | $1000.00           | $243.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-04-01      | 6.0000%  | N/A     | $40820992.00       | $163481.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 1.5000%  | N/A     | $1000.00           | $517.99            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $780.16            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 2.5000%  | N/A     | $1000.00           | $557.49            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 3.0000%  | N/A     | $1000.00           | $116.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1003.00           | $908.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 5.0000%  | N/A     | $1000.00           | $733.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 2.5000%  | N/A     | $1000.00           | $171.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $752.08            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $1000.00           | $68.20             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $9947888.00        | $8668941.20        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $685.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $1054.00           | $690.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 2.5000%  | N/A     | $1000.00           | $29.03             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $1024.00           | $783.83            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 4.5000%  | N/A     | $1093.00           | $50.10             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 2.5000%  | N/A     | $1000.00           | $397.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $1024.00           | $861.14            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 2.5000%  | N/A     | $1000.00           | $36.01             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1000.00           | $947.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 3.0000%  | N/A     | $1000.00           | $59.39             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 2.5000%  | N/A     | $1000.00           | $581.60            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1005.62           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 3.5000%  | N/A     | $1001.00           | $735.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $550.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $506.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 3.0000%  | N/A     | $1000.00           | $102.31            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.0000%  | N/A     | $1000.00           | $148.84            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 2.0000%  | N/A     | $1000.00           | $397.40            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 6.0000%  | N/A     | $2808.00           | $16.88             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 3.5000%  | N/A     | $1000.00           | $110.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $1000.00           | $123.40            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $1003.00           | $940.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $734.62            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 4.0000%  | N/A     | $1000.00           | $178.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 3.0000%  | N/A     | $1000.00           | $202.57            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 4.5000%  | N/A     | $1000.00           | $418.08            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $681.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $651.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $1000.00           | $195.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $1001.00           | $136.13            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 3.0000%  | N/A     | $1000.00           | $100.33            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1024.00           | $752.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $748.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $814.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $680.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 3.0000%  | N/A     | $1000.00           | $83.16             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.0000%  | N/A     | $1488.00           | $106.32            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 3.0000%  | N/A     | $1000.00           | $176.28            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.0000%  | N/A     | $1000.00           | $458.85            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 4.0000%  | N/A     | $1000.00           | $198.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $1065.00           | $225.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $1004.00           | $166.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 3.0000%  | N/A     | $1000.00           | $38.03             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $1024.00           | $825.78            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $450055.00         | $303184.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 7.0000%  | N/A     | $1001.00           | $59.72             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $736.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $702.78            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $759.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 3.0000%  | N/A     | $1000.00           | $412.09            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 3.0000%  | N/A     | $1000.00           | $105.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $1000.00           | $963.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $1012.00           | $181.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $1000.00           | $65.04             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $848.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $1024.00           | $615.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $89.21             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 3.0000%  | N/A     | $1000.00           | $117.68            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-02-01      | 3.0000%  | N/A     | $1000.00           | $55.96             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $1024.00           | $729.76            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $3604264.00        | $3615147.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 3.0000%  | N/A     | $1000.00           | $509.02            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $1000.00           | $816.01            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 5.0000%  | N/A     | $2000.00           | $369.32            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.0000%  | N/A     | $27000.00          | $4356.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.5000%  | N/A     | $1000.00           | $238.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 3.0000%  | N/A     | $1000.00           | $69.46             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1188.00           | $517.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-07-01      | 6.0000%  | N/A     | $2000.00           | $998.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 1.5000%  | N/A     | $1000.00           | $684.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 3.5000%  | N/A     | $1000.00           | $736.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $770.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.0000%  | N/A     | $1000.00           | $470.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.0000%  | N/A     | $4499.00           | $55.87             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $573.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $714.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 3.0000%  | N/A     | $1024.00           | $54.34             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 5.5000%  | N/A     | $50000000.00       | $2021816.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $1000.00           | $340.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $764.93            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $831.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $5604000.00        | $3408360.97        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $2771336.00        | $2592638.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $717.05            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $1000.00           | $626.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 2.5000%  | N/A     | $1000.00           | $499.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.5000%  | N/A     | $1000.00           | $120.75            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 3.0000%  | N/A     | $1000.00           | $166.85            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $727.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $1024.00           | $879.25            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $733.33            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $559.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 5.0000%  | N/A     | $1000.00           | $424.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $749.98            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $288.56            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-07-01      | 8.5000%  | N/A     | $2000.00           | $49.97             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.5000%  | N/A     | $1000.00           | $148.39            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $3000.00           | $543.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $617.56            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $1024.00           | $105.99            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $901.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 3.0000%  | N/A     | $1000.00           | $138.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-07-01      | 3.0000%  | N/A     | $1000.00           | $109.13            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.0000%  | N/A     | $1000.00           | $15.55             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 3.0000%  | N/A     | $1000.00           | $89.83             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $826.82            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $625.56            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1053.00           | $774.82            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 4.5000%  | N/A     | $2009.00           | $921.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.5000%  | N/A     | $1000.00           | $585.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 3.5000%  | N/A     | $1000.00           | $84.19             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $666.92            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $617.01            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 3.0000%  | N/A     | $1000.00           | $710.68            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $172358144.00      | $122572730.36      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $704.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.5000%  | N/A     | $1000.00           | $453.09            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1006.71           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $941.05            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 2.5000%  | N/A     | $1000.00           | $105.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 4.0000%  | N/A     | $1019.00           | $220.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | 3.0000%  | N/A     | $1000.00           | $185.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $170.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $6800000.00        | $1958560.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $1280.00           | $150.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 6.0000%  | N/A     | $1000.00           | $21.72             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $1120.00           | $248.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $50000000.00       | $35110809.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $238.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $1000.00           | $151.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-08-01      | 3.5000%  | N/A     | $1000.00           | $43.17             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $56950500.00       | $55499990.63       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | 5.0000%  | N/A     | $175449.00         | $119001.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $55887040.00       | $6977561.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.5000%  | N/A     | $1000.00           | $469.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.5000%  | N/A     | $1000.00           | $310.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $1000.00           | $83.89             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $1033.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $50000000.00       | $36458526.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | 3.5000%  | N/A     | $1275.00           | $50.12             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1375000.00        | $971371.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $18192000.00       | $2341442.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $214.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $1021.00           | $224.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $1049508.00        | $936556.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $2023760.00        | $2113406.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1107.00           | $1138.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $1733.00           | $182.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $1024.00           | $163.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 4.0000%  | N/A     | $5000000.00        | $707208.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $89228288.00       | $71831308.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $1024.00           | $143.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $1476236.00        | $1467264.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $2437.00           | $1744.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $21112480.00       | $3370059.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $2087.00           | $1598.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $1000.00           | $223.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | 3.0000%  | N/A     | $227999.00         | $90058.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $1024.00           | $217.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.5000%  | N/A     | $172544.00         | $71290.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 4.0000%  | N/A     | $277450752.00      | $58991355.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $433.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $1011.00           | $25.99             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1000.00           | $108.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $125000.00         | $81480.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.0000%  | N/A     | $1013.00           | $8.66              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $2051750.00        | $2171706.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $294700.00         | $163722.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $1000.00           | $1049.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $2000.00           | $1430.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $160609536.00      | $114697815.87      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-04-01      | 3.5000%  | N/A     | $1000.00           | $86.83             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 3.0000%  | N/A     | $2029.00           | $1917.90           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $2144.00           | $1680.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $1042.00           | $205.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $1000.00           | $124.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.0000%  | N/A     | $1021.00           | $1067.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.5000%  | N/A     | $1000.00           | $242.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $245999.00         | $34176.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1015.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $53000000.00       | $24748699.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-01-01      | 3.5000%  | N/A     | $27914080.00       | $5332442.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $2000.00           | $1223.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-10-01      | 2.5000%  | N/A     | $3700000.00        | $146906.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $333360.00         | $197002.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $2300.00           | $319.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.0000%  | N/A     | $2000.00           | $334.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $125685248.00      | $7589085.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1491492.00        | $898999.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.5800%  | N/A     | $6315000.00        | $6126529.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.0000%  | N/A     | $1000.00           | $134.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $35491008.00       | $24449084.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $165.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $2023.00           | $319.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $137.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 4.0000%  | N/A     | $2714176.00        | $743764.37         | Agency Mortgage-Backed Securities |

### Security 176: 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: 0QT002UP0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; 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

**C.8 - Repurchase 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 | 2047-08-15      | 0.0000%  | N/A     | $8142900.00        | $2738624.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $150000000.00      | $104528142.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $70000000.00       | $51102387.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $30000000.00       | $26324059.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $65000000.00       | $58186078.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $50000000.00       | $28391657.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $40000000.00       | $39627348.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $90000000.00       | $53895075.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $117240000.00      | $49092846.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $25000000.00       | $25700797.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $11876800.00       | $12045112.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $180000000.00      | $74331390.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $25000000.00       | $24445000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $20000000.00       | $19291665.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $45000000.00       | $45374730.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $25000000.00       | $25163832.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $30000000.00       | $29787000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $38000000.00       | $37327400.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $35000000.00       | $35518966.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $370000000.00      | $101481150.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $204999950.00      | $92658544.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.5000%  | N/A     | $35000000.00       | $35811110.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $50000000.00       | $47280214.00       | U.S. Treasuries (including strips) |

### Security 177: 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: ORL001TI0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; 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? 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 | 2049-05-20      | 3.0000%  | N/A     | $100000000.00      | $11161733.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-07-20      | 4.5000%  | N/A     | $30000000.00       | $1935407.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $150000000.00      | $6783043.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.5000%  | N/A     | $33281000.00       | $33537879.73       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-08-20      | 3.5000%  | N/A     | $90000000.00       | $6198191.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-20      | 5.0000%  | N/A     | $40000000.00       | $24934270.40       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | 3.5000%  | N/A     | $35000000.00       | $2424877.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $100000000.00      | $58082753.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-08-20      | 4.5000%  | N/A     | $75000000.00       | $3188013.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $60000000.00       | $57782955.60       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | 3.5000%  | N/A     | $100000000.00      | $9226550.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $200000000.00      | $149779158.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $60000000.00       | $52623001.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-02-15      | 5.0000%  | N/A     | $25000000.00       | $611685.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-07-20      | 3.5000%  | N/A     | $30000000.00       | $1939536.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | 4.0000%  | N/A     | $35000000.00       | $1822251.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.0000%  | N/A     | $43999900.00       | $510017.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.5000%  | N/A     | $224989000.00      | $16810921.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $100000000.00      | $53849359.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-09-20      | 4.0000%  | N/A     | $22500000.00       | $1201525.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-10-20      | 4.5000%  | N/A     | $87500000.00       | $3825736.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-05-20      | 5.0000%  | N/A     | $25000000.00       | $818669.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-04-20      | 4.0000%  | N/A     | $100000000.00      | $5717023.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-02-20      | 3.5000%  | N/A     | $50000000.00       | $3946476.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-09-20      | 3.5000%  | N/A     | $20000000.00       | $1443665.80        | Agency Mortgage-Backed Securities |

### Security 178: MORGAN STANLEY & CO. LLC (REPO)

- **C.1 - Title:** MORGAN STANLEY & 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: 0MST10AC1, C.3 - LEI: 9R7GPTSO7KV3UQJZQ078
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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 FARM CREDIT B | 2030-10-15      | 4.0700%  | N/A     | $24000.00          | $23713.58          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1021565.00        | $1057885.68        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 3.5000%  | N/A     | $57471000.00       | $163037.81         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 4.5000%  | N/A     | $3000.00           | $189.63            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 3.5000%  | N/A     | $770000.00         | $134451.62         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $1159525.00        | $1219821.27        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 5.5000%  | N/A     | $9767366.00        | $9966374.87        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $256220.00         | $194031.03         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $1126.00           | $1136.47           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $14719120.00       | $14094293.24       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $150051840.00      | $138259729.78      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $17023851.00       | $17178794.53       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $50947897.00       | $51896575.17       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 4.0000%  | N/A     | $1000.00           | $55.77             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.0000%  | N/A     | $10000.00          | $118.56            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $101352630.00      | $74577376.06       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $2000.00           | $2016.66           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 1.5000%  | N/A     | $25387140.00       | $14394911.18       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $5287050.00        | $5055114.64        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1010.00           | $974.21            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $1024.00           | $1024.70           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 4.0000%  | N/A     | $11863220.00       | $10995278.61       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $48000.00          | $3869.16           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2040-02-01      | 3.5000%  | N/A     | $36640.00          | $6229.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-08-20      | 5.0000%  | N/A     | $316990.00         | $42622.03          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $7000.00           | $4817.04           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $3000.00           | $2441.13           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.5000%  | N/A     | $51000.00          | $10392.57          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1058.23           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 3.5000%  | N/A     | $38000.00          | $32337.37          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $6724550.00        | $5562106.75        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $75575240.00       | $54393549.47       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.5000%  | N/A     | $1990.00           | $348.45            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $10790000.00       | $9486963.53        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1515000.00        | $1074200.27        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $1080336.00        | $1097880.18        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1518530.00        | $1301615.77        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $36414580.00       | $31828079.46       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.0000%  | N/A     | $385000.00         | $232149.20         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $612680.00         | $96518.62          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1020.51           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $2000.00           | $1342.34           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 4.0000%  | N/A     | $76690.00          | $46940.42          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $14180460.00       | $10196224.38       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 4.0000%  | N/A     | $125000.00         | $19502.12          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $7372592.00        | $7489532.49        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1127500.00        | $1149947.59        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $917.95            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1020.00           | $773.54            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $8301800.00        | $7825362.99        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 1.5000%  | N/A     | $288250.00         | $150304.87         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $178450.00         | $124109.22         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $1944731.00        | $1987077.89        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $2116750.00        | $1705342.34        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $2500.00           | $2451.07           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $913.07            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $5029200.00        | $4232023.64        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 6.0000%  | N/A     | $10000.00          | $59.15             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2034-07-01      | 4.5000%  | N/A     | $84000.00          | $52590.26          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $13000.00          | $8897.59           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2029-10-01      | 3.6300%  | N/A     | $1000000.00        | $598500.81         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $131440.00         | $89498.10          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.0000%  | N/A     | $4000.00           | $199.09            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-03-01      | 4.5000%  | N/A     | $100000.00         | $57326.98          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $1797000.00        | $1778359.94        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2831458.00        | $2847752.95        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $22000.00          | $2018.21           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $1000.00           | $432.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-04-01      | 8.0000%  | N/A     | $1000.00           | $22.64             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.5000%  | N/A     | $54527000.00       | $54524001.02       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $846.82            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.3450%  | N/A     | $9000000.00        | $9051022.25        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $1451560.00        | $1408574.04        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.5000%  | N/A     | $21000.00          | $39.96             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $69805750.00       | $68813556.60       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-12-01      | 5.1700%  | N/A     | $180000.00         | $184802.89         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $770000.00         | $450359.94         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $383000.00         | $239609.41         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $520000.00         | $152012.69         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $2000.00           | $932.74            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-02-01      | 3.5000%  | N/A     | $1000.00           | $123.67            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.0000%  | N/A     | $2000000.00        | $2430.37           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-10-01      | 7.0000%  | N/A     | $20969239.00       | $21045869.10       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $2000.00           | $1964.99           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-09-01      | 4.0000%  | N/A     | $9278000.00        | $8495504.72        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.3870%  | N/A     | $25000000.00       | $25041957.27       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $1000.00           | $104.38            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $17319420.00       | $16531218.46       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-08-01      | 7.5000%  | N/A     | $367400.00         | $4534.88           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $8000.00           | $7535.77           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-07-01      | 4.0000%  | N/A     | $1900000.00        | $138377.86         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1290970.00        | $363338.97         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $24582460.00       | $3577533.59        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $10348970.00       | $8664666.99        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1720177.00        | $1841850.88        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1360000.00        | $882724.61         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-04-01      | 3.9800%  | N/A     | $14397898.00       | $14177568.57       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2028-08-01      | 3.6300%  | N/A     | $40000.00          | $37663.44          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $8000.00           | $3930.82           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $5000.00           | $3586.12           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $5000.00           | $2746.38           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1266760.00        | $1262281.13        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $15648520.00       | $13848818.47       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $5486245.00        | $5647160.69        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $1370.00           | $788.57            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $1020.00           | $708.86            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2029-06-01      | 6.0000%  | N/A     | $10000.00          | $14.04             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $6085882.00        | $6269482.31        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $2882017.00        | $2918105.20        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1320000.00        | $796729.58         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $2001.00           | $2059.14           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1367520.00        | $1088060.74        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $1000.00           | $24.76             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1215170.00        | $1170786.52        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-05-01      | 4.7200%  | N/A     | $3000.00           | $3049.41           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $647000.00         | $50218.71          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $1000.00           | $657.60            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $120000.00         | $89823.95          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1005923.00        | $1011632.64        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-08-01      | 1.6900%  | N/A     | $61504000.00       | $54177113.91       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2029-11-01      | 3.0000%  | N/A     | $1000.00           | $79.78             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $1209770.00        | $997474.10         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1094361.00        | $1162941.24        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-12-01      | 4.0000%  | N/A     | $14400.00          | $295.31            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.5000%  | N/A     | $1000.00           | $713.79            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $1373500.00        | $1369797.69        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $5000.00           | $458.33            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.0000%  | N/A     | $270000.00         | $66380.58          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.5000%  | N/A     | $573211.00         | $588079.27         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2029-09-01      | 6.0000%  | N/A     | $20000.00          | $8.08              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.0000%  | N/A     | $6000.00           | $4895.50           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $1000.00           | $107.77            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $45552242.00       | $46552503.46       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $20110.00          | $12324.63          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.5000%  | N/A     | $210000.00         | $136182.32         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2038-02-01      | 6.0000%  | N/A     | $1000.00           | $6.68              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2029-01-01      | 4.9100%  | N/A     | $25000.00          | $25480.88          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2029-05-15      | 6.2500%  | N/A     | $7000.00           | $7645.91           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $2140.00           | $2119.80           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.0000%  | N/A     | $2471400.00        | $2502084.47        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $1000.00           | $47.08             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.5000%  | N/A     | $190000.00         | $70.52             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2037-02-01      | 1.5000%  | N/A     | $1990.00           | $1061.22           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1993220.00        | $1518393.11        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $32799610.00       | $30903111.33       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $45901930.00       | $38955985.55       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $13403890.00       | $9973115.98        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-08-01      | 7.5000%  | N/A     | $1634798.00        | $1785100.14        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2027-09-01      | 4.0000%  | N/A     | $190000.00         | $95.60             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5000%  | N/A     | $7324420.00        | $6119554.82        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2048-11-01      | 5.5000%  | N/A     | $1000.00           | $318.61            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.0000%  | N/A     | $20000.00          | $24.97             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $595.42            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $247540.00         | $159239.13         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.0000%  | N/A     | $1656130.00        | $203059.44         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $33460.00          | $18814.06          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $1080.00           | $420.56            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2044-11-01      | 3.5000%  | N/A     | $2000.00           | $183.20            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $516.57            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $1857875.00        | $1862780.44        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2035-02-01      | 3.5000%  | N/A     | $72000.00          | $10591.61          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $116000.00         | $18345.49          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1000.00           | $1054.74           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.0000%  | N/A     | $1000.00           | $141.83            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $1352500.00        | $488521.72         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $3572090.00        | $3645316.26        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2041-03-20      | 4.5000%  | N/A     | $542300.00         | $32653.98          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2044-06-15      | 4.5000%  | N/A     | $1000.00           | $286.50            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2061-04-15      | 4.7300%  | N/A     | $1000.00           | $973.19            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-07-20      | 7.0000%  | N/A     | $36952070.00       | $30541184.02       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.0000%  | N/A     | $17933310.00       | $12810263.95       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1059.30           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2056-04-20      | 6.0000%  | N/A     | $1213879.00        | $1255386.78        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $1000.00           | $636.34            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.5000%  | N/A     | $1566890.00        | $1377820.91        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $235000.00         | $661.66            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.0000%  | N/A     | $85000.00          | $1515.10           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.0000%  | N/A     | $85000.00          | $134.82            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2056-03-20      | 5.5000%  | N/A     | $14283508.00       | $14671655.96       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2044-11-20      | 3.5000%  | N/A     | $120000.00         | $2953.56           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2044-10-20      | 4.0000%  | N/A     | $52000.00          | $395.17            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-07-20      | 5.5000%  | N/A     | $300000.00         | $7540.73           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1000.00           | $1023.47           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $3948.00           | $4015.65           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.0000%  | N/A     | $265000.00         | $186473.66         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-12-15      | 4.9200%  | N/A     | $1000.00           | $1000.78           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $1000.00           | $1038.85           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-12-20      | 3.5000%  | N/A     | $11000.00          | $532.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.0000%  | N/A     | $1513720.00        | $1246829.93        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.5000%  | N/A     | $5000.00           | $5090.26           | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASUR | 2027-08-31      | 3.6250%  | N/A     | $700.00            | $701.74            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2026-06-02      | 0.0000%  | N/A     | $100.00            | $99.67             | U.S. Treasuries (including strips)  |

### Security 179: 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: 0RG005WK4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2052-09-25      | 5.0000%  | N/A     | $1221746.00        | $1344122.51        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $25900000.00       | $3995397.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $95766715.00       | $26721491.17       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $2276500.00        | $2370592.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.5000%  | N/A     | $2000000.00        | $2393953.23        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-08-25      | 6.0000%  | N/A     | $4000000.00        | $4834780.08        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1582047.00        | $1599949.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 3.0000%  | N/A     | $12332.00          | $961.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $2760.00           | $2729.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $3000000.00        | $2358696.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 4.6500%  | N/A     | $37673479.00       | $37675356.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-15      | 3.0000%  | N/A     | $98937.00          | $50756.89          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $24930494.00       | $15170002.26       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $4892128.00        | $4441695.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1065426.00        | $788380.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-25      | 2.5000%  | N/A     | $533100.00         | $360560.74         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-11-25      | 2.0000%  | N/A     | $3999970.00        | $2544240.55        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $6811194.00        | $4942124.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1300896.00        | $1343347.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 4.0000%  | N/A     | $18600000.00       | $5688544.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.5000%  | N/A     | $3000000.00        | $3583477.62        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 2.9200%  | N/A     | $17222592.00       | $14143058.59       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $2279122.00        | $2359893.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $3791587.00        | $3418064.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-15      | 4.0000%  | N/A     | $2247283.00        | $1060170.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-11-15      | 6.0000%  | N/A     | $2304843.00        | $1254060.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-10-25      | 5.0000%  | N/A     | $1519850.00        | $1696150.35        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $44752465.00       | $7830711.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5100%  | N/A     | $3832731.00        | $3629663.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2063903.00        | $2102565.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-25      | 4.5000%  | N/A     | $3000000.00        | $2989243.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $2005395.00        | $1656542.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 3.0000%  | N/A     | $8328705.00        | $2784436.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.3700%  | N/A     | $5360000.00        | $4827276.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.9700%  | N/A     | $1877142.00        | $1816450.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1171312.00        | $1227540.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-25      | 2.5000%  | N/A     | $3170000.00        | $2092741.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-07-01      | 4.6300%  | N/A     | $22465000.00       | $22515427.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.5000%  | N/A     | $17960512.00       | $15784536.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0200%  | N/A     | $2868915.00        | $2387133.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.4800%  | N/A     | $4072100.00        | $4071500.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 3.7800%  | N/A     | $14000000.00       | $13370210.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-25      | 4.5000%  | N/A     | $3000000.00        | $3036025.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $3374866.00        | $2706061.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-25      | 4.0000%  | N/A     | $3911000.00        | $2326446.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7500%  | N/A     | $794024.00         | $757596.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 3.3700%  | N/A     | $5958802.00        | $5152961.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $5241124.00        | $2706480.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-25      | 4.0000%  | N/A     | $5000000.00        | $4793878.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $11610531.00       | $11148429.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | 4.7650%  | N/A     | $24378900.00       | $24716778.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.6900%  | N/A     | $1152.00           | $1089.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $44666068.00       | $8719118.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1287113.00        | $1327686.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $4476156.00        | $4222937.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-25      | 2.5000%  | N/A     | $3872749.00        | $2469119.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.4000%  | N/A     | $6585329.00        | $6083434.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $2031382.00        | $1084237.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1429690.00        | $1471543.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.0000%  | N/A     | $20000000.00       | $3868324.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $4130434.00        | $3741846.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1830650.00        | $1462980.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $3375000.00        | $3465064.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 4.6700%  | N/A     | $30430763.00       | $30471873.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.6100%  | N/A     | $14280000.00       | $13930055.12       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | 4.0000%  | N/A     | $26482989.00       | $2439746.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-25      | 5.5000%  | N/A     | $1500000.00        | $1710152.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.4400%  | N/A     | $19993000.00       | $20112271.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1180319.00        | $403053.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-25      | 3.5000%  | N/A     | $6702000.00        | $4348051.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1153042.00        | $650697.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.9500%  | N/A     | $16225000.00       | $16070342.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 3.3700%  | N/A     | $19584987.00       | $16936405.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.3810%  | N/A     | $28996325.00       | $23682745.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7500%  | N/A     | $28666528.00       | $27499451.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-25      | 3.0000%  | N/A     | $7637000.00        | $3560902.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $30705859.00       | $29006838.17       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $65160567.00       | $5978471.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.0000%  | N/A     | $21150000.00       | $5166662.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $4863960.00        | $2828851.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $10000000.00       | $7775514.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 4.6100%  | N/A     | $8540000.00        | $8549715.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.8800%  | N/A     | $3150000.00        | $3206609.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 4.9450%  | N/A     | $41532177.00       | $42293606.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.7200%  | N/A     | $28014000.00       | $28473155.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-25      | 5.0000%  | N/A     | $512811.00         | $582161.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $22704521.00       | $2580747.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.8900%  | N/A     | $25000000.00       | $24653690.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.2100%  | N/A     | $1500000.00        | $1281917.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1407386.00        | $1459421.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.5900%  | N/A     | $697463.00         | $702028.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.8700%  | N/A     | $1077.00           | $1032.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1021663.00        | $320040.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $3052818.00        | $2719476.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-25      | 3.5000%  | N/A     | $2000000.00        | $711551.02         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5200%  | N/A     | $12000000.00       | $11781906.67       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2378650.00        | $2008830.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $6964187.00        | $4179211.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-25      | 3.0000%  | N/A     | $1000.00           | $1181.91           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $211153.00         | $176193.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.8300%  | N/A     | $5500000.00        | $4628830.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.5900%  | N/A     | $44822000.00       | $45115382.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $49999983.00       | $8021745.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $3396265.00        | $3572710.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $4938325.00        | $4691311.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-25      | 3.0000%  | N/A     | $1392988.00        | $1091449.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.0000%  | N/A     | $39186360.00       | $5445751.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $2000000.00        | $2333369.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.8901%  | N/A     | $7346000.00        | $7109372.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.5000%  | N/A     | $5000000.00        | $6216144.64        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-09-16      | 5.5000%  | N/A     | $1614668.00        | $882971.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $3000000.00        | $2492108.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.5000%  | N/A     | $2500000.00        | $2009842.67        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $100.00            | $110.73            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-15      | 1.5000%  | N/A     | $8131300.00        | $8102029.75        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-02-28      | 4.1250%  | N/A     | $9000000.00        | $9085928.72        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $30653200.00       | $31096198.53       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $1000.00           | $1015.97           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-02-28      | 3.7500%  | N/A     | $120000.00         | $117352.32         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-01-15      | 3.5000%  | N/A     | $100.00            | $99.85             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $284000.00         | $248764.04         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $900.00            | $1087.56           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-31      | 0.6250%  | N/A     | $2167200.00        | $2153732.16        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $100.00            | $55.13             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-15      | 3.1250%  | N/A     | $1000.00           | $994.38            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $1250000.00        | $1174360.70        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $4998000.00        | $5028589.93        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-31      | 3.6250%  | N/A     | $1000.00           | $1002.49           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-15      | 4.1250%  | N/A     | $100.00            | $102.18            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $9150300.00        | $9125308.24        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $100.00            | $98.53             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $55900.00          | $55857.01          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $200.00            | $198.53            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $10581700.00       | $9598684.62        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $1100.00           | $1086.09           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $16416100.00       | $14710166.10       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2036-02-15      | 4.1250%  | N/A     | $100.00            | $98.55             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-05-15      | 4.3750%  | N/A     | $5100.00           | $5224.65           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $100.00            | $86.78             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-30      | 1.2500%  | N/A     | $2613200.00        | $2589089.15        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-15      | 4.3750%  | N/A     | $3300000.00        | $3335096.72        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $461800.00         | $488159.13         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $200.00            | $178.79            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $2161700.00        | $2169913.34        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $673900.00         | $584618.53         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $3039000.00        | $4196870.43        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $7200000.00        | $7170975.96        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-12-31      | 3.6250%  | N/A     | $135000.00         | $134170.64         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $928000.00         | $940238.48         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $6234700.00        | $7148062.54        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-03-31      | 4.0000%  | N/A     | $15064400.00       | $15104451.55       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-08-15      | 2.7500%  | N/A     | $100.00            | $76.36             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-05-15      | 1.6250%  | N/A     | $100.00            | $100.65            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-02-15      | 2.1250%  | N/A     | $108552500.00      | $102203286.04      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $3583900.00        | $3614713.56        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $4000000.00        | $3850986.08        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $100.00            | $100.18            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $621600.00         | $776083.95         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $8655600.00        | $8588265.51        | U.S. Treasuries (including strips)        |

### Security 180: NOMURA SECURITIES INTERNATIONAL INC (REPO)

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL 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: XPSKD1VTEQPKCHBEKQ95, C.5 - Other ID: 0QJ005PR6
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A3; Moody's Short Rating: P-2; Standard & Poor's Long Rating: A-; Standard & Poor's Short Rating: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2032-04-15      | 3.3750%  | N/A     | $2479300.00        | $5059502.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 1.3750%  | N/A     | $23000.00          | $21617.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $393300.00         | $512762.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $248594800.00      | $184217962.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-01      | 0.0000%  | N/A     | $6575300.00        | $6473908.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.0000%  | N/A     | $23997200.00       | $23593087.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $59845100.00       | $35904034.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $263873200.00      | $153001174.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-07      | 0.0000%  | N/A     | $8364000.00        | $8307124.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-18      | 0.0000%  | N/A     | $20500.00          | $19841.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $10738900.00       | $6666920.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | 3.3750%  | N/A     | $23775700.00       | $23567632.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $17811900.00       | $26559385.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.8750%  | N/A     | $49829800.00       | $48019179.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $9015000.00        | $9130045.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $13400.00          | $8925.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-29      | 0.0000%  | N/A     | $77726200.00       | $76309251.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $131900.00         | $85717.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 1.8750%  | N/A     | $13150900.00       | $9089150.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $7946600.00        | $7656378.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $10340000.00       | $10468411.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 3.0000%  | N/A     | $1025900.00        | $786903.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $26971000.00       | $28839006.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 4.1250%  | N/A     | $76233000.00       | $66727684.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-15      | 3.5000%  | N/A     | $444681600.00      | $441206413.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $89213200.00       | $70538782.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 3.0000%  | N/A     | $6133600.00        | $4563046.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $65341300.00       | $34191250.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $24437100.00       | $24159660.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $100.00            | $138.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $60200.00          | $44047.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $44518800.00       | $27589166.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.0000%  | N/A     | $42176500.00       | $40698635.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $167400.00         | $146630.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 3.8482%  | N/A     | $9349600.00        | $9356518.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 4.6250%  | N/A     | $3194600.00        | $3129840.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $49897800.00       | $27582649.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 3.0000%  | N/A     | $152000000.00      | $115901049.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $21700.00          | $21352.19          | U.S. Treasuries (including strips) |

### Security 181: 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: 0QP001U19
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; 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 | 2033-05-15      | 3.3750%  | N/A     | $142167600.00      | $137132489.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $2394950.00        | $2381118.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 4.7500%  | N/A     | $11595000.00       | $12033986.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $882150.00         | $896351.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $99404000.00       | $97197231.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $57374350.00       | $56358824.01       | U.S. Treasuries (including strips) |

### Security 182: 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: 0QP001U43
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; 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 | 2039-08-15      | 4.5000%  | N/A     | $2394950.00        | $2381118.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $99404000.00       | $97197231.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $57374350.00       | $56358824.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 4.7500%  | N/A     | $11595000.00       | $12033986.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $142167600.00      | $137132489.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $882150.00         | $896351.40         | U.S. Treasuries (including strips) |

### Security 183: 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: 0PO004JK7
- **C.18 - Value (incl. sponsor support):** $3600000000.00
- **C.18.a - Value (excl. sponsor support):** $3600000000.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A2; Moody's Short Rating: P-1; 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? 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 | 2028-01-27      | 3.6500%  | N/A     | $20000.00          | $20050.36          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2040-05-21      | 5.8700%  | N/A     | $650000.00         | $665774.74         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2032-12-15      | 4.8000%  | N/A     | $20000.00          | $20192.20          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2028-10-30      | 4.0500%  | N/A     | $45000.00          | $44909.55          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2029-04-30      | 4.0300%  | N/A     | $1425000.00        | $1419708.98        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2029-03-01      | 1.2000%  | N/A     | $75000.00          | $69481.25          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2046-04-30      | 5.5700%  | N/A     | $250000.00         | $248582.75         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2032-01-21      | 5.1900%  | N/A     | $60000.00          | $60885.15          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2035-10-29      | 5.0000%  | N/A     | $150000.00         | $148598.38         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2034-04-21      | 4.7700%  | N/A     | $25000.00          | $24847.31          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2039-10-17      | 5.3300%  | N/A     | $37000.00          | $36269.57          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2037-06-15      | 4.8500%  | N/A     | $50000.00          | $49443.43          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2033-08-25      | 5.0000%  | N/A     | $25000.00          | $25056.69          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2027-07-29      | 3.9550%  | N/A     | $9105000.00        | $9100356.45        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2027-06-25      | 4.0522%  | N/A     | $63440000.00       | $6518128.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-07-25      | 3.9000%  | N/A     | $24250000.00       | $16177741.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-09-25      | 2.7700%  | N/A     | $5780000.00        | $4007586.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-05-25      | 2.8300%  | N/A     | $4500000.00        | $2529727.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-25      | 3.8540%  | N/A     | $48390000.00       | $48122336.09       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-03-25      | 3.4920%  | N/A     | $10000000.00       | $9810020.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 4.3067%  | N/A     | $36206332.00       | $3918437.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-11-15      | 5.5000%  | N/A     | $12000.00          | $33.59             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-11-25      | 4.4667%  | N/A     | $61074000.00       | $12784585.65       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-03-25      | 4.4667%  | N/A     | $48750000.00       | $3463577.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-01-25      | 4.4667%  | N/A     | $24529000.00       | $4306266.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-09-25      | 4.0867%  | N/A     | $5080000.00        | $2070299.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 4.1967%  | N/A     | $51247000.00       | $735368.28         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-04-25      | 3.1300%  | N/A     | $5000000.00        | $2683389.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-04-25      | 4.2122%  | N/A     | $3000000.00        | $2964025.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-10-25      | 3.0000%  | N/A     | $3000000.00        | $2951909.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 4.1000%  | N/A     | $43050000.00       | $42134058.64       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-06-25      | 3.4800%  | N/A     | $7500000.00        | $3862740.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-27      | 4.2522%  | N/A     | $34000000.00       | $30801049.86       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-12-26      | 3.8522%  | N/A     | $206000000.00      | $95939070.43       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-01-25      | 3.8322%  | N/A     | $8095000.00        | $1459150.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 4.8560%  | N/A     | $11500000.00       | $8697281.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-11-25      | 3.1600%  | N/A     | $22500000.00       | $6139560.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-25      | 4.4660%  | N/A     | $9790000.00        | $8920685.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-02-25      | 4.4667%  | N/A     | $17500000.00       | $5113098.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-07-25      | 4.4322%  | N/A     | $13000000.00       | $10731895.97       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-06-25      | 4.1367%  | N/A     | $15950000.00       | $8347888.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-08-25      | 4.2867%  | N/A     | $26150000.00       | $2304934.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-05-25      | 4.2500%  | N/A     | $25000000.00       | $24569640.30       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-10-25      | 4.3522%  | N/A     | $15000000.00       | $9667089.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-08-25      | 4.2022%  | N/A     | $50000000.00       | $8894305.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-01-25      | 2.5900%  | N/A     | $28420000.00       | $25892222.58       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-01-25      | 4.3500%  | N/A     | $29155000.00       | $28968500.33       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-12-25      | 3.3640%  | N/A     | $2000000.00        | $1977343.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-11-25      | 3.9922%  | N/A     | $8000000.00        | $2353879.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-01-25      | 2.2600%  | N/A     | $178248000.00      | $169693621.09      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-04-25      | 4.1067%  | N/A     | $16500000.00       | $9234904.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-10-25      | 4.4684%  | N/A     | $50450000.00       | $17950621.54       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-03-25      | 3.5660%  | N/A     | $5500000.00        | $5402411.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-11-26      | 4.3667%  | N/A     | $6200000.00        | $2555337.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-10-25      | 4.4667%  | N/A     | $4770000.00        | $297127.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-25      | 3.9260%  | N/A     | $19000.00          | $18915.40          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-02-25      | 4.3067%  | N/A     | $15000000.00       | $4963664.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 0.7500%  | N/A     | $113597432.00      | $53465832.73       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-08-25      | 4.2840%  | N/A     | $20000000.00       | $19981200.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-03-25      | 4.4684%  | N/A     | $14500000.00       | $7241643.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-26      | 4.3867%  | N/A     | $18500000.00       | $2691498.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 3.7000%  | N/A     | $20000000.00       | $7690511.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 4.3767%  | N/A     | $20509000.00       | $7850679.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-27      | 3.8922%  | N/A     | $66730000.00       | $19869562.39       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-09-25      | 1.0000%  | N/A     | $2000.00           | $979.14            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $1000.00           | $77.28             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.9910%  | N/A     | $37062000.00       | $36534863.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-11-26      | 4.2122%  | N/A     | $26442912.00       | $26618862.02       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-10-15      | 4.1330%  | N/A     | $8590000.00        | $2149117.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-05-25      | 4.2067%  | N/A     | $28552000.00       | $12316559.75       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-09-25      | 4.3267%  | N/A     | $4344789.00        | $1905009.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 4.1000%  | N/A     | $37970000.00       | $36931436.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-04-25      | 4.7400%  | N/A     | $25000000.00       | $21974604.71       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 2.0310%  | N/A     | $9500000.00        | $9044456.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-01-25      | 3.9422%  | N/A     | $74000000.00       | $50467567.55       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-04-25      | 4.0222%  | N/A     | $12400000.00       | $6936415.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-10-25      | 4.1303%  | N/A     | $108467927.00      | $77131073.03       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-08-27      | 4.2622%  | N/A     | $11498658.00       | $11516350.81       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-04-25      | 4.4667%  | N/A     | $36000000.00       | $9724247.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-06-25      | 4.8250%  | N/A     | $26620000.00       | $27039552.66       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-03-25      | 3.1500%  | N/A     | $15000000.00       | $2882362.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-07-25      | 4.1822%  | N/A     | $138098000.00      | $125266187.17      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-02-25      | 3.6500%  | N/A     | $1500000.00        | $1487715.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-05-25      | 0.7990%  | N/A     | $7545000.00        | $4869626.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-25      | 0.7500%  | N/A     | $369485994.00      | $67684265.81       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 3.8422%  | N/A     | $5000000.00        | $4930925.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-09-25      | 4.4667%  | N/A     | $32140000.00       | $6995949.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-05-28      | 4.2367%  | N/A     | $39250000.00       | $10601699.56       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-01-25      | 0.7500%  | N/A     | $199949916.00      | $62073228.59       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-05-25      | 2.8300%  | N/A     | $31725000.00       | $17609972.01       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-12-26      | 4.2767%  | N/A     | $25950000.00       | $4323959.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-09-25      | 4.4667%  | N/A     | $56250000.00       | $4196953.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-12-25      | 1.1990%  | N/A     | $45000000.00       | $42909788.74       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-01-25      | 4.2622%  | N/A     | $25000000.00       | $14457026.41       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-10-25      | 4.3522%  | N/A     | $126000000.00      | $56938848.35       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-06-25      | 4.2022%  | N/A     | $9000000.00        | $6798466.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-10-25      | 4.1267%  | N/A     | $80387000.00       | $36739008.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-04-25      | 2.4500%  | N/A     | $27975000.00       | $25156871.54       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-05-25      | 3.8822%  | N/A     | $44110000.00       | $12200763.24       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-10-25      | 3.8000%  | N/A     | $50379000.00       | $48557905.50       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-25      | 0.9400%  | N/A     | $750000.00         | $478561.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 4.0000%  | N/A     | $66000000.00       | $65454539.95       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-07-25      | 4.2867%  | N/A     | $57250000.00       | $13114111.77       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-03-25      | 1.3940%  | N/A     | $15000000.00       | $6101438.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-25      | 1.7120%  | N/A     | $33735000.00       | $30285958.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-04-25      | 4.1078%  | N/A     | $13000000.00       | $7954735.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-25      | 4.4684%  | N/A     | $4596000.00        | $2601421.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-10-25      | 4.7600%  | N/A     | $17400000.00       | $16783249.61       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-11-26      | 4.4922%  | N/A     | $17000000.00       | $15679715.58       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-09-25      | 4.2867%  | N/A     | $36275000.00       | $3971680.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-05-25      | 4.2522%  | N/A     | $16000000.00       | $15985465.34       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-08-25      | 4.4684%  | N/A     | $840000.00         | $438248.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 1.7520%  | N/A     | $22350000.00       | $21000693.24       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-09-27      | 4.5522%  | N/A     | $50000000.00       | $35182240.31       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.2000%  | N/A     | $23114598.00       | $22786101.03       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-25      | 3.4219%  | N/A     | $18260000.00       | $14160977.86       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-05-01      | 4.6000%  | N/A     | $41479000.00       | $41881950.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-25      | 3.5000%  | N/A     | $12993330.00       | $9786561.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-12-25      | 2.5000%  | N/A     | $52000.00          | $158.61            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-07-01      | 3.7794%  | N/A     | $22250000.00       | $9858377.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-25      | 3.5000%  | N/A     | $1900000.00        | $1747511.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-25      | 1.5000%  | N/A     | $75000.00          | $34669.96          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-11-01      | 3.8800%  | N/A     | $27902000.00       | $27647688.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-25      | 2.0006%  | N/A     | $3500000.00        | $2501118.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-28      | 1.0000%  | N/A     | $60000.00          | $52682.53          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2027-09-25      | 3.0323%  | N/A     | $11735344.00       | $7632665.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.2500%  | N/A     | $72195000.00       | $71189367.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-03-25      | 3.1302%  | N/A     | $23035000.00       | $18959520.13       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | 2.5000%  | N/A     | $85000.00          | $71062.03          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | 3.0000%  | N/A     | $29294000.00       | $19629365.73       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-10-25      | 3.0000%  | N/A     | $250000.00         | $6239.56           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-09-01      | 1.3900%  | N/A     | $10000000.00       | $9394447.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-25      | 2.5524%  | N/A     | $21000000.00       | $10806426.05       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-06-25      | 2.8980%  | N/A     | $58166000.00       | $56647212.73       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.8300%  | N/A     | $178713000.00      | $172984404.47      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 4.3700%  | N/A     | $14198961.00       | $14123824.05       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | 3.6600%  | N/A     | $44905000.00       | $43708745.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-25      | 2.5000%  | N/A     | $243000.00         | $10504.03          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-10-25      | 3.0658%  | N/A     | $26560000.00       | $17931901.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.0900%  | N/A     | $48778000.00       | $47720723.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-25      | 2.5000%  | N/A     | $251500.00         | $69033.28          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-08-01      | 4.3950%  | N/A     | $29951063.00       | $29792514.56       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.3350%  | N/A     | $28253000.00       | $28076590.61       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-25      | 4.0000%  | N/A     | $35067140.00       | $23961259.18       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-01-25      | 3.0257%  | N/A     | $55090000.00       | $41267548.66       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-01-25      | 4.0000%  | N/A     | $6000.00           | $204.53            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-09-01      | 2.4000%  | N/A     | $66030000.00       | $62565758.04       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | 4.0900%  | N/A     | $116080000.00      | $115161078.45      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 3.9400%  | N/A     | $33650000.00       | $32646250.41       | Agency Mortgage-Backed Securities         |
| FHLMC SERIES FRESR 20 | 2027-11-25      | 3.0890%  | N/A     | $630000.00         | $385736.54         | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 201 | 2039-04-25      | 4.4667%  | N/A     | $103145000.00      | $40378843.68       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB1 | 2036-01-25      | 4.4667%  | N/A     | $42562000.00       | $5072709.61        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB2 | 2036-09-25      | 4.4667%  | N/A     | $17500000.00       | $2845116.81        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB2 | 2036-07-25      | 4.4667%  | N/A     | $28250000.00       | $9905090.82        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB4 | 2038-01-25      | 4.4667%  | N/A     | $30000000.00       | $5592178.17        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB5 | 2038-11-25      | 4.4667%  | N/A     | $21185000.00       | $5571122.03        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB6 | 2039-02-25      | 4.4667%  | N/A     | $21375887.00       | $5896571.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.0000%  | N/A     | $68000.00          | $1.98              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-06-20      | 7.5000%  | N/A     | $25230.00          | $7.47              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $25000.00          | $2.75              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.5000%  | N/A     | $25000.00          | $48.84             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-02-20      | 3.0000%  | N/A     | $7492206.00        | $9750869.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $6000.00           | $3.38              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-20      | 3.0000%  | N/A     | $3000.00           | $26.13             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $220000.00         | $214250.03         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | 4.5000%  | N/A     | $75000.00          | $53515.16          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $128849000.00      | $70636066.41       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $120000.00         | $116297.73         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 1.0000%  | N/A     | $150000000.00      | $66154289.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $25000.00          | $65.10             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 1.7500%  | N/A     | $74000.00          | $39072.41          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $155388000.00      | $79785205.47       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2026-12-15      | 8.0000%  | N/A     | $25000.00          | $0.20              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $20000.00          | $6009.19           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 5.0000%  | N/A     | $49000.00          | $49197.17          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2026-09-20      | 8.0000%  | N/A     | $25000.00          | $0.30              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5000%  | N/A     | $176000.00         | $172236.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $25000.00          | $5.21              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 0.7500%  | N/A     | $200000000.00      | $74704432.89       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $50000.00          | $166.81            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | 0.7500%  | N/A     | $150000000.00      | $64877718.36       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $25000.00          | $9.22              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $135000.00         | $133389.12         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-05-15      | 7.0000%  | N/A     | $10200.00          | $0.67              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-03-20      | 4.5130%  | N/A     | $1000.00           | $10.76             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5000%  | N/A     | $121000.00         | $114933.79         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.0000%  | N/A     | $5000.00           | $1983.67           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 1.2500%  | N/A     | $154672000.00      | $67208422.51       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | 1.0000%  | N/A     | $216000000.00      | $74623874.49       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-04-20      | 4.5000%  | N/A     | $340000.00         | $336556.48         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $5000.00           | $2.92              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $37126.00          | $27.19             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $25000.00          | $9.86              | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2055-02-01      | 5.2500%  | N/A     | $109000.00         | $107584.00         | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $2000000.00        | $612800.00         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $147655500.00      | $194783041.00      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $50000.00          | $18274.00          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $39191900.00       | $48932117.73       | U.S. Treasuries (including strips)        |

### Security 184: 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: OSG002DJ7
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $26267.00          | $463.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $58855000.00       | $47905394.50       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.2952%  | N/A     | $125000000.00      | $81972405.64       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $27873473.00       | $16545674.49       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $42487898.00       | $33575618.26       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 4.7452%  | N/A     | $13341614.00       | $11168759.92       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $11871114.00       | $8925467.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 4.4952%  | N/A     | $37500000.00       | $24767240.19       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.0000%  | N/A     | $8248.00           | $589.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $57571809.00       | $45075439.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $32380089.00       | $24531285.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $33326208.00       | $26219442.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $54239296.00       | $32924555.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 5.5000%  | N/A     | $53439.00          | $538.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.0000%  | N/A     | $72937.00          | $905.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $53198640.00       | $41864221.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 4.5452%  | N/A     | $31236080.00       | $26157109.53       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 5.5000%  | N/A     | $18497.00          | $709.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 4.9952%  | N/A     | $74462208.00       | $59929726.90       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $360000.00         | $251088.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $3649864.00        | $3059356.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $554.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $110731.00         | $73212.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $201744718.00      | $30502194.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $405000.00         | $336811.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $1000.00           | $576.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1000.00           | $916.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $993.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | 2.0000%  | N/A     | $298164.00         | $103679.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.5000%  | N/A     | $1000.00           | $795.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $25243545.00       | $14188061.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $418440.00         | $286394.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $1000.00           | $725.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $202582.00         | $137108.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1029.00           | $800.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $69668646.00       | $12477725.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $3016588.00        | $2481504.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $473513527.00      | $33916505.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $540972.00         | $372445.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $632.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1024.00           | $929.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $776.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $16212233.00       | $12158279.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-25      | 4.5452%  | N/A     | $35611679.00       | $19742648.05       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $251832.00         | $174172.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $59000.00          | $38481.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $100000.00         | $74193.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $8954.00           | $6092.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $3075440.00        | $2815879.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $745.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $722.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 4.2552%  | N/A     | $25000000.00       | $14217900.54       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1024.00           | $933.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1024.00           | $817.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $700.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $710.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $18710912.00       | $13864315.89       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $730.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $675.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $596.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $802.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $1000.00           | $883.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $910.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 2.5000%  | N/A     | $1000.00           | $744.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $985.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.0000%  | N/A     | $314000.00         | $207614.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $1000.00           | $415.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $337000.00         | $217942.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $839.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $15045232.00       | $14552955.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $1000.00           | $310.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $6124312.00        | $4723039.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $1008.00           | $882.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $1058.00           | $740.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.5000%  | N/A     | $68098816.00       | $13749213.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $1024.00           | $810.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $199000.00         | $142381.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $855.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $53000.00          | $38491.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $395976.00         | $283955.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $670.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $2108.00           | $1330.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $5052176.00        | $5210597.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $765.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $99989632.00       | $31559909.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.0000%  | N/A     | $1000.00           | $532.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $648.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $399000.00         | $315204.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1192144.00        | $1164276.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1020.00           | $908.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $2000.00           | $1236.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $702.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $639.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 5.5000%  | N/A     | $7656568.00        | $2739794.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $55000.00          | $42511.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $1024.00           | $958.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.5000%  | N/A     | $15496.00          | $11765.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $1274438.00        | $1020513.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $1118864.00        | $679386.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $816.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $696.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $1013.00           | $599.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $39060.00          | $28441.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 3.5000%  | N/A     | $1015.00           | $177.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $83258571.00       | $21733799.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $910.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $686.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $539.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $1004.00           | $741.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | 2.5000%  | N/A     | $585000.00         | $400584.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $311.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 4.5000%  | N/A     | $1000.00           | $861.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $1024.00           | $863.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $1001.00           | $631.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $15712479.00       | $12738955.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $5858179.00        | $5365723.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $684.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $95000.00          | $66522.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 1.5000%  | N/A     | $1000.00           | $618.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-25      | 4.4952%  | N/A     | $50000000.00       | $27083436.05       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.5000%  | N/A     | $1000.00           | $677.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $635.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1070.00           | $998.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.5000%  | N/A     | $143346.00         | $32266.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.5000%  | N/A     | $1000.00           | $619.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-25      | 1.2700%  | N/A     | $4485999.00        | $3994504.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $27000.00          | $19949.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 4.5000%  | N/A     | $1008.00           | $207.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $122635774.00      | $28664580.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $3672578.00        | $2559393.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $345568.00         | $346601.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $1000.00           | $580.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1008.00           | $727.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $45595968.00       | $29310555.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $250982656.00      | $27471304.92       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-02-15      | 5.2500%  | N/A     | $447200.00         | $468647.73         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-02-15      | 2.3750%  | N/A     | $1214000.00        | $885118.87         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-08-15      | 2.7500%  | N/A     | $203700.00         | $155812.07         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $361800.00         | $283628.09         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-15      | 6.7500%  | N/A     | $620900.00         | $635079.09         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $1318800.00        | $1252269.18        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2037-02-15      | 4.7500%  | N/A     | $599300.00         | $622708.62         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-02-15      | 4.6250%  | N/A     | $544800.00         | $525853.17         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-08-15      | 3.8750%  | N/A     | $730900.00         | $670739.09         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $149672300.00      | $151420613.04      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $100.00            | $62.03             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-11-15      | 3.0000%  | N/A     | $619300.00         | $472852.21         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $745200.00         | $596937.33         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $785400.00         | $563246.23         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-08-15      | 6.1250%  | N/A     | $658600.00         | $710677.95         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $412700.00         | $393172.86         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-15      | 5.2500%  | N/A     | $172900.00         | $182608.26         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $794000.00         | $780668.70         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $683100.00         | $482919.97         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-02-15      | 2.5000%  | N/A     | $26400.00          | $18185.10          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-05-15      | 3.0000%  | N/A     | $647700.00         | $485946.58         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2036-02-15      | 4.5000%  | N/A     | $241400.00         | $246951.93         | U.S. Treasuries (including strips)        |

### Security 185: 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: OSG002DK4
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.0000%  | N/A     | $1351312.00        | $222272.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $2237000.00        | $590241.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $12646491.00       | $218867.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $127058.00         | $92738.42          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 5.5000%  | N/A     | $3700732.00        | $290227.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $2135402.00        | $2231669.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $1121109.00        | $186127.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.0000%  | N/A     | $2564295.00        | $217108.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1577710.00        | $1574747.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1024.00           | $693.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $752.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $33370135.00       | $27750318.34       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 5.0000%  | N/A     | $1001.00           | $864.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1000.00           | $924.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $573.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $2408092.00        | $806150.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $3275.00           | $483.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 4.9952%  | N/A     | $191127259.00      | $94091401.98       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $10120000.00       | $9579042.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $1948388.00        | $1903901.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1173785.00        | $824291.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.5000%  | N/A     | $20215522.00       | $7670305.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $971.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $902.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $889.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 5.0000%  | N/A     | $1854794.00        | $222462.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $3909.00           | $167.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $5055008.00        | $4683838.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.0000%  | N/A     | $1000.00           | $702.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1323780.00        | $911574.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1800842.00        | $1880094.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $973295.00         | $954246.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.0000%  | N/A     | $12722000.00       | $1839626.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1008.00           | $612.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1024.00           | $863.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1213898.00        | $1192326.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $1033.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $361451000.00      | $83421372.32       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 5.0000%  | N/A     | $8026054.00        | $204486.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.5000%  | N/A     | $1947281.00        | $256329.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 5.0000%  | N/A     | $2837999.00        | $406584.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $6001.00           | $6192.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $2566000.00        | $353289.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $33098835.00       | $29518197.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $863.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $1000.00           | $898.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $1000.00           | $906.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $763849.00         | $758618.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 5.0452%  | N/A     | $27305000.00       | $13460772.99       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1024.00           | $650.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.5000%  | N/A     | $1000.00           | $471.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $775799.00         | $562611.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $2760.00           | $451.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 5.0000%  | N/A     | $1436959.00        | $190284.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $889.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1024.00           | $774.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $892.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $50000000.00       | $49398170.69       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $948.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $186.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1096898.00        | $960444.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 5.0000%  | N/A     | $1048726.00        | $147975.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $815.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $2142075.00        | $1146721.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $7250.00           | $7531.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 5.5000%  | N/A     | $4116.00           | $10.73             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.5000%  | N/A     | $1039371.00        | $124048.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 5.0000%  | N/A     | $2535969.00        | $49492.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $6733087.00        | $4600995.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 4.0000%  | N/A     | $1085020.00        | $370795.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $30600139.00       | $23182788.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $753.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 3.0000%  | N/A     | $1000.00           | $438.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $676.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $13474023.00       | $11849891.31       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $841.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 4.5452%  | N/A     | $31382278.00       | $26279535.81       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $343.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 2.0000%  | N/A     | $2000000.00        | $1188487.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $3533956.00        | $2766885.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1035.00           | $673.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $65292310.00       | $52027051.02       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.5000%  | N/A     | $1000.00           | $900.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $1004.00           | $575.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-25      | 4.7452%  | N/A     | $69060599.00       | $63122383.43       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1024.00           | $764.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.5000%  | N/A     | $1000.00           | $915.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $382817.00         | $324540.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $279833721.00      | $70319567.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 5.2452%  | N/A     | $30000000.00       | $19841819.73       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $639.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $9011.00           | $9145.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $88938728.00       | $83023347.12       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $14629062.00       | $11539848.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $98000.00          | $77303.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 7.0000%  | N/A     | $1040.00           | $534.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 5.0000%  | N/A     | $1008.00           | $967.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 4.5000%  | N/A     | $1145327.00        | $112746.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $770.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.5000%  | N/A     | $1667883.00        | $112819.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $12157511.00       | $11367965.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.0000%  | N/A     | $1516990.00        | $217925.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $741.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 5.5000%  | N/A     | $2823.00           | $108.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1024.00           | $887.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 4.0000%  | N/A     | $37650316.00       | $4850091.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.5852%  | N/A     | $25106147.00       | $17182037.16       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $608.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $4258000.00        | $3467231.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 8.0000%  | N/A     | $1000.00           | $930.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1627584.00        | $1480884.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $10588317.00       | $8730937.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $2928112.00        | $2273212.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $786.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $157000.00         | $66093.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1008.00           | $560.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $886.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.0000%  | N/A     | $1880829.00        | $421807.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 7.0000%  | N/A     | $1000.00           | $836.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $1000.00           | $881.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 6.0000%  | N/A     | $7449.00           | $174.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1826340.00        | $1619383.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $824.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.0000%  | N/A     | $5588.00           | $399.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1502456.00        | $1090506.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 5.0000%  | N/A     | $1520278.00        | $97593.34          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $5096968.00        | $3507165.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.0000%  | N/A     | $31441.00          | $390.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 4.5000%  | N/A     | $4602600.00        | $4415809.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1042589.00        | $1039611.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $11056.00          | $11594.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $2008248.00        | $962489.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 2.5000%  | N/A     | $49695628.00       | $16176439.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $1008.00           | $812.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $1455722.00        | $1004999.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $90000000.00       | $69471607.41       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1075697.00        | $756224.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 4.5000%  | N/A     | $1422171.00        | $216760.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1008.00           | $694.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $1009.00           | $618.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1226906.00        | $1067756.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1024.00           | $609.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.1952%  | N/A     | $50000000.00       | $35461289.09       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $535.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 5.0952%  | N/A     | $120000000.00      | $65615135.85       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $800.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $938.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $846611.00         | $591325.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1028.00           | $535.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.1452%  | N/A     | $57517284.00       | $39800539.80       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $1963362.00        | $1153523.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.0000%  | N/A     | $1000.00           | $73.52             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.1452%  | N/A     | $50000000.00       | $28271416.88       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.5000%  | N/A     | $1000.00           | $126.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $15001.00          | $11428.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 8.0000%  | N/A     | $1299.00           | $15.52             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $727.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 5.0000%  | N/A     | $21698000.00       | $4006699.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $631.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-25      | 5.0000%  | N/A     | $6532208.00        | $4443192.04        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $837.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $46609369.00       | $35541591.32       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $23132639.00       | $19114672.06       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.5000%  | N/A     | $1250310.00        | $899583.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $685.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $689.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 3.0000%  | N/A     | $1402704.00        | $216596.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $24340992.00       | $24006062.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $2072041.00        | $1452367.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $2000.00           | $1161.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $2443820.00        | $1390148.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $5000000.00        | $1151444.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | 4.0000%  | N/A     | $883105.00         | $143807.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $771.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 7.0000%  | N/A     | $1001.00           | $846.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $39877963.00       | $1528970.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $1000.00           | $814.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.5000%  | N/A     | $4263642.00        | $243593.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-25      | 4.9452%  | N/A     | $204300.00         | $127694.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.5000%  | N/A     | $1053513.00        | $155849.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 6.0000%  | N/A     | $1017411.00        | $110195.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 4.2452%  | N/A     | $50000000.00       | $32918579.91       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-12-01      | 2.5000%  | N/A     | $248000.00         | $90432.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1373000.00        | $837851.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $133306.00         | $110793.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 7.0000%  | N/A     | $1024.00           | $642.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $21123712.00       | $18006157.93       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $907.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1053.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 6.0000%  | N/A     | $1659987.00        | $136395.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $307.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.5000%  | N/A     | $10208591.00       | $180056.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $398000.00         | $136404.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $54722652.00       | $29259463.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $975.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $98000.00          | $11962.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $1203644.00        | $1246084.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.5000%  | N/A     | $2075068.00        | $90754.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | 4.9452%  | N/A     | $52880000.00       | $33644531.96       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $599811.00         | $471102.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $79000.00          | $54051.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $866.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $1101406.00        | $439387.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $803000.00         | $575101.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $1001.00           | $1027.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $66402830.00       | $66151443.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.0000%  | N/A     | $1500000.00        | $411400.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $2745359.00        | $2433111.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $2082753.00        | $1611617.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1012.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $1024.00           | $151.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.5000%  | N/A     | $1186966.00        | $165464.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $9798016.00        | $8243556.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $1058334.00        | $957046.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.5000%  | N/A     | $5713325.00        | $256511.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1003310.00        | $1018167.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 7.0000%  | N/A     | $1824217.00        | $304865.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-25      | 4.4952%  | N/A     | $145000000.00      | $78541964.55       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-01-01      | 4.0000%  | N/A     | $1000.00           | $166.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $6791140.00        | $1090777.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0000%  | N/A     | $12718584.00       | $127894.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-25      | 4.6452%  | N/A     | $15000000.00       | $10236343.34       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $33490368.00       | $8509350.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $701.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $1231.00           | $312.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2994000.00        | $2705060.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $1000.00           | $963.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-25      | 1.7400%  | N/A     | $2000000.00        | $1616401.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-01      | 4.0000%  | N/A     | $1321320.00        | $358079.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $2000.00           | $1427.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-05-01      | 4.0000%  | N/A     | $1000.00           | $195.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $2487915.00        | $2511084.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $3846000.00        | $2653514.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $908.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $1966493.00        | $366979.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1396171.00        | $1110733.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $917.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | 5.5000%  | N/A     | $3388001.00        | $198005.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.5000%  | N/A     | $1086815.00        | $187207.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $768.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $16028.00          | $11034.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.5000%  | N/A     | $2569603.00        | $294864.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $8589856.00        | $8707932.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 4.0000%  | N/A     | $1284550.00        | $299362.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1417206.00        | $1202031.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2000.00           | $1680.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $790.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1557503.00        | $1276413.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $1295000.00        | $355133.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $36161290.00       | $36269433.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $212920.00         | $23424.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $598000.00         | $379361.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $953956.00         | $769560.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $448825.00         | $247909.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-25      | 2.2660%  | N/A     | $1030.00           | $51.86             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-25      | 4.4452%  | N/A     | $50789332.00       | $32510857.60       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $2074.00           | $484.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $2403687.00        | $2242233.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $778621.00         | $623485.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $945050.00         | $924911.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $7737880.00        | $7549485.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.0000%  | N/A     | $1000.00           | $386.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $871.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $506240.00         | $379652.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $741.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $999304.00         | $1065625.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $683.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1049.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | 2.5000%  | N/A     | $1104050.00        | $121539.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $5789712.00        | $5341009.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $482.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1103182.00        | $830313.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $1040.00           | $264.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $874.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $18637387.00       | $13763425.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.5000%  | N/A     | $1438969.00        | $1565068.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $210.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $5683856.00        | $3991295.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1002.00           | $573.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.5000%  | N/A     | $1000.00           | $789.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $64378112.00       | $59387190.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $214677.00         | $160545.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $3117124.00        | $822918.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $722.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $1049242.00        | $454491.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-25      | 4.9452%  | N/A     | $72276000.00       | $37880980.40       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $19306976.00       | $17583032.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $698174.00         | $481610.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $898.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $23000.00          | $16672.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1000.00           | $27.40             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $6032.00           | $6159.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $1000.00           | $113.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.5000%  | N/A     | $1340309.00        | $114372.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 7.0000%  | N/A     | $1131276.00        | $898389.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $909.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 3.0000%  | N/A     | $3901024.00        | $111757.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $1000.00           | $637.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.2700%  | N/A     | $101845.00         | $100635.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $2003580.00        | $1985785.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1053.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.0000%  | N/A     | $1535028.00        | $45216.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $209648639.00      | $96275070.57       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $985.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.5000%  | N/A     | $14002350.00       | $1183217.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.0000%  | N/A     | $214000.00         | $45070.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $741.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $12859184.00       | $11995954.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $22483407.00       | $4024849.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.5000%  | N/A     | $2150025.00        | $194012.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | 5.5000%  | N/A     | $110000.00         | $91468.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.5000%  | N/A     | $48028612.00       | $45717309.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | 3.5000%  | N/A     | $300000.00         | $26612.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 4.0000%  | N/A     | $2350833.00        | $362499.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1000.00           | $440.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $1223.00           | $334.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $2199000.00        | $1336797.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 7.0000%  | N/A     | $1330078.00        | $573813.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $999000.00         | $564202.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $2016.00           | $509.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $1000.00           | $136.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $1000.00           | $77.62             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $29622652.00       | $4478709.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $3828950.00        | $3533283.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $1774730.00        | $1800860.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1394380.00        | $1042419.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1008.00           | $794.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $2422752.00        | $1445011.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | 2.5000%  | N/A     | $6500000.00        | $322219.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 5.5000%  | N/A     | $1697570.00        | $113633.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.0000%  | N/A     | $4993839.00        | $435629.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $899.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $1000.00           | $586.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 4.5000%  | N/A     | $1001.00           | $815.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $605.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $93248.00          | $51222.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $1038644.00        | $1024560.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.5000%  | N/A     | $5644072.00        | $212326.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $11148103.00       | $58356.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $1312000.00        | $700112.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1428433.00        | $279900.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 4.0000%  | N/A     | $3059022.00        | $438611.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 2.5000%  | N/A     | $1000.00           | $56.13             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $5555674.00        | $1424069.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $2008.00           | $1487.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1040.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $2048.00           | $1734.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $831.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1008.00           | $931.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $29628352.00       | $11824109.81       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1102888.00        | $990136.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $3520.00           | $2747.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1001.00           | $665.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $370000.00         | $214821.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $3572000.00        | $634819.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | 7.5000%  | N/A     | $1011447.00        | $103333.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $545.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1027.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.5000%  | N/A     | $2174644.00        | $148529.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1012.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 4.0000%  | N/A     | $5182685.00        | $352189.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.5000%  | N/A     | $1071764.00        | $190548.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $601.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.5000%  | N/A     | $180127.00         | $80979.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $1192880.00        | $340577.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $1000.00           | $321.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $816000.00         | $161508.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.5000%  | N/A     | $1271650.00        | $107971.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 2.0000%  | N/A     | $624000.00         | $442022.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $2509740.00        | $2226702.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.5000%  | N/A     | $1673873.00        | $623469.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $53367657.00       | $466858.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $1112965.00        | $1145453.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1688080.00        | $1338476.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-05-01      | 6.0000%  | N/A     | $2032588.00        | $187516.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 4.5000%  | N/A     | $3235535.00        | $125534.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $75000.00          | $45780.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $52526083.00       | $39678345.59       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $700.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 3.5000%  | N/A     | $1000.00           | $430.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 5.5000%  | N/A     | $11061619.00       | $116764.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.5000%  | N/A     | $4882925.00        | $128076.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $73192382.00       | $11178896.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.5000%  | N/A     | $1543250.00        | $174125.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-04-01      | 6.0000%  | N/A     | $1080228.00        | $182029.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $1086939.00        | $313259.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | 4.9952%  | N/A     | $96395700.00       | $71260726.65       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $1000.00           | $230.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $12033759.00       | $1859869.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1140598.00        | $696520.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $7000.00           | $7147.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1004.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | 3.5000%  | N/A     | $55366592.00       | $11034467.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.5000%  | N/A     | $5973145.00        | $265339.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $2073924.00        | $1564944.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $8000.00           | $5868.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.0000%  | N/A     | $1000.00           | $911.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $8577000.00        | $5726612.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $3048040.00        | $246314.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 7.0000%  | N/A     | $1025016.00        | $666319.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $2048.00           | $1359.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1700352.00        | $317185.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $984.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $3491510.00        | $347723.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.5000%  | N/A     | $1323880.00        | $234866.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $4704091.00        | $3602401.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $977.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1483343.00        | $1440881.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.5000%  | N/A     | $1007813.00        | $114410.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $616.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $52573.00          | $35398.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1008.00           | $490.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $2000.00           | $1237.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 2.0000%  | N/A     | $150000.00         | $61425.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1164450.00        | $1211465.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $548000.00         | $359380.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $2000.00           | $1531.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $109998000.00      | $12215048.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $422.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 2.5000%  | N/A     | $496000.00         | $308092.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2514735.00        | $2202819.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1008.00           | $897.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $19129844.00       | $255684.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $750976.00         | $762676.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 7.5000%  | N/A     | $1000.00           | $1055.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.0000%  | N/A     | $1616200.00        | $1167425.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $1043.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $780673.00         | $290233.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 5.0000%  | N/A     | $1887887.00        | $361197.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 6.0000%  | N/A     | $1312642.00        | $141579.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $194.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $1000.00           | $182.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $353000.00         | $244224.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.0000%  | N/A     | $1541484.00        | $132491.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1717348.00        | $1734091.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.0000%  | N/A     | $2951134.00        | $837879.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 4.0000%  | N/A     | $11884921.00       | $1639408.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.5000%  | N/A     | $1932667.00        | $98824.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $1000.00           | $192.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.5000%  | N/A     | $1011959.00        | $184605.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $2173777.00        | $430879.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $766.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $187298.00         | $160559.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $975.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.5000%  | N/A     | $1027170.00        | $924412.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $1220000.00        | $701011.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1232162.00        | $667691.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $942.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $13368.00          | $12424.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $569.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.5000%  | N/A     | $31707769.00       | $211386.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | 3.5000%  | N/A     | $3125394.00        | $136069.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 5.0000%  | N/A     | $1136409.00        | $367461.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $2048.00           | $400.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $1000.00           | $201.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $1047250.00        | $1112524.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $261.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.5000%  | N/A     | $1506477.00        | $186618.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2400015.00        | $1909879.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $802.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.0000%  | N/A     | $2291250.00        | $2364097.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $662.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.0000%  | N/A     | $1591858.00        | $640490.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 5.5000%  | N/A     | $6306604.00        | $401992.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $6195423.00        | $5045075.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $958.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $2000000.00        | $35552.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 4.5000%  | N/A     | $1000.00           | $755.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $805.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1280.00           | $1156.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.5000%  | N/A     | $1027.00           | $244.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $478.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1153254.00        | $879865.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $1024.00           | $886.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 4.5000%  | N/A     | $56000.00          | $48266.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $416000.00         | $217355.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1024.00           | $860.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $1169270.00        | $780298.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $1000.00           | $1054.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $3602671.00        | $3649650.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $4071604.00        | $4212114.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 6.0000%  | N/A     | $7929288.00        | $7847510.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-01-01      | 3.5000%  | N/A     | $1000.00           | $325.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $5918320.00        | $4868284.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-25      | 1.6689%  | N/A     | $8000000.00        | $3670031.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $799.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 6.0000%  | N/A     | $1711447.00        | $150665.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 5.5000%  | N/A     | $3151269.00        | $148065.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $991.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $1002206.00        | $981553.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $864.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2769444.00        | $2645898.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $732.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $34795.00          | $13727.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $466.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $20962560.00       | $20830780.50       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | 4.0000%  | N/A     | $1995850.00        | $243673.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 6.0000%  | N/A     | $1167834.00        | $107965.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.0000%  | N/A     | $4138174.00        | $1175172.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | 4.0000%  | N/A     | $1000.00           | $103.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 6.0000%  | N/A     | $1848692.00        | $103713.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $2927776.00        | $2601153.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $906.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | 5.5000%  | N/A     | $1197144.00        | $194990.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $2470008.00        | $2380341.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1000.00           | $991.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $17682688.00       | $9938503.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $6063.00           | $5414.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $851.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1116682.00        | $854320.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $1149834.00        | $640059.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 3.0000%  | N/A     | $355285.00         | $131282.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $399000.00         | $149464.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.5000%  | N/A     | $1500334.00        | $156876.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $2024000.00        | $1256086.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $5598000.00        | $3670510.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $31563789.00       | $6102011.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $24069476.00       | $21779385.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 4.8952%  | N/A     | $10827615.00       | $7581080.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1938359.00        | $1868539.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1019.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 3.5000%  | N/A     | $100000.00         | $18077.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $196000.00         | $139179.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $113436541.00      | $12069384.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $724.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.5000%  | N/A     | $3389678.00        | $181313.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $2710691.00        | $2385653.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 3.5000%  | N/A     | $1288792.00        | $179620.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $773885.00         | $156657.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.0000%  | N/A     | $1642490.00        | $219043.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | 3.5000%  | N/A     | $7783264.00        | $274371.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $1082.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.5000%  | N/A     | $55332352.00       | $11603804.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 5.5000%  | N/A     | $2042865.00        | $318686.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $1003714.00        | $612103.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $897.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.5000%  | N/A     | $1788402.00        | $100545.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $80225.00          | $20713.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 5.0000%  | N/A     | $1458131.00        | $471136.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $739.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.5000%  | N/A     | $1000.00           | $115.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | 2.5000%  | N/A     | $1010.00           | $28.71             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $609001.00         | $358269.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1210603.00        | $753315.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $2006459.00        | $1932286.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $839.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1029.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $93531064.00       | $11979876.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $5026504.00        | $324266.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $33802718.00       | $53755.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $687.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $4070720.00        | $3927906.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $25509280.00       | $3794556.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $54425.00          | $41331.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $397119.00         | $351638.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $117000.00         | $34837.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $6266772.00        | $3777623.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $799.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1024.00           | $985.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1260090.00        | $894604.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $501000.00         | $358302.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $909.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $623.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-25      | 4.7452%  | N/A     | $38968685.00       | $36472677.46       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $1058448.00        | $369666.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-25      | 1.2700%  | N/A     | $8407635.00        | $7486478.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $20185760.00       | $15321992.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $795.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $986.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $80549239.00       | $75172486.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $2495932.00        | $2483112.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $2187000.00        | $1389460.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $30291642.00       | $5336390.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $971.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $1000.00           | $209.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $939.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1002.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.5000%  | N/A     | $56057792.00       | $11561225.05       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $1035.00           | $820.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $2915082.00        | $2670031.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | 4.8452%  | N/A     | $3974872.00        | $3678805.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $875.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.5000%  | N/A     | $1463300.00        | $194839.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $3355319.00        | $156695.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $117636391.00      | $9630224.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.0000%  | N/A     | $1724269.00        | $464167.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.5000%  | N/A     | $2340203.00        | $145588.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $60004288.00       | $11208485.98       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1916602.00        | $1859369.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $12105040.00       | $11304962.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.5000%  | N/A     | $1000.00           | $952.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $1000.00           | $37.20             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $766.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1008.00           | $926.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $29413115.00       | $25913540.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1085828.00        | $1065727.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $2239.00           | $329.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1727539.00        | $810245.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.0000%  | N/A     | $2814000.00        | $107437.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $193000.00         | $74719.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | 5.0452%  | N/A     | $50000000.00       | $31338186.50       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $1024.00           | $253.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $832.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | 6.0000%  | N/A     | $1950199.00        | $90403.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 3.5000%  | N/A     | $5641025.00        | $124052.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $2711840.00        | $1733303.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $2052486.00        | $1583368.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.0000%  | N/A     | $414621.00         | $72781.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $481.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $287111.00         | $290723.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1086830.00        | $1139434.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1000.00           | $833.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $1007.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $100000.00         | $73703.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | 1.2859%  | N/A     | $48131000.00       | $42200969.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $4059641.00        | $880370.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $11270340.00       | $393186.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 4.2552%  | N/A     | $1246681.00        | $709007.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $14849729.00       | $11735630.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1458280.00        | $909613.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $2226048.00        | $1493912.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $3380385.00        | $2528152.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 4.5000%  | N/A     | $1340540.00        | $366862.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $3461002.00        | $194672.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.0000%  | N/A     | $65000.00          | $38516.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.0000%  | N/A     | $1339549.00        | $312157.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-25      | 4.3452%  | N/A     | $50000000.00       | $36287947.88       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $428266.00         | $305248.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $2398288.00        | $370900.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $890867.00         | $620838.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $45716041.00       | $11661255.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1006.00           | $817.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 4.0000%  | N/A     | $4153477.00        | $269521.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $1000.00           | $255.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $130430.00         | $108378.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 7.0000%  | N/A     | $1000.00           | $617.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $876.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1040.00           | $879.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $903.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $11542640.00       | $9363351.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $696000.00         | $476662.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1000.00           | $434.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1000.00           | $493.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $2102764.00        | $2029207.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | 5.0000%  | N/A     | $1000.00           | $919.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.0000%  | N/A     | $958095.00         | $182768.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 5.0000%  | N/A     | $1000.00           | $135.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $1008.00           | $769.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.0000%  | N/A     | $1092738.00        | $173319.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $81655016.00       | $11211052.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.5000%  | N/A     | $1744576.00        | $169629.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $1162588.00        | $768183.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $858.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1244820.00        | $795279.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.6901%  | N/A     | $345705395.00      | $342718092.39      | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $7102100.00        | $7213644.42        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $1900.00           | $1585.06           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-06-15      | 4.6250%  | N/A     | $15716200.00       | $16127779.30       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-31      | 3.6250%  | N/A     | $95467900.00       | $95760493.03       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-11-30      | 3.8750%  | N/A     | $18726600.00       | $18971372.82       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $900.00            | $522.39            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-09-30      | 1.6250%  | N/A     | $4391300.00        | $4359032.58        | U.S. Treasuries (including strips)        |

### Security 186: 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: OSG002DL2
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.0452%  | N/A     | $19910000.00       | $11739280.13       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $350000.00         | $107089.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 3.5000%  | N/A     | $22666.00          | $12738.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $869.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $27169.00          | $21298.62          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $17089895.00       | $13074901.93       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $60272.00          | $41204.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $2048.00           | $1362.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $11456928.00       | $8609831.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $2994750.00        | $2219962.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $4346.00           | $641.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $334.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $41052937.00       | $36611823.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $19292890.00       | $17396230.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $12830958.00       | $6289939.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $9745142.00        | $8103976.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $2000.00           | $2063.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 2.0000%  | N/A     | $8060000.00        | $3842347.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $10630180.00       | $9620418.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $9543883.00        | $8655647.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $797.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 4.7952%  | N/A     | $139300000.00      | $100268162.88      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $3976140.00        | $2925951.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $814.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $200000.00         | $27662.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $37599.00          | $26975.93          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $18412544.00       | $11994694.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $3759078.00        | $2240579.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $200076.00         | $139970.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $821000.00         | $554387.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $6498000.00        | $4620174.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $119351.00         | $88746.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 4.5000%  | N/A     | $10602597.00       | $8128749.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.0000%  | N/A     | $7517981.00        | $5544380.11        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $123000.00         | $72831.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 5.5000%  | N/A     | $7240.00           | $18.87             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $170268.00         | $155818.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $39743840.00       | $38112764.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $61939782.00       | $59881181.63       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $8496290.00        | $6388057.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1184526.00        | $884754.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $379.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $81994141.00       | $23710476.05       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1630.00           | $1369.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $8286756.00        | $6486671.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $1007.00           | $153.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $20929598.00       | $15388413.63       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $8593917.00        | $1360994.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $17137295.00       | $12340352.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 5.5000%  | N/A     | $25273.00          | $969.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $876.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $511.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 4.7452%  | N/A     | $27503699.00       | $23024366.54       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $8018529.00        | $5704877.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1040.00           | $957.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $406048.00         | $258975.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $786132.00         | $197547.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1137168.00        | $1031728.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $10471744.00       | $8511960.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $2604.00           | $2730.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $2760.00           | $2867.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.0000%  | N/A     | $68769.00          | $854.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $73238.00          | $47495.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $671.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $3067771.00        | $2607311.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $48556.00          | $1549.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $2000.00           | $2029.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $14382305.00       | $11859392.58       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.0000%  | N/A     | $11318.00          | $808.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $7082.00           | $125.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $2000.00           | $1281.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $309209.00         | $191419.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $14630816.00       | $9279201.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $370.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $995.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.5000%  | N/A     | $1000.00           | $326.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1334473.00        | $1321243.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $1024.00           | $572.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $985.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $725.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $524.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.0000%  | N/A     | $205000.00         | $174519.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 5.0000%  | N/A     | $25355296.00       | $6002014.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $82499274.00       | $14163934.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $2000.00           | $1321.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $289.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $634.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $923.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $12472688.00       | $12394279.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $737.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $1008.00           | $261.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $2016.00           | $1475.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-12-01      | 3.0000%  | N/A     | $1000.00           | $832.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1001.00           | $1001.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $2000.00           | $278.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.0000%  | N/A     | $1023.00           | $289.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $766.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $977.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1024.00           | $716.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $7299470.00        | $6879697.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $10414520.00       | $7810315.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $897.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1024.00           | $364.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $877.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $985.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 3.0000%  | N/A     | $1000.00           | $540.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $301677.00         | $53590.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $11411346.00       | $11144592.70       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1100.00           | $753.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $847040.00         | $703991.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $84107.00          | $84358.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $719.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $1000.00           | $252.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $25516352.00       | $23415097.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $2144.00           | $809.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.5000%  | N/A     | $1036.00           | $253.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $2048.00           | $1453.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $2008.00           | $1475.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $66154041.00       | $61583503.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $822.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 3.5000%  | N/A     | $1000.00           | $819.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.5000%  | N/A     | $1000.00           | $248.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $357.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1001.00           | $755.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $1024.00           | $188.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $60179673.00       | $4926568.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $100506400.00      | $8075159.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-25      | 4.6952%  | N/A     | $24175621.00       | $23874324.56       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.2700%  | N/A     | $158272.00         | $156392.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $278000.00         | $250484.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $1008.00           | $939.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $3143.00           | $2314.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $556.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $15604661.00       | $11945182.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $1000.00           | $669.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1024.00           | $417.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-25      | 1.2700%  | N/A     | $16456366.00       | $14653374.53       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $123999.00         | $30295.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | 5.5000%  | N/A     | $1000.00           | $408.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $2000.00           | $1609.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $3015282.00        | $2420175.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $1053.00           | $619.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $384.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $450856.00         | $32184.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $803.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1393000.00        | $1248528.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $9152192.00        | $6483513.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $99000.00          | $27673.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $342059.00         | $222054.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $48711.00          | $13073.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $3385877.00        | $883848.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $69700992.00       | $7498400.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.0000%  | N/A     | $18530198.00       | $13113408.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $2699151.00        | $2579498.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $943.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $3000.00           | $2397.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 4.0000%  | N/A     | $1000.00           | $674.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $1008.00           | $827.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $936761.00         | $728305.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $581000.00         | $533393.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $735.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $854.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.0000%  | N/A     | $1000.00           | $409.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1031.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $97998.00          | $67235.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $636880.00         | $434103.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $826.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $18204288.00       | $15982830.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $763.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $265735.00         | $175697.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $3265991.00        | $3215408.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $65.32             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $631.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $15002040.00       | $10888382.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $778.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1643480.00        | $1690714.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $39869383.00       | $5401101.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1024.00           | $921.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $2005.00           | $2009.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $905.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $92823280.00       | $86255250.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $22645.00          | $3604.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1019.00           | $818.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $778.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1024.00           | $881.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $2294937.00        | $1273456.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $35938162.00       | $25609143.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $1000.00           | $681.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1175.00           | $1108.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1002.00           | $638.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $771.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $292.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $12999648.00       | $2195333.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $2091.00           | $1921.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.0000%  | N/A     | $7913064.00        | $6319702.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.5000%  | N/A     | $1000.00           | $899.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $613109.00         | $492645.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $12674582.00       | $12250087.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $658.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $2484628.00        | $2526700.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $85000.00          | $58156.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $2000.00           | $1311.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $218.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.5000%  | N/A     | $1000.00           | $553.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $15355920.00       | $14045304.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $792.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1307946.00        | $1237041.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $937.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $20871570.00       | $16837191.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-25      | 4.6452%  | N/A     | $19819599.00       | $19583861.32       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $1481371.00        | $1150658.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $849.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1008.00           | $1044.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $605.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $782.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $668.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $18301548.00       | $13827320.01       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $9506401.00        | $8774358.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.0000%  | N/A     | $1001.00           | $331.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.5000%  | N/A     | $192000.00         | $38857.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $701.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1120.00           | $894.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 6.0000%  | N/A     | $1652092.00        | $901909.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1001.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $775.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.0000%  | N/A     | $1000.00           | $275.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $722.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $483977.00         | $383720.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1024.00           | $922.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $1000.00           | $904.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $2040.00           | $1737.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1663500.00        | $1717618.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1000.00           | $468.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $1001.00           | $758.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $764.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 4.0000%  | N/A     | $177942.00         | $24545.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | 4.7952%  | N/A     | $15361140.00       | $14865664.08       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $1000.00           | $550.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $55085433.00       | $9639089.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $746.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $8498622.00        | $3412483.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $1024.00           | $789.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $745.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $48959642.00       | $29148827.99       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $1000.00           | $545.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $100000.00         | $75151.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2996000.00        | $2955152.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $722000.00         | $317571.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1237700.00        | $957758.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $90585824.00       | $80778668.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 2.0000%  | N/A     | $150927000.00      | $73339053.93       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 3.5000%  | N/A     | $1008.00           | $151.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $5350013.00        | $4284051.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $684.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $1000.00           | $192.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1024.00           | $861.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $242410.00         | $67904.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $2000.00           | $1990.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $660.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1000.00           | $389.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $275976.00         | $262199.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-25      | 1.2971%  | N/A     | $19000000.00       | $12727545.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1024.00           | $787.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1000.00           | $472.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $1516995.00        | $251301.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $2008.00           | $1577.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $27768560.00       | $10419236.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1008.00           | $744.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $24265440.00       | $8747666.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $11811471.00       | $8824883.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $3176.00           | $2845.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1008.00           | $832.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $1082.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $662.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $802.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $1000.00           | $978.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $552090.00         | $345447.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $3072.00           | $2488.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1008.00           | $855.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $244.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $1000.00           | $886.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $2000.00           | $1926.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $7520512.00        | $7060221.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $123025202.00      | $106118986.75      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | 4.7952%  | N/A     | $26335422.00       | $17941971.14       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $1024.00           | $812.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $756.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $1000.00           | $384.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $767.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 1.5000%  | N/A     | $1000.00           | $414.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $7492164.00        | $5650574.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $40323357.00       | $28101062.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $10372432.00       | $9045737.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $1041.00           | $438.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.3952%  | N/A     | $90000000.00       | $41973861.72       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $8142992.00        | $7009598.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | 3.5000%  | N/A     | $1000.00           | $102.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1024.00           | $920.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $340936.00         | $26494.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1015.00           | $910.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 2.5000%  | N/A     | $5061000.00        | $137804.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $3072.00           | $2599.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 4.5000%  | N/A     | $1010.00           | $927.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $30299321.00       | $26694305.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.5000%  | N/A     | $49997000.00       | $688265.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $1000.00           | $893.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $1000.00           | $244.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $740999.00         | $205114.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $1000.00           | $435.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $815.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $651.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $364.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.5000%  | N/A     | $2001.00           | $52.29             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1024.00           | $829.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $7186.00           | $5675.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $43138680.00       | $23065669.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $9565491.00        | $8679695.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $1024.00           | $323.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1024.00           | $933.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1014.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $32092456.00       | $6983006.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $55455552.00       | $13119671.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $986.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $188000.00         | $34147.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1445300.00        | $1125199.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 2.5000%  | N/A     | $1116160.00        | $165078.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $996.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $1085.00           | $9.60              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.5000%  | N/A     | $1000.00           | $130.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $4117464.00        | $3710135.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1390.00           | $1242.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $11977164.00       | $10970327.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.0000%  | N/A     | $38880838.00       | $8629799.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $709.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $31797866.00       | $23774188.89       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $2008.00           | $1631.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $716.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $33288320.00       | $27259543.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $1024.00           | $819.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $1000.00           | $834.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $606.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $1024.00           | $378.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $5697008.00        | $5172384.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $1000.00           | $804.93            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-05-15      | 6.2500%  | N/A     | $4121100.00        | $4582437.45        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-02-15      | 4.7500%  | N/A     | $5410900.00        | $5453321.16        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $83504400.00       | $84548230.37       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $3139700.00        | $1736746.63        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-31      | 3.6250%  | N/A     | $104142800.00      | $104461980.14      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-11-15      | 4.7500%  | N/A     | $2768400.00        | $2774088.42        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $2960600.00        | $1778037.02        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $1417000.00        | $1001753.18        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-02-15      | 3.6250%  | N/A     | $3865100.00        | $3284976.40        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-02-15      | 3.0000%  | N/A     | $3266800.00        | $2405944.61        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-08-15      | 1.7500%  | N/A     | $6145000.00        | $4104831.41        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-11-15      | 4.2500%  | N/A     | $3558800.00        | $3437345.10        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2037-05-15      | 5.0000%  | N/A     | $2474600.00        | $2658935.87        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $3278500.00        | $3224954.78        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-31      | 3.8750%  | N/A     | $662800.00         | $669353.06         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-11-15      | 4.3750%  | N/A     | $3537700.00        | $3497965.10        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $2307300.00        | $2003872.84        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $2655100.00        | $2613892.23        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $3449300.00        | $2667329.57        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $6182500.00        | $6143234.29        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-11-15      | 2.3750%  | N/A     | $2434200.00        | $1561643.69        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $3696900.00        | $3740339.51        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-05-15      | 4.3750%  | N/A     | $5994200.00        | $5902969.20        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-05-15      | 4.6250%  | N/A     | $3801100.00        | $3738285.16        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-15      | 6.5000%  | N/A     | $3736300.00        | $3902896.50        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-11-15      | 2.8750%  | N/A     | $3341100.00        | $2465316.51        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-11-15      | 3.1250%  | N/A     | $2319400.00        | $1917807.74        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-15      | 6.3750%  | N/A     | $3878000.00        | $4051403.87        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-05-15      | 4.3750%  | N/A     | $2591000.00        | $2528443.30        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $3000000.00        | $2692249.01        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-15      | 5.5000%  | N/A     | $1780900.00        | $1862508.13        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-30      | 3.3750%  | N/A     | $130110700.00      | $130921379.02      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $4760200.00        | $5053476.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-09-30      | 0.8750%  | N/A     | $7384200.00        | $7303041.83        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-11-30      | 3.8750%  | N/A     | $1373300.00        | $1391250.22        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-02-15      | 3.5000%  | N/A     | $5110300.00        | $4618048.80        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $4113700.00        | $4147626.93        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-05-15      | 2.3750%  | N/A     | $2723500.00        | $1715616.76        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-09-30      | 1.6250%  | N/A     | $4306800.00        | $4275153.49        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2038-02-15      | 4.3750%  | N/A     | $2539900.00        | $2541991.28        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-08-15      | 3.7500%  | N/A     | $4529900.00        | $4045924.33        | U.S. Treasuries (including strips)        |

### Security 187: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY 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: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON09CT8
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; 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? 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 | 2029-03-31      | 2.3750%  | N/A     | $53307400.00       | $51095501.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $64927700.00       | $61798339.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $55243200.00       | $55453095.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $51233700.00       | $51663822.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $44587400.00       | $44895289.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $53256100.00       | $53587094.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $15500.00          | $15579.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | 4.2500%  | N/A     | $69307200.00       | $69950336.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $47657800.00       | $49016734.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 4.1250%  | N/A     | $58987600.00       | $59147810.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $66883000.00       | $63677145.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $52639900.00       | $51715020.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 0.6250%  | N/A     | $51371200.00       | $48749050.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $52763700.00       | $50843811.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 2.1250%  | N/A     | $90792700.00       | $85482253.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $62572800.00       | $57299558.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 3.5000%  | N/A     | $49384600.00       | $49471460.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $50344800.00       | $47298363.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $56478200.00       | $56709760.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $60772200.00       | $54456853.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $52627100.00       | $54049662.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $58195000.00       | $58683503.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $67757600.00       | $68495768.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 4.8750%  | N/A     | $61811300.00       | $63105147.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $48927900.00       | $49747515.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 3.8750%  | N/A     | $45790100.00       | $46334766.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $64509500.00       | $66689120.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $9781400.00        | $9277938.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $50544500.00       | $51289770.41       | U.S. Treasuries (including strips) |

### Security 188: 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: 0SON09CV3
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; 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? 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 | 2055-05-15      | 4.7500%  | N/A     | $213620400.00      | $210196442.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $244457900.00      | $221748328.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 2.3750%  | N/A     | $320424300.00      | $201691358.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 2.2500%  | N/A     | $242835300.00      | $178048706.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 4.3750%  | N/A     | $210972600.00      | $208315221.77      | U.S. Treasuries (including strips) |

### Security 189: 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: 0SON09CY7
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; 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 | 2050-11-15      | 1.6250%  | N/A     | $260183700.00      | $136146755.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $88135500.00       | $80728816.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $150585900.00      | $87313981.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $98770400.00       | $76254394.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $127571100.00      | $106250564.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 3.0000%  | N/A     | $128759300.00      | $94718250.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $231658300.00      | $149483135.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $161346000.00      | $89189305.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 5.0000%  | N/A     | $135967900.00      | $139578959.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $149798700.00      | $92833167.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 2.3750%  | N/A     | $145201900.00      | $105698993.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 3.3750%  | N/A     | $112203200.00      | $93758022.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 3.6250%  | N/A     | $88618100.00       | $70945011.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $142300700.00      | $88343081.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 4.2500%  | N/A     | $7985500.00        | $7703084.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 3.0000%  | N/A     | $108522400.00      | $81316583.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $197420100.00      | $186355761.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 4.5000%  | N/A     | $68426800.00       | $69771753.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 3.0000%  | N/A     | $116876100.00      | $85118829.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $98173300.00       | $96491585.95       | U.S. Treasuries (including strips) |

### Security 190: SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO)

- **C.1 - Title:** SUMITOMO MITSUI 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: N/A, C.5 - Other ID: 0QO005RN7
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; 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 | 2029-09-30      | 3.5000%  | N/A     | $2984100.00        | $2946377.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $2302000.00        | $2378143.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 4.5000%  | N/A     | $1204600.00        | $1151921.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $1278400.00        | $1142835.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $2579700.00        | $2544129.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $405500.00         | $408300.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.8750%  | N/A     | $322600.00         | $327467.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 4.7500%  | N/A     | $112297300.00      | $112348032.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $685000.00         | $673224.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $89916300.00       | $53945234.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.6250%  | N/A     | $352100.00         | $308751.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $116879400.00      | $104733486.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $1960900.00        | $1633181.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $1767600.00        | $1758143.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 4.0000%  | N/A     | $327300.00         | $328170.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $2959200.00        | $1438558.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $139470800.00      | $80869130.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 2.3750%  | N/A     | $3063400.00        | $1963795.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $60469000.00       | $60716922.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $548500.00         | $560222.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 2.3750%  | N/A     | $134987600.00      | $98263544.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $4174100.00        | $2712620.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 4.8750%  | N/A     | $34832500.00       | $36001478.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $1094400.00        | $800753.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 1.8750%  | N/A     | $3019700.00        | $2087044.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 4.2500%  | N/A     | $1372200.00        | $1392474.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $3303900.00        | $2367256.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 4.6250%  | N/A     | $130151200.00      | $125611339.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $99633400.00       | $93604439.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 3.8750%  | N/A     | $476800.00         | $436863.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 3.5000%  | N/A     | $121700.00         | $120949.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $16400200.00       | $15522010.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $351700.00         | $344448.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 3.7500%  | N/A     | $75000000.00       | $74701470.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $1700.00           | $1710.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $130592100.00      | $129153762.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $4306200.00        | $4386505.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $419400.00         | $418522.55         | U.S. Treasuries (including strips) |

### Security 191: 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: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 0QG005B60
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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 HOME LOAN MOR | 2050-02-25      | 4.5000%  | N/A     | $896.43            | $808.91            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 4.0600%  | N/A     | $1306250.00        | $1303454.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-12-25      | 1.6210%  | N/A     | $9169642.86        | $8168206.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-03-15      | 6.0000%  | N/A     | $157.14            | $1.31              | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-01-15      | 5.0000%  | N/A     | $8979191.96        | $292200.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-07-25      | 3.1940%  | N/A     | $1812500.00        | $1796403.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-06-25      | 3.1170%  | N/A     | $2187500.00        | $2145366.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-04-15      | 3.5000%  | N/A     | $4360999.11        | $142267.86         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-03-25      | 3.2240%  | N/A     | $1785714.29        | $1777110.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-04-25      | 4.5000%  | N/A     | $28339.29          | $27700.75          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 4.9952%  | N/A     | $625394.64         | $502408.02         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2027-09-25      | 1.3360%  | N/A     | $330357.14         | $312505.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-12-15      | 2.0000%  | N/A     | $22321.43          | $3085.29           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.5000%  | N/A     | $1062368.75        | $1033043.22        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-01-25      | 4.3500%  | N/A     | $187500.00         | $186300.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-08-25      | 4.4560%  | N/A     | $1108352.68        | $1114389.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-01-25      | 3.6000%  | N/A     | $156250.00         | $153789.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-11-25      | 4.9400%  | N/A     | $2074604.46        | $2133781.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-10-25      | 4.4000%  | N/A     | $1098214.29        | $1103642.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-05-25      | 4.2000%  | N/A     | $248214.29         | $244011.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-04-25      | 3.2430%  | N/A     | $1000892.86        | $995312.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-03-25      | 3.5050%  | N/A     | $5220536.61        | $5131492.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.0452%  | N/A     | $46171.43          | $24904.36          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 4.0500%  | N/A     | $14823512.50       | $14796392.88       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 4.5720%  | N/A     | $147321.43         | $148723.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-09-25      | 4.7910%  | N/A     | $1339285.71        | $1362074.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-04-25      | 4.2500%  | N/A     | $500000.00         | $493326.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-02-25      | 4.5000%  | N/A     | $3864.29           | $3707.86           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-07-15      | 4.0000%  | N/A     | $89285.71          | $12550.74          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-04-25      | 5.5000%  | N/A     | $201191.96         | $12857.16          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-11-25      | 6.0000%  | N/A     | $245535.71         | $9447.19           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-08-25      | 1.0000%  | N/A     | $3766.96           | $2017.04           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-02-25      | 5.0000%  | N/A     | $862925.00         | $639415.48         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-06-25      | 5.5000%  | N/A     | $893.75            | $489.40            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-08-25      | 6.0000%  | N/A     | $200550.89         | $9207.35           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 4.9401%  | N/A     | $89285714.29       | $35462309.39       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $89285714.29       | $52062473.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 5.0000%  | N/A     | $13829246.43       | $13865451.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $856466.07         | $759026.78         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $15226440.18       | $15208572.52       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.2401%  | N/A     | $89285714.29       | $25119504.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-09-16      | 4.5000%  | N/A     | $21899237.50       | $17824486.70       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.7401%  | N/A     | $33931250.00       | $27092028.21       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0401%  | N/A     | $49107142.86       | $40361026.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.4855%  | N/A     | $178571428.57      | $32280396.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $548421.43         | $486028.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 4.7901%  | N/A     | $44642857.14       | $28161508.22       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-03-16      | 4.5000%  | N/A     | $5299100.89        | $4416364.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-02-16      | 4.5000%  | N/A     | $40178571.43       | $36814098.21       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $6168875.00        | $6071991.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 5.0000%  | N/A     | $54511521.43       | $44706384.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.3401%  | N/A     | $89285714.29       | $51279304.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 2.0000%  | N/A     | $416964.29         | $222765.29         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.3201%  | N/A     | $89285714.29       | $51256988.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 7.5000%  | N/A     | $20598176.79       | $19463910.66       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-04-16      | 3.9891%  | N/A     | $1840500.00        | $1489041.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.5000%  | N/A     | $34569108.04       | $32356985.09       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | 4.6401%  | N/A     | $17857142.86       | $14691085.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2026-06-15      | 6.7500%  | N/A     | $192857.14         | $1168.22           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 4.7901%  | N/A     | $89285714.29       | $37216467.19       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $16342857.14       | $16520266.90       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $151218.75         | $134014.74         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.3501%  | N/A     | $89285714.29       | $52707261.76       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 4.9901%  | N/A     | $22321428.57       | $17031853.41       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-12-16      | 2.9052%  | N/A     | $4999.11           | $5536.74           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-12-20      | 4.6401%  | N/A     | $178571428.57      | $54909276.24       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 4.9901%  | N/A     | $89285714.29       | $35070200.91       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.4901%  | N/A     | $89285714.29       | $40102171.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.6401%  | N/A     | $89285714.29       | $50902808.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-11-16      | 4.5000%  | N/A     | $16945231.25       | $15734001.84       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.5000%  | N/A     | $26188901.79       | $22579220.89       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 4.6401%  | N/A     | $44642857.14       | $29646008.90       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.8401%  | N/A     | $1300358.04        | $705002.57         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.5000%  | N/A     | $36151230.36       | $34199248.48       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-04-16      | 2.0000%  | N/A     | $17857.14          | $2918.54           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.0000%  | N/A     | $33503571.43       | $31854512.58       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $118225.00         | $134101.64         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.2901%  | N/A     | $93750000.00       | $53638345.11       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-01-20      | 6.0000%  | N/A     | $15750000.00       | $15234915.93       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 1.7500%  | N/A     | $42857.14          | $7591.60           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.7601%  | N/A     | $24010598.21       | $24014802.96       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-01-16      | 4.5000%  | N/A     | $30259133.93       | $28631555.63       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 4.4901%  | N/A     | $39892937.50       | $19350959.09       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.5000%  | N/A     | $17857142.86       | $18583698.40       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $20549387.50       | $19706023.30       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 5.5000%  | N/A     | $1791.07           | $1219.96           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.5000%  | N/A     | $3465.18           | $3070.95           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.9401%  | N/A     | $41533060.71       | $25704242.26       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $44642857.14       | $30444621.10       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-09-16      | 4.0789%  | N/A     | $48674299.11       | $15319324.85       | Agency Collateralized Mortgage Obligation |

### Security 192: 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: 0TO002BY1
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's 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? 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 BAN          | 2046-04-01      | 4.0000%  | N/A     | $89115700.00       | $8964276.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BAN          | 2045-12-01      | 4.0000%  | N/A     | $134341800.00      | $13114488.16       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BAN          | 2045-11-01      | 4.0000%  | N/A     | $84132100.00       | $7847029.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2042-09-01      | 3.5000%  | N/A     | $340719600.00      | $34412294.58       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2051-09-01      | 2.5000%  | N/A     | $40000000.00       | $24061812.40       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2054-08-01      | 5.5000%  | N/A     | $423000.00         | $396276.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2046-12-01      | 3.0000%  | N/A     | $89506400.00       | $20592730.28       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2051-06-01      | 2.0000%  | N/A     | $40000000.00       | $22952806.80       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2046-11-01      | 3.0000%  | N/A     | $59904600.00       | $12416402.48       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2050-11-01      | 2.5000%  | N/A     | $50000000.00       | $25386008.50       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2046-09-01      | 3.0000%  | N/A     | $90258200.00       | $16253486.35       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2043-02-01      | 3.0000%  | N/A     | $155000000.00      | $25777850.05       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2045-10-01      | 4.0000%  | N/A     | $151447200.00      | $13729975.98       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2054-09-01      | 5.5000%  | N/A     | $17756000.00       | $13542649.10       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2051-02-01      | 2.0000%  | N/A     | $44649000.00       | $25833400.16       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2054-05-01      | 5.5000%  | N/A     | $17651000.00       | $13954889.95       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2053-07-01      | 5.5000%  | N/A     | $14991000.00       | $12252272.62       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR          | 2051-12-01      | 2.0000%  | N/A     | $39960600.00       | $24598077.80       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE COR | 2050-10-01      | 2.5000%  | N/A     | $60592600.00       | $28642053.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE COR | 2043-01-01      | 3.0000%  | N/A     | $222679000.00      | $43053414.76       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE COR | 2052-01-01      | 2.5000%  | N/A     | $35556000.00       | $21445009.74       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE COR | 2050-12-01      | 2.0000%  | N/A     | $29730700.00       | $15943788.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-07-01      | 2.0000%  | N/A     | $8154200.00        | $4809812.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2046-10-01      | 3.0000%  | N/A     | $129588400.00      | $27998136.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-03-01      | 2.0000%  | N/A     | $20331600.00       | $11149018.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2052-04-01      | 2.0000%  | N/A     | $60012400.00       | $38812292.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-09-01      | 2.0000%  | N/A     | $22040500.00       | $10886378.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2052-04-01      | 2.0000%  | N/A     | $65098100.00       | $40707557.26       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-09-01      | 2.0000%  | N/A     | $60184000.00       | $36174910.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-05-01      | 2.0000%  | N/A     | $6332300.00        | $3960189.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2039-12-01      | 4.0000%  | N/A     | $328513900.00      | $11720873.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-01-01      | 2.0000%  | N/A     | $2926300.00        | $1533701.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-01-01      | 2.0000%  | N/A     | $42859900.00       | $23067826.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-06-01      | 2.0000%  | N/A     | $59469100.00       | $30581410.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2052-02-01      | 2.5000%  | N/A     | $63453600.00       | $38641517.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2050-12-01      | 2.0000%  | N/A     | $15205700.00       | $8304451.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2054-06-01      | 5.5000%  | N/A     | $15155000.00       | $14223290.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-03-01      | 2.0000%  | N/A     | $11484500.00       | $6044781.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2052-03-01      | 3.5000%  | N/A     | $12139300.00       | $7495647.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-10-01      | 2.5000%  | N/A     | $4243400.00        | $2517398.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2054-04-01      | 5.5000%  | N/A     | $8679000.00        | $7186147.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-08-01      | 2.5000%  | N/A     | $47924700.00       | $27271684.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2050-12-01      | 2.0000%  | N/A     | $28473000.00       | $14741854.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2045-07-01      | 3.5000%  | N/A     | $134287000.00      | $21279088.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2050-11-01      | 2.0000%  | N/A     | $60799600.00       | $30311604.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2043-08-01      | 3.0000%  | N/A     | $134290600.00      | $24689467.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2052-01-01      | 2.5000%  | N/A     | $16899100.00       | $10472309.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-02-01      | 2.0000%  | N/A     | $22646800.00       | $12463698.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2046-02-01      | 3.0000%  | N/A     | $90299400.00       | $17456589.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2052-10-01      | 4.5000%  | N/A     | $15201000.00       | $12030892.55       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-06-01      | 2.5000%  | N/A     | $48727400.00       | $28422532.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-07-01      | 2.0000%  | N/A     | $26990400.00       | $14051974.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-01-01      | 2.0000%  | N/A     | $40000000.00       | $22043051.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2053-03-01      | 5.5000%  | N/A     | $29873000.00       | $23230818.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-03-01      | 2.0000%  | N/A     | $50831200.00       | $28101093.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-08-01      | 2.5000%  | N/A     | $57347000.00       | $32612001.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2052-12-01      | 0.0000%  | N/A     | $21972000.00       | $16522731.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2045-06-01      | 3.0000%  | N/A     | $93421700.00       | $19929359.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2052-02-01      | 2.0000%  | N/A     | $24662900.00       | $15091413.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2050-10-01      | 2.5000%  | N/A     | $70498800.00       | $32603237.41       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2046-09-01      | 3.0000%  | N/A     | $193155700.00      | $37259466.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-01-01      | 2.0000%  | N/A     | $43903500.00       | $21787053.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2052-06-01      | 5.0000%  | N/A     | $22421000.00       | $14072104.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2050-11-01      | 2.0000%  | N/A     | $51331500.00       | $25400156.19       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2051-10-01      | 2.0000%  | N/A     | $46518800.00       | $26642990.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2050-12-01      | 2.0000%  | N/A     | $65000000.00       | $33566824.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2054-06-01      | 5.5000%  | N/A     | $22542000.00       | $20295618.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2052-01-01      | 2.5000%  | N/A     | $2159000.00        | $1342931.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT          | 2046-08-01      | 3.0000%  | N/A     | $89223400.00       | $18112465.29       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2051-10-01      | 2.5000%  | N/A     | $37141900.00       | $24488985.09       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2042-12-01      | 4.0000%  | N/A     | $190674000.00      | $16815320.78       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2051-02-01      | 2.0000%  | N/A     | $37293600.00       | $19801312.89       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2051-07-01      | 2.0000%  | N/A     | $59599700.00       | $34414557.02       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2051-06-01      | 2.0000%  | N/A     | $33388800.00       | $19785241.95       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2051-10-01      | 2.0000%  | N/A     | $23904800.00       | $13777857.54       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M          | 2052-10-20      | 5.0000%  | N/A     | $36478000.00       | $25878876.81       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M          | 2052-09-20      | 4.5000%  | N/A     | $31282000.00       | $22401622.04       | Agency Mortgage-Backed Securities |

### Security 193: 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: 0UBS18PV8
- **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:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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? 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 | 2032-08-01      | 7.0000%  | N/A     | $31000.00          | $22.25             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $32000.00          | $30.70             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $2167.00           | $328.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 5.5000%  | N/A     | $100000.00         | $109.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 6.5000%  | N/A     | $35000.00          | $3.99              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $13040.00          | $43.60             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 6.5000%  | N/A     | $25000.00          | $8.37              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 3.0000%  | N/A     | $2000.00           | $299.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.5000%  | N/A     | $1000.00           | $585.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 5.5000%  | N/A     | $9000.00           | $56.17             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-10-01      | 7.0000%  | N/A     | $6000.00           | $2.87              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 6.0000%  | N/A     | $48000.00          | $224.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.0000%  | N/A     | $3000.00           | $566.68            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 6.1780%  | N/A     | $50000.00          | $13616.41          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 6.0000%  | N/A     | $7000.00           | $26.14             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 6.0000%  | N/A     | $30000.00          | $72.03             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.5000%  | N/A     | $5750.00           | $453.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 7.0000%  | N/A     | $5000.00           | $2.26              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | 6.0000%  | N/A     | $25000.00          | $42.24             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | 4.5000%  | N/A     | $3000.00           | $216.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $2000.00           | $238.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 3.5000%  | N/A     | $1000.00           | $3.04              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $1000.00           | $72.73             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 7.0000%  | N/A     | $12000.00          | $13.87             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 6.0000%  | N/A     | $30000.00          | $132.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-11-01      | 7.5000%  | N/A     | $15000.00          | $8.79              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 7.0000%  | N/A     | $51000.00          | $48.41             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $14000.00          | $452.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 3.5000%  | N/A     | $16168.00          | $23.29             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $71.62             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $27874.00          | $2760.21           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 3.5000%  | N/A     | $4000.00           | $294.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $18256.00          | $1214.27           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 6.5000%  | N/A     | $5000.00           | $4.74              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 3.5000%  | N/A     | $2000.00           | $542.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $1000.00           | $189.90            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $6000.00           | $407.43            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $7000.00           | $552.40            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $6000.00           | $452.17            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 6.0000%  | N/A     | $50000.00          | $609.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 4.0000%  | N/A     | $12000.00          | $51.20             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $683.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $4000.00           | $82.88             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $105.90            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $6000.00           | $399.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 6.0000%  | N/A     | $25000.00          | $15.64             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.0000%  | N/A     | $20000.00          | $37.12             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-11-01      | 7.0000%  | N/A     | $15000.00          | $2.93              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.0000%  | N/A     | $70000.00          | $180.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 5.5000%  | N/A     | $52000.00          | $82.77             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $1096.00           | $29.47             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 5.5000%  | N/A     | $19000.00          | $166.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 5.0000%  | N/A     | $13000.00          | $80.88             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-05-01      | 7.0000%  | N/A     | $5000.00           | $1.58              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 3.5000%  | N/A     | $1000.00           | $106.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $5000.00           | $281.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 4.5000%  | N/A     | $8000.00           | $48.27             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 4.5000%  | N/A     | $6000.00           | $508.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 6.1530%  | N/A     | $90000.00          | $8587.15           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 2.5000%  | N/A     | $13000.00          | $413.91            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 6.5000%  | N/A     | $49000.00          | $155.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $177.25            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 3.5000%  | N/A     | $3000.00           | $177.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 6.0000%  | N/A     | $18000.00          | $105.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 5.0000%  | N/A     | $10000.00          | $134.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $7000.00           | $675.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-04-01      | 6.0000%  | N/A     | $15000.00          | $92.34             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 4.5000%  | N/A     | $1000.00           | $151.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 6.0000%  | N/A     | $65000.00          | $24.23             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-08-01      | 8.5000%  | N/A     | $215000.00         | $28.82             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 6.0000%  | N/A     | $20000.00          | $42.75             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 5.5000%  | N/A     | $15000.00          | $67.38             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 3.5000%  | N/A     | $3000.00           | $334.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 4.5000%  | N/A     | $53500.00          | $479.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $36000.00          | $138.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 3.0000%  | N/A     | $13000.00          | $29.91             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.5000%  | N/A     | $2000.00           | $203.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 4.5000%  | N/A     | $13770.00          | $121.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $28000.00          | $1182.53           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 6.2080%  | N/A     | $50000.00          | $7438.28           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $2021.00           | $146.17            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.0000%  | N/A     | $12000.00          | $44.68             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 5.0000%  | N/A     | $1950.00           | $14.17             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 4.0000%  | N/A     | $1000.00           | $113.94            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 6.0000%  | N/A     | $36668.00          | $27.21             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.5000%  | N/A     | $3000.00           | $260.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 6.0000%  | N/A     | $19000.00          | $27.69             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 7.0000%  | N/A     | $60000.00          | $23.79             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 7.0000%  | N/A     | $5000.00           | $1.67              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $123.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $25000.00          | $374.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $17000.00          | $263.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $8693.00           | $1406.48           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $53000.00          | $3693.62           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 4.0000%  | N/A     | $1000.00           | $797.60            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 5.0000%  | N/A     | $10000.00          | $91.30             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 7.0000%  | N/A     | $5000.00           | $1.90              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 7.5000%  | N/A     | $15000.00          | $7.57              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 4.0000%  | N/A     | $10465.00          | $954.68            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 4.5000%  | N/A     | $2000.00           | $87.93             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 7.5000%  | N/A     | $64000.00          | $211.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 5.5000%  | N/A     | $10000.00          | $96.48             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 5.5000%  | N/A     | $2000.00           | $120.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 5.0000%  | N/A     | $25000.00          | $88.01             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $6800.00           | $4665.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.0000%  | N/A     | $4400.00           | $52.16             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $4000.00           | $172.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 7.5000%  | N/A     | $50000.00          | $7.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $67.77             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $27000.00          | $2310.50           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $10000.00          | $58.45             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 5.5000%  | N/A     | $78000.00          | $409.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.0000%  | N/A     | $10000.00          | $42.39             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 4.0000%  | N/A     | $4500.00           | $364.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $2000.00           | $1247.73           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.5000%  | N/A     | $1000.00           | $84.22             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 6.5000%  | N/A     | $425000.00         | $236.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 3.0000%  | N/A     | $1000.00           | $155.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 4.0000%  | N/A     | $1000.00           | $198.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.5000%  | N/A     | $24000.00          | $1364.83           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 5.0000%  | N/A     | $6000.00           | $15.35             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 3.0000%  | N/A     | $2000.00           | $168.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $5000.00           | $489.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 3.5000%  | N/A     | $12000.00          | $666.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $4000.00           | $2930.47           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 5.0000%  | N/A     | $1000.00           | $108.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 3.5000%  | N/A     | $16000.00          | $30.35             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $137.68            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.5000%  | N/A     | $2000.00           | $265.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $2000.00           | $135.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 3.5000%  | N/A     | $9000.00           | $379.25            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-12-01      | 6.0000%  | N/A     | $4000.00           | $0.67              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $4000.00           | $400.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $260.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.0000%  | N/A     | $4246.00           | $532.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-04-01      | 2.5000%  | N/A     | $5000.00           | $39.55             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | 3.0000%  | N/A     | $2000.00           | $279.31            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 3.5000%  | N/A     | $1000.00           | $116.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 6.5000%  | N/A     | $44000.00          | $75.07             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 4.0000%  | N/A     | $20000.00          | $6.06              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.0000%  | N/A     | $5000.00           | $42.42             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $2000.00           | $381.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | 2.5000%  | N/A     | $1000.00           | $12.56             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-11-01      | 3.0000%  | N/A     | $9000.00           | $32.22             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 5.0000%  | N/A     | $18334.00          | $193.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 3.5000%  | N/A     | $5000.00           | $194.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 5.5000%  | N/A     | $34400.00          | $100.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-08-01      | 4.0000%  | N/A     | $3680.00           | $143.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 7.0000%  | N/A     | $3000.00           | $1.43              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 3.0000%  | N/A     | $1011.00           | $55.95             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 4.0000%  | N/A     | $1000.00           | $55.77             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-05-15      | 8.0000%  | N/A     | $6000.00           | $0.02              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.0000%  | N/A     | $3000.00           | $426.82            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 4.5000%  | N/A     | $3000.00           | $636.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.5000%  | N/A     | $34000.00          | $6524.85           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 3.0000%  | N/A     | $1000.00           | $28.51             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.0000%  | N/A     | $3000.00           | $1988.11           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 3.0000%  | N/A     | $4000.00           | $282.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.0000%  | N/A     | $99990.00          | $194.37            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.0000%  | N/A     | $15000.00          | $114.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 8.0000%  | N/A     | $270000.00         | $98.38             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $2000.00           | $132.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $2540.00           | $1314.63           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 7.0000%  | N/A     | $2750.00           | $1.25              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $18000.00          | $12654.55          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 4.0000%  | N/A     | $3500.00           | $216.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $23000.00          | $3272.03           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $6000.00           | $18.43             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.0000%  | N/A     | $80000.00          | $887.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 3.5000%  | N/A     | $1000.00           | $61.68             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $3000.00           | $1380.87           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $1635.00           | $1094.55           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 3.5000%  | N/A     | $6000.00           | $696.67            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.0000%  | N/A     | $5000.00           | $33.07             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 6.0000%  | N/A     | $119000.00         | $110.51            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 5.0000%  | N/A     | $25000.00          | $671.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 7.0000%  | N/A     | $54000.00          | $5.18              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 4.0000%  | N/A     | $18000.00          | $155.35            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 6.0000%  | N/A     | $10000.00          | $62.42             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 3.5000%  | N/A     | $1000.00           | $78.04             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 5.0000%  | N/A     | $14667.00          | $76.26             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 7.0000%  | N/A     | $40000.00          | $36.35             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 7.5000%  | N/A     | $497000.00         | $2692.47           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 6.0000%  | N/A     | $25000.00          | $6.44              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 6.5000%  | N/A     | $445000.00         | $133.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.0000%  | N/A     | $2000.00           | $195.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.5000%  | N/A     | $28000.00          | $157.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.5000%  | N/A     | $3000.00           | $727.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.5000%  | N/A     | $19000.00          | $101.40            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $3000.00           | $255.20            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 6.0000%  | N/A     | $17000.00          | $76.88             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.0000%  | N/A     | $5000.00           | $38.86             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 3.0000%  | N/A     | $3000.00           | $136.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 5.5000%  | N/A     | $8000.00           | $14.72             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 4.5000%  | N/A     | $3000.00           | $189.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $2000.00           | $14.68             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $150.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.0000%  | N/A     | $4071.00           | $184.60            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.0000%  | N/A     | $100000.00         | $329.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 4.5000%  | N/A     | $3000.00           | $317.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 3.5000%  | N/A     | $4000.00           | $280.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 6.0000%  | N/A     | $80000.00          | $141.37            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 5.0000%  | N/A     | $56000.00          | $1.93              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $1000.00           | $819.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-10-01      | 7.5000%  | N/A     | $60000.00          | $4.31              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.0000%  | N/A     | $18342.00          | $101.98            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $2000.00           | $221.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $60000.00          | $111.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $77.81             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.5000%  | N/A     | $14000.00          | $1044.69           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $3334.00           | $57.90             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 6.5000%  | N/A     | $75000.00          | $58.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $6000.00           | $516.25            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 8.0000%  | N/A     | $5000.00           | $1.56              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 5.0000%  | N/A     | $38000.00          | $238.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 6.2670%  | N/A     | $85000.00          | $511.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.5000%  | N/A     | $20000.00          | $1698.88           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 4.0000%  | N/A     | $17000.00          | $1235.62           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $6000.00           | $443.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 6.0000%  | N/A     | $5861.00           | $42.80             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $4000.00           | $427.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 5.5000%  | N/A     | $65000.00          | $67.32             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $3000.00           | $415.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.0000%  | N/A     | $1000.00           | $69.48             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 7.5000%  | N/A     | $80000.00          | $383.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 4.0000%  | N/A     | $10000.00          | $155.01            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 4.0000%  | N/A     | $5000.00           | $313.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-06-01      | 7.5000%  | N/A     | $50000.00          | $39.55             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 5.0000%  | N/A     | $6000.00           | $46.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $5250.00           | $552.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $3000.00           | $268.77            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 6.0000%  | N/A     | $22000.00          | $41.98             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 7.0000%  | N/A     | $5000.00           | $1.88              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 6.5000%  | N/A     | $15000.00          | $3.10              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 4.5000%  | N/A     | $5000.00           | $55.59             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $2000.00           | $1450.99           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 6.5000%  | N/A     | $2500.00           | $2.48              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 4.0000%  | N/A     | $3000.00           | $276.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $2000.00           | $152.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-04-01      | 3.0000%  | N/A     | $1000.00           | $10.97             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 3.0000%  | N/A     | $72019.00          | $390.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.0000%  | N/A     | $5563.00           | $132.68            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $6000.00           | $2490.56           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 6.0000%  | N/A     | $25000.00          | $37.88             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.5000%  | N/A     | $4000.00           | $298.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $3000.00           | $499.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 6.0000%  | N/A     | $15000.00          | $66.20             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 8.5000%  | N/A     | $20000.00          | $11.53             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.0000%  | N/A     | $4750.00           | $290.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $650.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-08-01      | 6.5000%  | N/A     | $10000.00          | $75.65             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 5.5000%  | N/A     | $10000.00          | $63.19             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 4.0000%  | N/A     | $2000.00           | $139.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 5.5000%  | N/A     | $33000.00          | $209.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 4.0000%  | N/A     | $3300.00           | $300.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $27000.00          | $3261.80           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-02-01      | 3.0000%  | N/A     | $3000.00           | $61.36             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 3.5000%  | N/A     | $4314.00           | $307.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-02-01      | 3.5000%  | N/A     | $1000.00           | $72.81             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $2000.00           | $98.65             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 2.0000%  | N/A     | $1200.00           | $637.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.0000%  | N/A     | $1000.00           | $198.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $672.26            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 7.0000%  | N/A     | $10000.00          | $0.57              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 6.0000%  | N/A     | $45000.00          | $14.96             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 3.5000%  | N/A     | $11000.00          | $424.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 6.5000%  | N/A     | $22000.00          | $166.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.5000%  | N/A     | $1000.00           | $102.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 6.0000%  | N/A     | $30000.00          | $129.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $8000.00           | $1397.25           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 5.0000%  | N/A     | $10000.00          | $50.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $1000.00           | $111.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 5.0000%  | N/A     | $65977.00          | $389.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 4.0000%  | N/A     | $4000.00           | $575.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-12-01      | 4.5000%  | N/A     | $5000.00           | $64.37             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 5.5000%  | N/A     | $34000.00          | $48.65             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $4000.00           | $413.26            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 6.5000%  | N/A     | $18000.00          | $25.97             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $2000.00           | $380.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 4.5000%  | N/A     | $5000.00           | $325.32            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.0000%  | N/A     | $40000.00          | $134.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 6.0000%  | N/A     | $75000.00          | $34.35             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 5.5000%  | N/A     | $10000.00          | $28.04             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 5.0000%  | N/A     | $20000.00          | $157.31            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.5000%  | N/A     | $1000.00           | $74.85             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 6.0000%  | N/A     | $2000.00           | $16.04             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $23000.00          | $10411.33          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 3.5000%  | N/A     | $1000.00           | $40.52             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 7.0000%  | N/A     | $3000.00           | $1.05              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 5.0000%  | N/A     | $13000.00          | $107.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.0000%  | N/A     | $5000.00           | $419.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 3.0000%  | N/A     | $1000.00           | $127.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 5.5000%  | N/A     | $10000.00          | $122.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $3000.00           | $443.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 3.0000%  | N/A     | $3000.00           | $370.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 8.0000%  | N/A     | $285000.00         | $3.83              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 5.5000%  | N/A     | $20000.00          | $84.40             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 3.5000%  | N/A     | $1000.00           | $88.43             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $6500.00           | $502.35            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 8.0000%  | N/A     | $100000.00         | $884.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 7.0000%  | N/A     | $2250.00           | $0.97              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $1000.00           | $153.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $1006.00           | $81.53             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.5000%  | N/A     | $50000.00          | $233.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 5.0000%  | N/A     | $10000.00          | $11.92             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 7.0000%  | N/A     | $5000.00           | $1.90              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 6.5000%  | N/A     | $3000.00           | $29.09             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 5.5000%  | N/A     | $5000.00           | $78.80             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $72.66             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 5.5000%  | N/A     | $12500.00          | $41.42             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $6000.00           | $479.60            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 3.5000%  | N/A     | $1000.00           | $84.47             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $4000.00           | $83.62             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 4.0000%  | N/A     | $2077.00           | $95.01             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $3000.00           | $290.43            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 7.5000%  | N/A     | $49000.00          | $22.79             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 6.0000%  | N/A     | $10000.00          | $174.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 4.0000%  | N/A     | $1129.00           | $39.74             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.0000%  | N/A     | $88000.00          | $687.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 6.5000%  | N/A     | $61000.00          | $757.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $1034.00           | $34.76             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 7.0000%  | N/A     | $16000.00          | $88.03             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.0000%  | N/A     | $5000.00           | $16.29             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.5000%  | N/A     | $13000.00          | $1054.07           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 6.5000%  | N/A     | $370000.00         | $225.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $594.17            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $687.56            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 5.0000%  | N/A     | $13000.00          | $38.79             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 6.0000%  | N/A     | $70000.00          | $58.67             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 6.0000%  | N/A     | $80667.00          | $348.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 7.0000%  | N/A     | $28750.00          | $47.72             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 5.5000%  | N/A     | $3000.00           | $126.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.5000%  | N/A     | $3000.00           | $78.53             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $3000.00           | $103.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-10-01      | 3.5000%  | N/A     | $3000.00           | $176.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-07-01      | 6.0000%  | N/A     | $10000.00          | $72.34             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-01-01      | 6.5000%  | N/A     | $25000.00          | $35.04             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 3.0000%  | N/A     | $1000.00           | $4.48              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.5000%  | N/A     | $33000.00          | $246.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-05-15      | 3.5000%  | N/A     | $4000.00           | $0.17              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 5.0000%  | N/A     | $45000.00          | $380.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $2006.00           | $137.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.0000%  | N/A     | $2000.00           | $264.32            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-01-01      | 5.5000%  | N/A     | $5000.00           | $27.30             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $9973.00           | $1691.88           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.0000%  | N/A     | $8000.00           | $561.03            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 6.2240%  | N/A     | $80000.00          | $12963.39          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 5.0000%  | N/A     | $10000.00          | $94.14             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 5.0000%  | N/A     | $20000.00          | $2106.96           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 4.5000%  | N/A     | $165000.00         | $122.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $5333.00           | $108.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 7.0000%  | N/A     | $145000.00         | $62.18             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.5000%  | N/A     | $3000.00           | $2031.14           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $768000.00         | $539.25            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 8.0000%  | N/A     | $10000.00          | $3.39              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 5.5000%  | N/A     | $20750.00          | $226.72            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.5000%  | N/A     | $9500.00           | $533.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $279.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 6.5000%  | N/A     | $155000.00         | $288.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 5.5000%  | N/A     | $7000.00           | $68.63             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.0000%  | N/A     | $15000.00          | $1464.36           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $7999.00           | $126.91            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-03-01      | 6.0000%  | N/A     | $25000.00          | $5.61              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 7.0000%  | N/A     | $55000.00          | $31.56             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 7.0000%  | N/A     | $7000.00           | $3.18              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 6.0000%  | N/A     | $5000.00           | $165.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 5.0000%  | N/A     | $2666.00           | $194.72            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 3.0000%  | N/A     | $4000.00           | $41.71             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.5000%  | N/A     | $3000.00           | $276.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.5000%  | N/A     | $57000.00          | $53.29             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 5.4600%  | N/A     | $50000.00          | $10631.66          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 4.5000%  | N/A     | $60000.00          | $1979.95           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.0000%  | N/A     | $31000.00          | $248.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.0000%  | N/A     | $3000.00           | $217.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $7000.00           | $54.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5000%  | N/A     | $2000.00           | $55.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.5000%  | N/A     | $25000.00          | $1238.14           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.0000%  | N/A     | $10000.00          | $163.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 3.5000%  | N/A     | $4000.00           | $111.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $2000.00           | $60.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $178.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.5000%  | N/A     | $1000.00           | $61.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $11000.00          | $1343.63           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $15000.00          | $125.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 2.0000%  | N/A     | $10000.00          | $5604.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $37000.00          | $535.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.0000%  | N/A     | $1003.00           | $197.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $19062.00          | $112.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 5.5000%  | N/A     | $15000.00          | $92.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $5000.00           | $3009.90           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $2000.00           | $216.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $2000.00           | $842.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.5000%  | N/A     | $12500.00          | $1535.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $21000.00          | $43.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $3750.00           | $447.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 5.5000%  | N/A     | $7000.00           | $82.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.0000%  | N/A     | $29000.00          | $311.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | 4.0000%  | N/A     | $4000.00           | $709.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $75000.00          | $40.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $44205.00          | $380.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.0000%  | N/A     | $4000.00           | $274.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $2000.00           | $1487.35           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $21500.00          | $918.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-08-01      | 4.5000%  | N/A     | $15000.00          | $652.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $1000.00           | $38.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.0000%  | N/A     | $5641.00           | $26.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | 3.0000%  | N/A     | $1000.00           | $197.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $6000.00           | $95.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $26000.00          | $166.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-01-01      | 8.0000%  | N/A     | $7000.00           | $5.18              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $13250.00          | $480.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | 8.5000%  | N/A     | $149557.00         | $46.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $3000.00           | $2209.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $704.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 3.5000%  | N/A     | $25000.00          | $427.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $3000.00           | $237.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $42047.00          | $349.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 4.0000%  | N/A     | $12000.00          | $419.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.5000%  | N/A     | $1000.00           | $62.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.5000%  | N/A     | $4000.00           | $62.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.0000%  | N/A     | $90333.00          | $42.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $1000.00           | $1.83              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 7.0000%  | N/A     | $15000.00          | $4.27              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | 8.0000%  | N/A     | $37000.00          | $3.08              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $7750.00           | $967.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 5.0000%  | N/A     | $28220.00          | $248.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.0000%  | N/A     | $1500.00           | $222.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $10000.00          | $97.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $12000.00          | $796.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.5000%  | N/A     | $8000.00           | $16.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $3000.00           | $45.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $12000.00          | $1011.12           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $4000.00           | $92.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $1000.00           | $32.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $2000.00           | $35.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | 7.5000%  | N/A     | $120000.00         | $318.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $4000.00           | $572.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 3.5000%  | N/A     | $1000.00           | $135.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.5000%  | N/A     | $23000.00          | $171.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-05-01      | 4.0000%  | N/A     | $7000.00           | $184.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $3100.00           | $329.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $1000.00           | $108.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $15000.00          | $45.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $1000.00           | $73.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.5000%  | N/A     | $7000.00           | $45.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $1000.00           | $31.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $1000.00           | $147.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $1000.00           | $168.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 3.5000%  | N/A     | $2000.00           | $133.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.5000%  | N/A     | $24000.00          | $81.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $78000.00          | $342.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 7.0000%  | N/A     | $25201.00          | $20.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $3000.00           | $267.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $65000.00          | $117.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.0000%  | N/A     | $29000.00          | $209.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $5000.00           | $8.17              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.5000%  | N/A     | $13000.00          | $2545.96           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $1000.00           | $24.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $5000.00           | $379.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.5000%  | N/A     | $2000.00           | $12.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 8.0000%  | N/A     | $50000.00          | $101.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.0000%  | N/A     | $8000.00           | $92.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $589.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $1000.00           | $198.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.5000%  | N/A     | $2000.00           | $13.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 3.0000%  | N/A     | $8000.00           | $166.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $52000.00          | $105.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $2015.00           | $166.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $4750.00           | $419.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | 3.5000%  | N/A     | $5000.00           | $188.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5000%  | N/A     | $3500.00           | $271.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.0000%  | N/A     | $10000.00          | $57.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $2000.00           | $200.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $7750.00           | $763.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-07-01      | 5.5000%  | N/A     | $1112.00           | $8.85              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.5000%  | N/A     | $25000.00          | $3.47              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $4412.00           | $29.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $5000.00           | $538.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $79500.00          | $785.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $7000.00           | $775.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1200.00           | $789.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $7750.00           | $523.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $30000.00          | $21.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.5000%  | N/A     | $1000.00           | $439.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $4000.00           | $1921.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.0000%  | N/A     | $1000.00           | $210.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | 4.5000%  | N/A     | $6000.00           | $153.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.0000%  | N/A     | $1000.00           | $280.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $15018.00          | $58.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 5.0000%  | N/A     | $5000.00           | $17.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $2550.00           | $187.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $4000.00           | $605.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $4000.00           | $486.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $6000.00           | $971.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $15188.00          | $42.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-10-01      | 3.0000%  | N/A     | $1000.00           | $48.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.0000%  | N/A     | $28000.00          | $45.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $127040.00         | $245.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 5.5000%  | N/A     | $7000.00           | $38.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $4000.00           | $2723.62           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-07-01      | 3.5000%  | N/A     | $7000.00           | $4.35              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $15000.00          | $2201.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $2000.00           | $1480.33           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $5000.00           | $548.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $8000.00           | $1276.99           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.0000%  | N/A     | $2750.00           | $454.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 3.5000%  | N/A     | $13000.00          | $621.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.5000%  | N/A     | $10000.00          | $62.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $5000.00           | $125.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 7.5000%  | N/A     | $14000.00          | $7.24              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $11000.00          | $29.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.5000%  | N/A     | $100000.00         | $350.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.0000%  | N/A     | $1031.00           | $6.90              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.5000%  | N/A     | $1000.00           | $81.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.0000%  | N/A     | $16907.00          | $69.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.5000%  | N/A     | $72000.00          | $9.60              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.5000%  | N/A     | $25000.00          | $122.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $69000.00          | $509.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.0000%  | N/A     | $1000.00           | $27.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | 3.0000%  | N/A     | $1000.00           | $24.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $1000.00           | $108.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $7000.00           | $16.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | 6.5000%  | N/A     | $1000.00           | $0.31              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $14000.00          | $145.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.5000%  | N/A     | $10000.00          | $84.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.5000%  | N/A     | $70000.00          | $98.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.0000%  | N/A     | $6577.00           | $50.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.5000%  | N/A     | $1000.00           | $223.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $25000.00          | $37.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $8000.00           | $704.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $7650.00           | $69.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $5000.00           | $62.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $1994.00           | $0.08              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $28752.00          | $9.34              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.5000%  | N/A     | $35000.00          | $373.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.0000%  | N/A     | $20000.00          | $120.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 7.0000%  | N/A     | $90500.00          | $531.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 3.5000%  | N/A     | $9000.00           | $210.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $12333.00          | $24.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 5.0000%  | N/A     | $20079.00          | $180.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-08-01      | 3.0000%  | N/A     | $1000.00           | $19.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.0000%  | N/A     | $8000.00           | $41.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $15000.00          | $18.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $80333.00          | $663.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $8667.00           | $415.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $13000.00          | $147.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 7.0000%  | N/A     | $48000.00          | $65.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 8.0000%  | N/A     | $100000.00         | $65.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $61000.00          | $388.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $3000.00           | $32.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $4000.00           | $538.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.5000%  | N/A     | $10000.00          | $69.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $75000.00          | $169.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $9000.00           | $1058.24           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 7.0000%  | N/A     | $14000.00          | $6.23              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $6032.00           | $155.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 5.5000%  | N/A     | $40000.00          | $73.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $12000.00          | $239.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $15000.00          | $87.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $10000.00          | $5.95              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $3000.00           | $368.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $1000.00           | $144.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $2000.00           | $140.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $20000.00          | $147.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $7080.00           | $41.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 7.0000%  | N/A     | $51667.00          | $65.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.0000%  | N/A     | $3000.00           | $21.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 7.0000%  | N/A     | $60000.00          | $34.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $2000.00           | $49.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $5000.00           | $587.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $1000.00           | $305.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 2.5000%  | N/A     | $1000.00           | $26.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 7.5000%  | N/A     | $19000.00          | $7.30              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $4000.00           | $341.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $148325.00         | $145.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $3000.00           | $469.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $3000.00           | $265.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $1000.00           | $5.87              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 6.0000%  | N/A     | $10000.00          | $10.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | 2.5000%  | N/A     | $3000.00           | $1905.10           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $20000.00          | $62.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 7.5000%  | N/A     | $7333.00           | $0.33              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $7000.00           | $4124.18           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 7.0000%  | N/A     | $6000.00           | $3.45              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $3000.00           | $1744.06           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.0000%  | N/A     | $15000.00          | $205.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | 5.0000%  | N/A     | $3000.00           | $47.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.0000%  | N/A     | $19000.00          | $69.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $1000.00           | $6.82              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | 5.0000%  | N/A     | $20835.00          | $152.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $2000.00           | $11.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $58000.00          | $437.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $20000.00          | $115.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.0000%  | N/A     | $50000.00          | $297.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $3000.00           | $29.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.5000%  | N/A     | $1000.00           | $147.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 2.5000%  | N/A     | $9000.00           | $305.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.0000%  | N/A     | $1000.00           | $7.63              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $2000.00           | $262.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | 3.0000%  | N/A     | $1000.00           | $11.32             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.5000%  | N/A     | $5000.00           | $22.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $1000.00           | $217.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-03-01      | 4.5000%  | N/A     | $11500.00          | $315.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 6.0000%  | N/A     | $8000.00           | $32.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.0000%  | N/A     | $24000.00          | $222.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $17500.00          | $940.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $1667.00           | $65.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $16000.00          | $26.67             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 7.0000%  | N/A     | $201290.00         | $121.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $6500.00           | $393.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $92458.00          | $617.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $2000.00           | $52.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $14000.00          | $8214.54           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | 7.5000%  | N/A     | $45000.00          | $31.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.0000%  | N/A     | $15000.00          | $6.07              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $29500.00          | $28.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $10000.00          | $50.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 2.5000%  | N/A     | $1000.00           | $6.87              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 6.0000%  | N/A     | $44707.00          | $142.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 6.0000%  | N/A     | $5000.00           | $55.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.0000%  | N/A     | $7334.00           | $51.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 6.0000%  | N/A     | $15000.00          | $6.06              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.5000%  | N/A     | $3000.00           | $116.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $10900.00          | $7819.33           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 3.5000%  | N/A     | $2000.00           | $1208.51           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $40000.00          | $18.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $18000.00          | $79.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $1000.00           | $5.47              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 7.0000%  | N/A     | $17000.00          | $3.67              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 3.0000%  | N/A     | $4000.00           | $110.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $8750.00           | $1048.52           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 6.5000%  | N/A     | $58668.00          | $38.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $11000.00          | $33.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.0000%  | N/A     | $15000.00          | $59.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $40600.00          | $60.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 6.5000%  | N/A     | $5000.00           | $3.50              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 5.5000%  | N/A     | $18000.00          | $1565.74           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 3.0000%  | N/A     | $1000.00           | $26.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 7.5000%  | N/A     | $50000.00          | $7.38              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $2000.00           | $252.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $8000.00           | $5.59              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $8000.00           | $764.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.5000%  | N/A     | $3000.00           | $236.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $19500.00          | $238.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.0000%  | N/A     | $8000.00           | $655.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.0000%  | N/A     | $5000.00           | $3.50              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $51000.00          | $103.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $2000.00           | $65.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.0000%  | N/A     | $6253.00           | $52.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $2933.00           | $1.85              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-09-01      | 4.5000%  | N/A     | $60000.00          | $11.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.5000%  | N/A     | $1000.00           | $104.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $5000.00           | $19.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $1000.00           | $87.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $2000.00           | $0.05              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 3.5000%  | N/A     | $2000.00           | $110.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $2000.00           | $65.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $6000.00           | $36.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.5000%  | N/A     | $10000.00          | $226.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.0000%  | N/A     | $3000.00           | $19.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.0000%  | N/A     | $28000.00          | $9.71              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $127001.00         | $38.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $30734.00          | $82.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 7.0000%  | N/A     | $18000.00          | $34.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $4000.00           | $444.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 4.4750%  | N/A     | $350000.00         | $38.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $1000.00           | $17.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 5.0000%  | N/A     | $1000.00           | $25.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $35000.00          | $5571.84           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $5000.00           | $454.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $255000.00         | $329.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $10000.00          | $88.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.5000%  | N/A     | $13000.00          | $152.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 6.0000%  | N/A     | $58000.00          | $541.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 6.5000%  | N/A     | $75000.00          | $1097.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $6000.00           | $60.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.0000%  | N/A     | $1000.00           | $161.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.5000%  | N/A     | $2000.00           | $21.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.0000%  | N/A     | $15000.00          | $70.32             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | 4.0000%  | N/A     | $1000.00           | $226.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.0000%  | N/A     | $65000.00          | $139.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-01      | 4.5000%  | N/A     | $1000.00           | $250.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.5000%  | N/A     | $15000.00          | $6.22              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $6000.00           | $88.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.5000%  | N/A     | $4000.00           | $108.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.5000%  | N/A     | $42000.00          | $43.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $53000.00          | $545.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $189.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $18000.00          | $27.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.5000%  | N/A     | $7750.00           | $695.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.0000%  | N/A     | $19686.00          | $174.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $8032.00           | $56.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $1000.00           | $7.53              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.0000%  | N/A     | $42000.00          | $31.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $37000.00          | $1638.43           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 6.5000%  | N/A     | $90000.00          | $1428.15           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.5000%  | N/A     | $12000.00          | $84.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.5000%  | N/A     | $8000.00           | $15.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $217319.00         | $272.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-02-01      | 4.5000%  | N/A     | $2000.00           | $20.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.5000%  | N/A     | $30000.00          | $6.71              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $3000.00           | $25.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.2580%  | N/A     | $150000.00         | $299.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $36740.00          | $303.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.5000%  | N/A     | $1000.00           | $7.73              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 7.0000%  | N/A     | $68000.00          | $7.24              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.5000%  | N/A     | $1000.00           | $81.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $3072.00           | $111.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $22422.00          | $148.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.5000%  | N/A     | $3000.00           | $197.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $1000.00           | $10.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $16600.00          | $1352.41           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 3.5000%  | N/A     | $4000.00           | $272.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $1000.00           | $107.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $1000.00           | $162.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $5000.00           | $109.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $1000.00           | $64.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 7.0000%  | N/A     | $30000.00          | $566.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $2500.00           | $302.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $1000.00           | $111.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-05-25      | 6.0000%  | N/A     | $45000.00          | $0.06              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $34440.00          | $24.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $3000.00           | $159.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | 6.0000%  | N/A     | $10000.00          | $53.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-05-01      | 4.5000%  | N/A     | $6780.00           | $256.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.5000%  | N/A     | $2500.00           | $794.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | 6.5000%  | N/A     | $100000.00         | $2.12              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $4500.00           | $119.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $27000.00          | $110.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $8000.00           | $53.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.0000%  | N/A     | $35399.00          | $72.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 6.0000%  | N/A     | $40000.00          | $304.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 6.0000%  | N/A     | $26460.00          | $179.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-07-01      | 4.5000%  | N/A     | $3000.00           | $286.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $26500.00          | $2651.20           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | 5.5000%  | N/A     | $1528.00           | $8.66              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $4000.00           | $29.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.5000%  | N/A     | $6000.00           | $22.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $3000.00           | $364.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.5000%  | N/A     | $4500.00           | $546.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $77.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 8.0000%  | N/A     | $16000.00          | $5.96              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $1000.00           | $152.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $1000.00           | $52.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | 6.5000%  | N/A     | $25000.00          | $10.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $15000.00          | $235.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $7000.00           | $4576.20           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.5000%  | N/A     | $37000.00          | $231.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $1000.00           | $90.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.0000%  | N/A     | $37000.00          | $230.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 7.0000%  | N/A     | $10000.00          | $12.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $9000.00           | $52.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $4000.00           | $520.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $4000.00           | $52.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $6000.00           | $243.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.5000%  | N/A     | $5000.00           | $36.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | 5.5000%  | N/A     | $2000.00           | $186.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | 8.5000%  | N/A     | $100000.00         | $1.19              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $1334.00           | $98.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $1500.00           | $149.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.5000%  | N/A     | $9000.00           | $160.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $50000.00          | $71.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 2.0000%  | N/A     | $3874.00           | $1882.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.0000%  | N/A     | $1000.00           | $15.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.5000%  | N/A     | $3454.00           | $41.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $2250000.00        | $5293.17           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $8000.00           | $55.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $6000.00           | $52.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $3000.00           | $190.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $12000.00          | $16.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.5000%  | N/A     | $13000.00          | $3.41              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $15000.00          | $5.42              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $4500.00           | $398.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $1000.00           | $177.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.5000%  | N/A     | $1000.00           | $59.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $35000.00          | $103.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.5000%  | N/A     | $4000.00           | $112.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $1362641.00        | $548.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $5000.00           | $167.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $6003.00           | $31.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 7.0000%  | N/A     | $25000.00          | $123.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 6.0000%  | N/A     | $107000.00         | $262.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-12-01      | 5.5000%  | N/A     | $23000.00          | $75.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $101.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $1000.00           | $186.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $52000.00          | $119.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $11000.00          | $517.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $728.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 6.5000%  | N/A     | $36435.00          | $301.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $4000.00           | $374.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $2000.00           | $1252.74           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | 5.0000%  | N/A     | $1000.00           | $4.21              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $2000.00           | $285.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $5000.00           | $38.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 8.5000%  | N/A     | $124391.00         | $20.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $10000.00          | $88.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $82.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $3000.00           | $133.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $3000.00           | $280.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 7.0000%  | N/A     | $23000.00          | $10.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $19000.00          | $72.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 3.5000%  | N/A     | $4000.00           | $8.47              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.0000%  | N/A     | $79830.00          | $462.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.0000%  | N/A     | $1000.00           | $1.99              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | 4.5000%  | N/A     | $4000.00           | $77.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $40000.00          | $680.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1118.00           | $107.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.5000%  | N/A     | $4000.00           | $261.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.5000%  | N/A     | $20000.00          | $118.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.0000%  | N/A     | $3334.00           | $356.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.0000%  | N/A     | $3000.00           | $87.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.0000%  | N/A     | $50000.00          | $70.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $16667.00          | $38.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $38000.00          | $330.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-09-01      | 3.0000%  | N/A     | $1000.00           | $8.93              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.5000%  | N/A     | $6000.00           | $38.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $23500.00          | $705.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $2000.00           | $186.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 3.0000%  | N/A     | $1000.00           | $14.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.5000%  | N/A     | $1000.00           | $83.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | 5.0000%  | N/A     | $2000.00           | $32.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $2500.00           | $418.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.5000%  | N/A     | $1000.00           | $83.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $16000.00          | $60.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 4.5000%  | N/A     | $6000.00           | $205.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 6.0000%  | N/A     | $12334.00          | $2.84              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.5000%  | N/A     | $25070.00          | $203.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $6000.00           | $467.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.5000%  | N/A     | $14000.00          | $24.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $72000.00          | $984.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $6500.00           | $529.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $23000.00          | $102.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.5000%  | N/A     | $2000.00           | $121.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $1000.00           | $26.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $1667.00           | $275.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.0000%  | N/A     | $40000.00          | $2060.46           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $2000.00           | $35.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.0000%  | N/A     | $71626.00          | $58.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 6.0000%  | N/A     | $1815.00           | $4.83              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $3000.00           | $19.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $24000.00          | $13.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $29000.00          | $20934.54          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $16000.00          | $131.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 6.0000%  | N/A     | $21000.00          | $82.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 3.0000%  | N/A     | $4000.00           | $148.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $308870.00         | $1216.31           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $49943.00          | $131.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 3.5000%  | N/A     | $4000.00           | $282.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.0000%  | N/A     | $6108.00           | $21.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $500000.00         | $524.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $3000.00           | $11.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $18000.00          | $1116.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.0000%  | N/A     | $15000.00          | $80.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.5000%  | N/A     | $185000.00         | $17.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $203.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $18000.00          | $30.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $89500.00          | $46.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $4991.00           | $10.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $15000.00          | $144.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $16000.00          | $10696.44          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 7.0000%  | N/A     | $6000.00           | $0.81              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 7.5000%  | N/A     | $1074.00           | $2.11              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $1000.00           | $89.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $55455.00          | $68.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $64611.00          | $419.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 8.0000%  | N/A     | $47000.00          | $965.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $78000.00          | $397.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $3000.00           | $108.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.0000%  | N/A     | $11000.00          | $377.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.5000%  | N/A     | $57000.00          | $310.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $14500.00          | $63.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $3000.00           | $370.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $2000.00           | $138.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | 8.0000%  | N/A     | $16831.00          | $5.87              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $5500.00           | $961.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $15000.00          | $18.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $5098.00           | $23.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $32000.00          | $156.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $4000.00           | $239.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $30000.00          | $16.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $61500.00          | $1874.15           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $3000.00           | $188.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $1000.00           | $4.34              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 3.5000%  | N/A     | $1000.00           | $96.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $11000.00          | $99.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 3.5000%  | N/A     | $19000.00          | $1813.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $85000.00          | $3713.20           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.5000%  | N/A     | $59000.00          | $730.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 7.5000%  | N/A     | $25000.00          | $109.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $1000.00           | $7.14              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $11000.00          | $895.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $6000.00           | $22.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $3000.00           | $9.58              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 6.0000%  | N/A     | $367336.00         | $77.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $1600.00           | $10.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.5000%  | N/A     | $7000.00           | $4.94              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $1000.00           | $45.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.0000%  | N/A     | $3000.00           | $396.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $1188.00           | $92.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $14000.00          | $51.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | 6.5000%  | N/A     | $5000.00           | $3.03              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.0000%  | N/A     | $10000.00          | $13.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.0000%  | N/A     | $10000.00          | $61.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $251000.00         | $151.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $1100.00           | $144.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 5.5000%  | N/A     | $20000.00          | $54.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.0000%  | N/A     | $10000.00          | $3.51              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.0000%  | N/A     | $60000.00          | $2121.86           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $168.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $35.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $1000.00           | $120.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | 2.5000%  | N/A     | $2200.00           | $251.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $1000.00           | $143.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $10000.00          | $88.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.0000%  | N/A     | $2000.00           | $722.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.5000%  | N/A     | $16000.00          | $26.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 6.0000%  | N/A     | $10000.00          | $44.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 5.5000%  | N/A     | $35000.00          | $96.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $18000.00          | $10.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $25000.00          | $21.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 7.0000%  | N/A     | $25000.00          | $9.04              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.5000%  | N/A     | $5000.00           | $110.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $1000.00           | $2.98              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $30000.00          | $151.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $91000.00          | $226.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $8000.00           | $763.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $30000.00          | $456.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.0000%  | N/A     | $83000.00          | $484.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.0000%  | N/A     | $2000.00           | $49.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.0000%  | N/A     | $46000.00          | $354.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $2000.00           | $19.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $6672.00           | $39.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | 7.0000%  | N/A     | $73296.00          | $9.08              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.0000%  | N/A     | $72000.00          | $127.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $24000.00          | $52.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 3.5000%  | N/A     | $3000.00           | $668.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $42000.00          | $301.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.0000%  | N/A     | $10000.00          | $149.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.5000%  | N/A     | $15000.00          | $48.32             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $244.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 5.5000%  | N/A     | $23000.00          | $51.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.0000%  | N/A     | $51000.00          | $436.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.0000%  | N/A     | $50000.00          | $88.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $120000.00         | $806.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.5000%  | N/A     | $4000.00           | $118.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $717.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.5000%  | N/A     | $16000.00          | $21.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 6.0000%  | N/A     | $190000.00         | $57.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 5.0000%  | N/A     | $3000.00           | $67.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.5000%  | N/A     | $30000.00          | $338.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $17750.00          | $1251.09           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 4.5000%  | N/A     | $4000.00           | $79.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | 6.5000%  | N/A     | $56558.00          | $81.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.5000%  | N/A     | $5000.00           | $11.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.0000%  | N/A     | $125000.00         | $83.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $200000.00         | $527.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1000.00           | $219.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | 6.5000%  | N/A     | $14001.00          | $88.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 5.5000%  | N/A     | $370000.00         | $2196.17           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 5.0000%  | N/A     | $2000.00           | $59.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $3000.00           | $147.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 8.0000%  | N/A     | $136000.00         | $23.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $50000.00          | $67.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $722.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 4.5000%  | N/A     | $2000.00           | $23.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.8890%  | N/A     | $300000.00         | $3970.44           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 2.5000%  | N/A     | $4000.00           | $203.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $13000.00          | $7268.50           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $3000.00           | $245.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $4000.00           | $452.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.0000%  | N/A     | $38000.00          | $228.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $20000.00          | $12770.21          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 6.5000%  | N/A     | $40000.00          | $230.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $6059.00           | $72.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | 8.5000%  | N/A     | $100048.00         | $111.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | 3.5000%  | N/A     | $1000.00           | $123.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $199231.00         | $276.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $15000.00          | $15.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $1000.00           | $68.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.5000%  | N/A     | $1000.00           | $44.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $3000.00           | $23.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.0000%  | N/A     | $12093.00          | $25.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | 8.0000%  | N/A     | $6000.00           | $0.04              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.5000%  | N/A     | $2750.00           | $239.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 3.0000%  | N/A     | $3000.00           | $86.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $2000.00           | $16.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.0000%  | N/A     | $10000.00          | $4.31              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.0000%  | N/A     | $2000.00           | $23.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $1000.00           | $57.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 5.5000%  | N/A     | $13000.00          | $45.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $29000.00          | $108.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 5.0000%  | N/A     | $8000.00           | $44.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.0000%  | N/A     | $3800.00           | $1149.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-07-01      | 7.5000%  | N/A     | $12000.00          | $0.04              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.5000%  | N/A     | $6000.00           | $7.74              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.0000%  | N/A     | $2000.00           | $92.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $6000.00           | $549.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $1000.00           | $67.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 6.0000%  | N/A     | $15000.00          | $11.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-05-01      | 3.0000%  | N/A     | $4000.00           | $27.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 3.5000%  | N/A     | $1000.00           | $81.32             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.0000%  | N/A     | $1000.00           | $92.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 5.5000%  | N/A     | $10000.00          | $40.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.0000%  | N/A     | $3334.00           | $11.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $10500.00          | $1504.34           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | 3.0000%  | N/A     | $3000.00           | $15.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 6.5000%  | N/A     | $2500.00           | $11.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $20363.00          | $75.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 7.5000%  | N/A     | $100000.00         | $23.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | 6.0000%  | N/A     | $30137.00          | $1.81              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $25000.00          | $190.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.0000%  | N/A     | $1000.00           | $152.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 6.0000%  | N/A     | $22000.00          | $30.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $1000.00           | $645.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.5000%  | N/A     | $84000.00          | $447.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $4000.00           | $745.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-01-01      | 5.0000%  | N/A     | $7000.00           | $55.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $10000.00          | $917.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $89000.00          | $129.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.0000%  | N/A     | $11000.00          | $88.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $4000.00           | $44.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 7.0000%  | N/A     | $60000.00          | $43.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.5000%  | N/A     | $4882.00           | $158.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $4030.00           | $206.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | 8.5000%  | N/A     | $105000.00         | $288.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.0000%  | N/A     | $1000.00           | $6.10              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $2000.00           | $244.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 8.0000%  | N/A     | $61678.00          | $27.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $5000.00           | $4.97              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 6.0000%  | N/A     | $109000.00         | $135.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.5000%  | N/A     | $15000.00          | $77.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.5000%  | N/A     | $45054.00          | $274.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-03-01      | 4.0000%  | N/A     | $3000.00           | $933.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $2000.00           | $303.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $4000.00           | $349.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $2000.00           | $25.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 3.5000%  | N/A     | $3000.00           | $340.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $2800.00           | $24.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $3000.00           | $423.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.0000%  | N/A     | $99000.00          | $1965.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.5000%  | N/A     | $2000.00           | $158.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $7000.00           | $680.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $2896.00           | $0.85              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $134000.00         | $108.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $40000.00          | $108.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 3.5000%  | N/A     | $45000.00          | $4262.10           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.5000%  | N/A     | $35000.00          | $23.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $6000.00           | $73.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.5000%  | N/A     | $78000.00          | $182.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $26058.00          | $28.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.0000%  | N/A     | $4000.00           | $373.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-11-01      | 4.0000%  | N/A     | $1000.00           | $289.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 6.6160%  | N/A     | $20000.00          | $267.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $4500.00           | $548.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $30000.00          | $214.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 6.5000%  | N/A     | $87004.00          | $346.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | 4.5000%  | N/A     | $3000.00           | $113.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $14000.00          | $20.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 6.5000%  | N/A     | $5000.00           | $0.79              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $66032.00          | $271.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.5000%  | N/A     | $1000.00           | $65.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.5000%  | N/A     | $22000.00          | $179.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.0000%  | N/A     | $10000.00          | $24.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $5000.00           | $2324.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $6000.00           | $317.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.5000%  | N/A     | $30000.00          | $11.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $6000.00           | $598.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $14000.00          | $236.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-01-01      | 5.0000%  | N/A     | $12984.00          | $67.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $5000.00           | $644.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $5000.00           | $297.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $25000.00          | $320.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $5000.00           | $2.28              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.0000%  | N/A     | $237670.00         | $65.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $9000.00           | $59.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $1000.00           | $3.88              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $20000.00          | $789.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 7.5000%  | N/A     | $26000.00          | $1.75              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $4420.00           | $4.05              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $735.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 4.5000%  | N/A     | $7000.00           | $74.32             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.5000%  | N/A     | $89000.00          | $966.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-10-01      | 3.5000%  | N/A     | $1000.00           | $171.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $2000.00           | $200.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $26000.00          | $668.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $3000.00           | $2164.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 5.5000%  | N/A     | $1000.00           | $15.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.0000%  | N/A     | $3667.00           | $3.72              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $2000.00           | $182.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 4.5000%  | N/A     | $22500.00          | $651.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $300.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $2000.00           | $309.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $5200.00           | $3892.02           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $128.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $1000.00           | $29.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.0000%  | N/A     | $8000.00           | $904.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $1000.00           | $27.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $42000.00          | $269.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.5000%  | N/A     | $14001.00          | $24.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 5.5000%  | N/A     | $50000.00          | $115.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $46000.00          | $69.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-08-01      | 6.0000%  | N/A     | $22000.00          | $183.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $2000.00           | $143.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $2750.00           | $449.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.5000%  | N/A     | $3000.00           | $245.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 3.5000%  | N/A     | $8000.00           | $28.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 2.0000%  | N/A     | $3150.00           | $936.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $10000.00          | $173.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.1700%  | N/A     | $20000.00          | $16990.20          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $15000.00          | $37.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.0000%  | N/A     | $1000.00           | $28.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.5000%  | N/A     | $1000.00           | $40.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $4000.00           | $158.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | 4.5000%  | N/A     | $4000.00           | $394.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 6.0000%  | N/A     | $10000.00          | $5.26              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.0000%  | N/A     | $10000.00          | $21.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $14000.00          | $150.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.5000%  | N/A     | $39000.00          | $62.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $4500.00           | $105.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $73000.00          | $144.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $5000.00           | $3233.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $7000.00           | $1290.04           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | 6.5000%  | N/A     | $20000.00          | $5.03              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $3220.00           | $182.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 3.5000%  | N/A     | $3000.00           | $92.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.0000%  | N/A     | $6000.00           | $983.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.5000%  | N/A     | $31000.00          | $429.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $40000.00          | $799.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $2000.00           | $65.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $14999.00          | $577.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $8000.00           | $64.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $6000.00           | $353.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $3000.00           | $33.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 4.0000%  | N/A     | $3333.00           | $321.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $124.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2000.00           | $1371.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 6.0000%  | N/A     | $60688.00          | $177.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.5000%  | N/A     | $92000.00          | $26.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.5000%  | N/A     | $15000.00          | $64.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | 5.5000%  | N/A     | $2000.00           | $29.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.0000%  | N/A     | $5000.00           | $4.02              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $7000.00           | $14.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $49000.00          | $327.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $41000.00          | $2093.56           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.5000%  | N/A     | $4000.00           | $42.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $175000.00         | $146.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $4500.00           | $29.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $1000.00           | $208.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $1000.00           | $55.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $15000.00          | $9.99              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $88.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $131.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.0000%  | N/A     | $35445.00          | $221.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 8.0000%  | N/A     | $120000.00         | $51.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $2994.00           | $1305.46           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.5000%  | N/A     | $6000.00           | $44.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $2000.00           | $77.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | 3.5000%  | N/A     | $12000.00          | $44.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $160.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.5000%  | N/A     | $7500.00           | $918.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.0000%  | N/A     | $1000.00           | $6.36              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-07-01      | 5.0000%  | N/A     | $8000.00           | $91.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.5000%  | N/A     | $9000.00           | $43.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $10000.00          | $17.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.5000%  | N/A     | $18000.00          | $26.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $2750.00           | $20.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 3.5000%  | N/A     | $2000.00           | $103.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $1000.00           | $110.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $2000.00           | $55.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $1667.00           | $46.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.0000%  | N/A     | $6000.00           | $3.46              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $4000.00           | $363.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $8000.00           | $49.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $30762.00          | $183.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $34000.00          | $177.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | 3.5000%  | N/A     | $1000.00           | $67.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.0000%  | N/A     | $48000.00          | $108.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $18667.00          | $124.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 9.0000%  | N/A     | $10000.00          | $15.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.0000%  | N/A     | $4000.00           | $628.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.0000%  | N/A     | $6000.00           | $728.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $1001.00           | $91.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-10-01      | 3.0000%  | N/A     | $3000.00           | $350.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $1000.00           | $72.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $3667.00           | $30.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.0000%  | N/A     | $2000.00           | $76.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 5.5000%  | N/A     | $15000.00          | $241.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1000.00           | $77.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $24791.00          | $130.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.0000%  | N/A     | $12000.00          | $1242.85           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.0000%  | N/A     | $15000.00          | $226.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $16000.00          | $845.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $9500.00           | $1716.89           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.0000%  | N/A     | $7000.00           | $776.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $9000.00           | $334.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $3000.00           | $2128.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $42000.00          | $107.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.0000%  | N/A     | $25000.00          | $75.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.5000%  | N/A     | $2311.00           | $114.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 6.5000%  | N/A     | $7000.00           | $85.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $636.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.5000%  | N/A     | $2000.00           | $26.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $1000.00           | $103.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1004.00           | $187.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 5.5000%  | N/A     | $54000.00          | $435.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 3.0000%  | N/A     | $6000.00           | $1045.42           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | 5.5000%  | N/A     | $5000.00           | $631.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $175000.00         | $260.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.5000%  | N/A     | $4000.00           | $360.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $1000.00           | $65.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $44000.00          | $25.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $6004.00           | $3.76              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $3000.00           | $25.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.0000%  | N/A     | $10000.00          | $43.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $1000.00           | $83.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $1000.00           | $54.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.5000%  | N/A     | $5000.00           | $457.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 3.5000%  | N/A     | $2750.00           | $264.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.5000%  | N/A     | $1000.00           | $90.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.0000%  | N/A     | $17023.00          | $35.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $4000.00           | $566.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $8000.00           | $64.67             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $24000.00          | $146.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.0000%  | N/A     | $10000.00          | $985.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $1000.00           | $8.09              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $1000.00           | $110.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $14667.00          | $2.60              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 3.5000%  | N/A     | $2312.00           | $128.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 6.0000%  | N/A     | $36700.00          | $15.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $5000.00           | $563.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $20000.00          | $79.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | 4.5000%  | N/A     | $2000.00           | $246.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.5000%  | N/A     | $6000.00           | $31.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $7000.00           | $6.14              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $2000.00           | $149.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $3000.00           | $613.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $1000.00           | $204.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $10000.00          | $93.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $3000.00           | $21.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $20715.00          | $26.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.0000%  | N/A     | $12000.00          | $7.53              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.5000%  | N/A     | $5000.00           | $122.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $2000.00           | $14.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $94.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 6.5000%  | N/A     | $7000.00           | $0.97              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.0000%  | N/A     | $11000.00          | $3.76              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $182000.00         | $256.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $135000.00         | $338.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $51000.00          | $46.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.5000%  | N/A     | $39000.00          | $290.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 6.0000%  | N/A     | $1468.00           | $22.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 5.5000%  | N/A     | $6000.00           | $84.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.5000%  | N/A     | $6150.00           | $707.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $3000.00           | $33.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.0000%  | N/A     | $31000.00          | $140.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 6.5000%  | N/A     | $68000.00          | $19.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | 8.0000%  | N/A     | $6250.00           | $29.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $32732.00          | $15.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $10000.00          | $910.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $1000.00           | $120.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $247000.00         | $103.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 7.0000%  | N/A     | $14000.00          | $37.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.0000%  | N/A     | $3000.00           | $9.60              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $15000.00          | $9.45              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.5000%  | N/A     | $50500.00          | $1410.49           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 4.5000%  | N/A     | $3000.00           | $243.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 3.5000%  | N/A     | $4500.00           | $364.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $11233.00          | $27.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.5000%  | N/A     | $29000.00          | $178.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $2000.00           | $31.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.0000%  | N/A     | $156000.00         | $85.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 7.5000%  | N/A     | $25000.00          | $101.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $11000.00          | $23.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.0000%  | N/A     | $3000.00           | $118.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | 8.0000%  | N/A     | $63000.00          | $27.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $90100.00          | $38.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $1667.00           | $234.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 3.0000%  | N/A     | $1000.00           | $14.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 6.5000%  | N/A     | $25000.00          | $299.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $2000.00           | $457.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $22000.00          | $1627.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $9600.00           | $7340.50           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.5000%  | N/A     | $50000.00          | $184.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.5000%  | N/A     | $3249.00           | $376.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $100000.00         | $111.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.5000%  | N/A     | $4000.00           | $65.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.0000%  | N/A     | $33710.00          | $221.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.5000%  | N/A     | $1219.00           | $3.90              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 5.5000%  | N/A     | $18000.00          | $155.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 6.0000%  | N/A     | $14500.00          | $215.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | 6.5000%  | N/A     | $5000.00           | $3.66              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-07-01      | 6.0000%  | N/A     | $130416.00         | $825.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 8.0000%  | N/A     | $170000.00         | $76.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $2192.00           | $84.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $23676.00          | $21.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0000%  | N/A     | $30000.00          | $200.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $7000.00           | $372.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.5000%  | N/A     | $50000.00          | $192.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $6100.00           | $676.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $12500.00          | $1014.92           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $2500.00           | $1.38              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 6.5000%  | N/A     | $45000.00          | $34.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $5000.00           | $513.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $42667.00          | $91.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.5000%  | N/A     | $43000.00          | $6.56              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 3.0000%  | N/A     | $4000.00           | $74.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.0000%  | N/A     | $9000.00           | $384.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $5000.00           | $2193.86           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $2000.00           | $337.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.0000%  | N/A     | $33208.00          | $323.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.0000%  | N/A     | $2000.00           | $47.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 6.0000%  | N/A     | $31000.00          | $220.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $9000.00           | $483.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.5000%  | N/A     | $7100.00           | $757.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.5000%  | N/A     | $13000.00          | $68.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $3000.00           | $304.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $54667.00          | $626.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.5000%  | N/A     | $21000.00          | $14.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $1000.00           | $70.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.5000%  | N/A     | $2000.00           | $7.35              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.5000%  | N/A     | $7000.00           | $65.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $83000.00          | $448.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.5000%  | N/A     | $24500.00          | $2802.80           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $15000.00          | $138.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $5535.00           | $7.46              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $31000.00          | $32.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 6.5000%  | N/A     | $10000.00          | $53.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $135000.00         | $728.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $1000.00           | $2.98              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $22779.00          | $195.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1900.00           | $937.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $15000.00          | $217.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.5000%  | N/A     | $8000.00           | $86.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.5000%  | N/A     | $60000.00          | $6.28              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $55000.00          | $101.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $3000.00           | $23.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $2000.00           | $170.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $523.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $32000.00          | $322.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $25000.00          | $2.29              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $5000.00           | $568.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $10000.00          | $90.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $745.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $5000.00           | $521.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $75.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 3.5000%  | N/A     | $3000.00           | $222.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 4.0000%  | N/A     | $4666.00           | $310.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 6.0000%  | N/A     | $14000.00          | $115.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1334.00           | $110.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | 3.5000%  | N/A     | $11000.00          | $458.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.5000%  | N/A     | $8500.00           | $46.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.0000%  | N/A     | $10500.00          | $1287.41           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | 7.0000%  | N/A     | $15000.00          | $2.10              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $25000.00          | $121.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $11000.00          | $969.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.5000%  | N/A     | $8000.00           | $288.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.0000%  | N/A     | $8000.00           | $36.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.0000%  | N/A     | $15000.00          | $7.77              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $4750.00           | $536.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $4000.00           | $275.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5600%  | N/A     | $17000.00          | $16247.58          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $10000.00          | $705.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $622.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-08-01      | 7.0000%  | N/A     | $300000.00         | $0.34              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $8000.00           | $25.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.5000%  | N/A     | $20000.00          | $122.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.5000%  | N/A     | $142831.00         | $1505.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.5000%  | N/A     | $77000.00          | $13.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $117500.00         | $133.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 6.0000%  | N/A     | $246566.00         | $607.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.0000%  | N/A     | $387187.00         | $5512.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | 4.5000%  | N/A     | $9666.00           | $723.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 5.0000%  | N/A     | $58750.00          | $537.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $275000.00         | $256.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-20      | 5.5000%  | N/A     | $59000.00          | $350.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $167500.00         | $262.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $40000.00          | $33.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $34000.00          | $106.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $37000.00          | $42.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 4.5000%  | N/A     | $50000.00          | $88.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.5000%  | N/A     | $35000.00          | $52.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 8.5000%  | N/A     | $200000.00         | $42.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $1000.00           | $635.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.0000%  | N/A     | $29000.00          | $293.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $41000.00          | $1013.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $35000.00          | $114.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.5000%  | N/A     | $75000.00          | $8.37              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.5000%  | N/A     | $25000.00          | $256.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.0000%  | N/A     | $96000.00          | $636.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 5.0000%  | N/A     | $181542.00         | $2373.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 5.0000%  | N/A     | $114000.00         | $1635.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 5.5000%  | N/A     | $185000.00         | $1344.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.5000%  | N/A     | $15000.00          | $5358.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $25000.00          | $151.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $85000.00          | $109.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.5000%  | N/A     | $14500.00          | $2980.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.5000%  | N/A     | $35000.00          | $402.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $27997.00          | $61.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $55000.00          | $510.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | 6.0000%  | N/A     | $40000.00          | $420.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 6.0000%  | N/A     | $26890.00          | $168.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $40650.00          | $41.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.5000%  | N/A     | $80000.00          | $20.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $11000.00          | $26.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 7.0000%  | N/A     | $121500.00         | $35.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 5.0000%  | N/A     | $15000.00          | $105.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $50000.00          | $532.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.0000%  | N/A     | $25000.00          | $407.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $77.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 5.5000%  | N/A     | $182800.00         | $1725.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $125000.00         | $47.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 6.5000%  | N/A     | $25000.00          | $132.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 5.0000%  | N/A     | $180282.00         | $2138.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $60000.00          | $189.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.5000%  | N/A     | $92314.00          | $1066.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 6.5000%  | N/A     | $25000.00          | $277.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $55860.00          | $684.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-11-20      | 4.0000%  | N/A     | $50000.00          | $782.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $763000.00         | $399.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 8.0000%  | N/A     | $1037942.00        | $1.52              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 6.5000%  | N/A     | $25667.00          | $89.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | 5.0000%  | N/A     | $179688.00         | $2045.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.0000%  | N/A     | $115000.00         | $2031.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 5.5000%  | N/A     | $75000.00          | $874.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $25000.00          | $163.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $35000.00          | $831.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $305165.00         | $9835.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.0000%  | N/A     | $744000.00         | $466.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 6.0000%  | N/A     | $165619.00         | $55.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 6.5000%  | N/A     | $126000.00         | $1264.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.7500%  | N/A     | $203000.00         | $86.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.7500%  | N/A     | $50000.00          | $252.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 6.5000%  | N/A     | $50000.00          | $807.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-07-20      | 6.0000%  | N/A     | $7000.00           | $538.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 5.5000%  | N/A     | $30000.00          | $388.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-20      | 6.0000%  | N/A     | $33000.00          | $987.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $55000.00          | $165.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 6.5000%  | N/A     | $311750.00         | $263.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 5.0000%  | N/A     | $157353.00         | $2394.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $45000.00          | $150.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-15      | 5.0000%  | N/A     | $40000.00          | $1700.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $10000.00          | $128.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $25028.00          | $1679.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.0000%  | N/A     | $185248.00         | $180.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | 5.5000%  | N/A     | $10000.00          | $397.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-15      | 6.0000%  | N/A     | $65000.00          | $738.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 6.5000%  | N/A     | $40000.00          | $394.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $7500.00           | $4.34              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $100100.00         | $117.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 5.0000%  | N/A     | $20000.00          | $292.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.0000%  | N/A     | $145000.00         | $229.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 2.5000%  | N/A     | $20000.00          | $560.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.5000%  | N/A     | $229166.00         | $4910.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 6.0000%  | N/A     | $335537.00         | $252.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.5000%  | N/A     | $150000.00         | $22.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $39000.00          | $13.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.5000%  | N/A     | $22000.00          | $1292.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $114000.00         | $67.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $52000.00          | $638.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $3866.00           | $3.70              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 6.5000%  | N/A     | $150001.00         | $564.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 5.5000%  | N/A     | $188666.00         | $330.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $24140.00          | $21.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 7.0000%  | N/A     | $43431.00          | $398.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 5.5000%  | N/A     | $4667.00           | $19.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $68000.00          | $480.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $50000.00          | $102.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 8.0000%  | N/A     | $35000.00          | $7.25              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | 7.0000%  | N/A     | $25000.00          | $33.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $30000.00          | $16.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $110000.00         | $53.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 6.5000%  | N/A     | $28729.00          | $475.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 7.5000%  | N/A     | $25000.00          | $8.33              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | 6.0000%  | N/A     | $50000.00          | $513.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $50153.00          | $91.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 7.0000%  | N/A     | $210000.00         | $1994.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.5000%  | N/A     | $72000.00          | $434.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 6.5000%  | N/A     | $125000.00         | $29.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 7.5000%  | N/A     | $145000.00         | $93.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.5000%  | N/A     | $25035.00          | $604.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 5.5000%  | N/A     | $265301.00         | $1107.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $66.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 7.0000%  | N/A     | $125000.00         | $278.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 7.0000%  | N/A     | $1275000.00        | $1773.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-11-20      | 3.5000%  | N/A     | $7000.00           | $172.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 5.1250%  | N/A     | $503419.00         | $53.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $25862.00          | $532.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.5000%  | N/A     | $41084.00          | $168.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $36916.00          | $196.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 6.0000%  | N/A     | $80000.00          | $399.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $25000.00          | $232.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 5.5000%  | N/A     | $35000.00          | $528.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $25000.00          | $10.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $34000.00          | $177.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | 8.0000%  | N/A     | $120000.00         | $1846.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 5.5000%  | N/A     | $82000.00          | $769.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $29000.00          | $158.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 7.5000%  | N/A     | $25000.00          | $9.80              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 4.5000%  | N/A     | $83395.00          | $3433.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | 5.0000%  | N/A     | $102256.00         | $569.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 5.5000%  | N/A     | $1000.00           | $19.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | 5.0000%  | N/A     | $273051.00         | $2875.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 7.5000%  | N/A     | $70000.00          | $789.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 6.5000%  | N/A     | $412156.00         | $190.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $32000.00          | $189.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 4.5000%  | N/A     | $75000.00          | $1722.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $250000.00         | $247.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 5.5000%  | N/A     | $105000.00         | $1146.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $25000.00          | $14.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 7.5000%  | N/A     | $25000.00          | $6.50              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | 7.5000%  | N/A     | $322500.00         | $157.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 5.0000%  | N/A     | $197368.00         | $1644.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 7.0000%  | N/A     | $105000.00         | $866.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $25281.00          | $743.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | 4.5000%  | N/A     | $32000.00          | $226.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-20      | 5.0000%  | N/A     | $456090.00         | $2952.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.5000%  | N/A     | $10000.00          | $326.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-20      | 5.5000%  | N/A     | $20000.00          | $719.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $109696.00         | $117.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 7.0000%  | N/A     | $297630.00         | $121.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $25000.00          | $13.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-15      | 4.5000%  | N/A     | $55000.00          | $538.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.0000%  | N/A     | $100000.00         | $1.36              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 5.5000%  | N/A     | $259167.00         | $4440.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $180000.00         | $73.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 6.0000%  | N/A     | $30000.00          | $456.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 5.0000%  | N/A     | $56500.00          | $212.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $42000.00          | $17.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 4.5000%  | N/A     | $125000.00         | $2733.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $60000.00          | $235.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | 7.5000%  | N/A     | $500000.00         | $103.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $50000.00          | $71.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $100000.00         | $77.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.0000%  | N/A     | $30000.00          | $1080.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 5.5000%  | N/A     | $35000.00          | $498.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 6.5000%  | N/A     | $88051.00          | $96.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $30000.00          | $29.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 5.5000%  | N/A     | $249214.00         | $1009.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 5.0000%  | N/A     | $25000.00          | $487.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-15      | 4.5000%  | N/A     | $30000.00          | $184.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $400000.00         | $3729.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $100000.00         | $293.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $37000.00          | $70.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 5.0000%  | N/A     | $245000.00         | $2954.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.0000%  | N/A     | $674673.00         | $1887.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $14000.00          | $139.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $55003.00          | $286.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 7.0000%  | N/A     | $138000.00         | $101.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 7.0000%  | N/A     | $71250.00          | $2163.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.5000%  | N/A     | $41000.00          | $964.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.0000%  | N/A     | $34000.00          | $34.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 7.5000%  | N/A     | $175000.00         | $66.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $75000.00          | $80.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 5.5000%  | N/A     | $28333.00          | $698.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $95000.00          | $873.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 7.5000%  | N/A     | $330500.00         | $20.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.5000%  | N/A     | $90000.00          | $1382.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-04-20      | 4.0000%  | N/A     | $50000.00          | $1970.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 7.0000%  | N/A     | $378100.00         | $11.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.0000%  | N/A     | $90115.00          | $28.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 6.5000%  | N/A     | $20000.00          | $280.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-15      | 9.0000%  | N/A     | $260000.00         | $233.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | 8.0000%  | N/A     | $50171.00          | $23.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 4.0000%  | N/A     | $19000.00          | $771.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.0000%  | N/A     | $75000.00          | $1180.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $75000.00          | $134.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $29000.00          | $97.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $50000.00          | $402.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 5.0000%  | N/A     | $106426.00         | $1657.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 6.5000%  | N/A     | $288113.00         | $144.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.0000%  | N/A     | $76000.00          | $70.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-20      | 7.5000%  | N/A     | $810960.00         | $163.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 7.0000%  | N/A     | $35000.00          | $61.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $57000.00          | $128.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $35000.00          | $1616.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $165000.00         | $168.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 7.5000%  | N/A     | $427610.00         | $43.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 4.0000%  | N/A     | $100000.00         | $21.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 6.0000%  | N/A     | $169500.00         | $598.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $138675.00         | $1999.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 6.0000%  | N/A     | $55000.00          | $70.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 5.0000%  | N/A     | $198000.00         | $1682.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $260000.00         | $67.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $260500.00         | $262.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 6.0000%  | N/A     | $35000.00          | $1710.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 7.5000%  | N/A     | $50000.00          | $63.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $261000.00         | $280.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 7.0000%  | N/A     | $25000.00          | $13.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-15      | 8.0000%  | N/A     | $204232.00         | $540.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-15      | 4.0000%  | N/A     | $12000.00          | $910.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 6.5000%  | N/A     | $25000.00          | $414.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 4.5000%  | N/A     | $13988.00          | $522.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-06-20      | 3.5000%  | N/A     | $23000.00          | $633.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-06-20      | 4.0000%  | N/A     | $55000.00          | $2949.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.5000%  | N/A     | $164000.00         | $437.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 6.0000%  | N/A     | $34029.00          | $357.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 7.5000%  | N/A     | $50000.00          | $18.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 7.0000%  | N/A     | $25000.00          | $2.41              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.0000%  | N/A     | $11448.00          | $14.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.5000%  | N/A     | $55000.00          | $586.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 6.0000%  | N/A     | $26000.00          | $234.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-15      | 6.0000%  | N/A     | $25000.00          | $236.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $210500.00         | $191.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.5000%  | N/A     | $529000.00         | $309.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $25614.00          | $18.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $381.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 6.0000%  | N/A     | $50000.00          | $616.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $105000.00         | $781.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 5.5000%  | N/A     | $60834.00          | $406.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $51054.00          | $125.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 5.5000%  | N/A     | $25000.00          | $447.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.5000%  | N/A     | $50084.00          | $1934.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 6.5000%  | N/A     | $298000.00         | $0.92              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-11-20      | 4.0000%  | N/A     | $65361.00          | $3475.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $25000.00          | $189.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $115000.00         | $629.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $82145.00          | $382.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $90000.00          | $253.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 5.0000%  | N/A     | $1000.00           | $8.19              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $15000.00          | $252.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.5000%  | N/A     | $57715.00          | $1753.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 5.5000%  | N/A     | $147000.00         | $1238.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-20      | 6.0000%  | N/A     | $25000.00          | $241.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.5000%  | N/A     | $41339.00          | $140.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 8.5000%  | N/A     | $34000.00          | $1.83              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.2500%  | N/A     | $70000.00          | $2748.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 5.5000%  | N/A     | $115000.00         | $1618.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 5.5000%  | N/A     | $71000.00          | $765.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 5.0000%  | N/A     | $106750.00         | $1304.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 6.0000%  | N/A     | $80200.00          | $1529.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 8.0000%  | N/A     | $33120.00          | $13.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $34000.00          | $1319.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.5000%  | N/A     | $25000.00          | $14.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 8.0000%  | N/A     | $300000.00         | $3.51              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.0000%  | N/A     | $10000.00          | $1651.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 6.0000%  | N/A     | $125000.00         | $1711.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $75000.00          | $202.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.5000%  | N/A     | $30000.00          | $44.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 8.0000%  | N/A     | $49000.00          | $0.44              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 6.0000%  | N/A     | $20000.00          | $395.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-12-20      | 4.0000%  | N/A     | $18750.00          | $880.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $25000.00          | $25.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 7.0000%  | N/A     | $25000.00          | $44.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 5.5000%  | N/A     | $25000.00          | $275.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 6.0000%  | N/A     | $762000.00         | $814.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 6.0000%  | N/A     | $1000.00           | $1.56              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 7.0000%  | N/A     | $40000.00          | $361.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-15      | 5.5000%  | N/A     | $52728.00          | $979.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $49000.00          | $33.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 4.5000%  | N/A     | $74500.00          | $573.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 7.5000%  | N/A     | $80331.00          | $39.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 7.5000%  | N/A     | $160431.00         | $77.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.5000%  | N/A     | $1010000.00        | $819.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $50000.00          | $102.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $67000.00          | $766.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $25000.00          | $20.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $25000.00          | $81.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.5000%  | N/A     | $15000.00          | $318.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | 5.5000%  | N/A     | $25000.00          | $279.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $100000.00         | $123.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.0000%  | N/A     | $162000.00         | $1407.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $55000.00          | $783.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 8.0000%  | N/A     | $30000.00          | $3.41              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $34000.00          | $96.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 7.0000%  | N/A     | $75000.00          | $823.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $25000.00          | $176.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 5.5000%  | N/A     | $329645.00         | $1420.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-15      | 7.5000%  | N/A     | $645609.00         | $91.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 7.0000%  | N/A     | $1130643.00        | $174.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $30000.00          | $48.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $143000.00         | $401.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.0000%  | N/A     | $47000.00          | $345.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 5.0000%  | N/A     | $61541.00          | $362.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $50060.00          | $171.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25146.00          | $294.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.5000%  | N/A     | $40000.00          | $11.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 5.5000%  | N/A     | $45359.00          | $36.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 6.0000%  | N/A     | $33983.00          | $417.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 6.5000%  | N/A     | $412491.00         | $183.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $25265.00          | $2.78              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 6.0000%  | N/A     | $25028.00          | $1722.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | 7.5000%  | N/A     | $205000.00         | $73.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $52500.00          | $365.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.0000%  | N/A     | $60000.00          | $1326.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $129000.00         | $166.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.0000%  | N/A     | $290000.00         | $196.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 7.5000%  | N/A     | $30000.00          | $2.68              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.5000%  | N/A     | $486464.00         | $562.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $60000.00          | $74.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 6.0000%  | N/A     | $132500.00         | $214.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $41000.00          | $140.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 7.5000%  | N/A     | $716136.00         | $3.04              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 4.5000%  | N/A     | $11000.00          | $572.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.5000%  | N/A     | $61000.00          | $256.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.0000%  | N/A     | $95000.00          | $1637.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.0000%  | N/A     | $100000.00         | $94.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 4.5000%  | N/A     | $15000.00          | $279.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 7.0000%  | N/A     | $25000.00          | $239.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $50000.00          | $419.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-15      | 6.5000%  | N/A     | $30000.00          | $126.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $20.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 4.5000%  | N/A     | $146590.00         | $2261.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 6.0000%  | N/A     | $133479.00         | $1649.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 6.0000%  | N/A     | $251881.00         | $4232.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.5000%  | N/A     | $50000.00          | $64.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.5000%  | N/A     | $1045787.00        | $616.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | 6.0000%  | N/A     | $50000.00          | $325.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $56000.00          | $45.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | 5.5000%  | N/A     | $205000.00         | $2458.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $32000.00          | $49.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $22500.00          | $311.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 6.0000%  | N/A     | $61836.00          | $639.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $108000.00         | $302.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $25000.00          | $47.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-15      | 4.0000%  | N/A     | $9506.00           | $698.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $117.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.0000%  | N/A     | $31000.00          | $37.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $25000.00          | $527.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 6.5000%  | N/A     | $40051.00          | $168.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 7.0000%  | N/A     | $102954.00         | $81.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $160000.00         | $252.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.5000%  | N/A     | $15000.00          | $17.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $75000.00          | $470.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 5.5000%  | N/A     | $68924.00          | $724.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 4.5000%  | N/A     | $59667.00          | $10826.33          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $47.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.2500%  | N/A     | $50882.00          | $2130.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $1000.00           | $9.12              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $130433.00         | $290.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 7.0000%  | N/A     | $25000.00          | $58.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 7.5000%  | N/A     | $23000.00          | $156.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 5.0000%  | N/A     | $207484.00         | $1872.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-15      | 7.0000%  | N/A     | $55000.00          | $80.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 5.0000%  | N/A     | $39000.00          | $182.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-15      | 8.0000%  | N/A     | $183500.00         | $39.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.0000%  | N/A     | $325400.00         | $43.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-20      | 5.0000%  | N/A     | $61431.00          | $725.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.0000%  | N/A     | $5000.00           | $59.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.5000%  | N/A     | $48334.00          | $227.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $15000.00          | $13.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | 6.0000%  | N/A     | $215456.00         | $286.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 4.5000%  | N/A     | $32057.00          | $203.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 7.0000%  | N/A     | $50000.00          | $4270.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.0000%  | N/A     | $42000.00          | $681.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $25226.00          | $149.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 7.0000%  | N/A     | $73000.00          | $722.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $51000.00          | $131.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $26854.00          | $280.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.5000%  | N/A     | $139000.00         | $5316.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $107500.00         | $496.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | 6.0000%  | N/A     | $35000.00          | $514.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 6.5000%  | N/A     | $80664.00          | $19.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 7.0000%  | N/A     | $400000.00         | $421.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 7.5000%  | N/A     | $525605.00         | $384.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $25035.00          | $447.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $1142000.00        | $2815.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-20      | 7.5000%  | N/A     | $227000.00         | $183.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $140000.00         | $529.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 5.5000%  | N/A     | $18000.00          | $177.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 5.0000%  | N/A     | $12632.00          | $345.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $33000.00          | $261.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 7.5000%  | N/A     | $25000.00          | $5.13              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 7.5000%  | N/A     | $175000.00         | $17.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.5000%  | N/A     | $695268.00         | $1413.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 5.5000%  | N/A     | $23333.00          | $129.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-04-20      | 3.5000%  | N/A     | $5000.00           | $105.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 6.0000%  | N/A     | $679680.00         | $1934.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 7.0000%  | N/A     | $36000.00          | $33.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-20      | 7.0000%  | N/A     | $582500.00         | $399.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $60000.00          | $33.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.5000%  | N/A     | $29000.00          | $199.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $80000.00          | $447.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-02-20      | 5.0000%  | N/A     | $40000.00          | $1939.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 7.0000%  | N/A     | $80000.00          | $1253.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.5000%  | N/A     | $25413.00          | $180.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 7.5000%  | N/A     | $69500.00          | $42.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.0000%  | N/A     | $25046.00          | $21.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $47000.00          | $68.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $48334.00          | $80.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.5000%  | N/A     | $141000.00         | $72.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 6.5000%  | N/A     | $25000.00          | $254.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $110682.00         | $547.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $25000.00          | $317.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-20      | 3.0000%  | N/A     | $15000.00          | $1146.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $75000.00          | $1475.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 5.5000%  | N/A     | $247085.00         | $3995.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $100000.00         | $1252.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $235000.00         | $1263.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 8.0000%  | N/A     | $115000.00         | $26.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-20      | 5.0000%  | N/A     | $159000.00         | $2127.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 4.5000%  | N/A     | $45000.00          | $694.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 8.0000%  | N/A     | $25000.00          | $23.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 7.5000%  | N/A     | $690000.00         | $183.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.0000%  | N/A     | $68000.00          | $374.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $30000.00          | $259.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $25000.00          | $60.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $25000.00          | $10.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 7.0000%  | N/A     | $434500.00         | $357.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 6.0000%  | N/A     | $200000.00         | $17860.69          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $100000.00         | $52.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 5.5000%  | N/A     | $36000.00          | $743.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 6.5000%  | N/A     | $55000.00          | $5.48              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $35000.00          | $31.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $25843.00          | $185.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | 6.5000%  | N/A     | $50000.00          | $243.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25839.00          | $6.99              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 5.5000%  | N/A     | $132336.00         | $1329.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $25639.00          | $768.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 3.5000%  | N/A     | $6000.00           | $548.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-07-20      | 4.0000%  | N/A     | $185000.00         | $11029.48          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.5000%  | N/A     | $15000.00          | $4532.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 6.0000%  | N/A     | $175000.00         | $240.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.0000%  | N/A     | $100000.00         | $58.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 5.5000%  | N/A     | $90000.00          | $442.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $159.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $130000.00         | $284.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $145261.00         | $425.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 6.0000%  | N/A     | $403538.00         | $486.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 7.0000%  | N/A     | $566000.00         | $170.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $37034.00          | $496.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | 7.2500%  | N/A     | $25000.00          | $4.41              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.0000%  | N/A     | $25000.00          | $250.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $65000.00          | $24.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $127000.00         | $555.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 4.0000%  | N/A     | $28000.00          | $1088.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $77500.00          | $98.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $205000.00         | $214.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 4.5000%  | N/A     | $44670.00          | $1012.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 7.5000%  | N/A     | $25000.00          | $0.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $97000.00          | $50.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 5.5000%  | N/A     | $24000.00          | $759.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 6.0000%  | N/A     | $328691.00         | $363.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 8.0000%  | N/A     | $215000.00         | $92.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 7.0000%  | N/A     | $25000.00          | $185.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.0000%  | N/A     | $20000.00          | $21.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.0000%  | N/A     | $165322.00         | $897.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $302500.00         | $276.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $50284.00          | $53.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $50000.00          | $768.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.5000%  | N/A     | $90000.00          | $2162.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $45000.00          | $84.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $85000.00          | $3234.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.0000%  | N/A     | $137500.00         | $1599.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 8.0000%  | N/A     | $50032.00          | $26.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.5000%  | N/A     | $45000.00          | $846.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 6.0000%  | N/A     | $50000.00          | $92.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.5000%  | N/A     | $82500.00          | $1059.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $30000.00          | $567.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 7.0000%  | N/A     | $40000.00          | $61.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $241000.00         | $623.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-15      | 4.5000%  | N/A     | $75000.00          | $677.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $105000.00         | $164.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $100000.00         | $318.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 6.0000%  | N/A     | $98468.00          | $1036.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $50000.00          | $111.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.5000%  | N/A     | $63000.00          | $850.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 5.0000%  | N/A     | $26000.00          | $326.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-15      | 8.0000%  | N/A     | $36265.00          | $8.34              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 4.5000%  | N/A     | $16000.00          | $331.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $33000.00          | $577.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-20      | 6.0000%  | N/A     | $149000.00         | $3075.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | 6.5000%  | N/A     | $25000.00          | $266.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 4.5000%  | N/A     | $25000.00          | $163.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $100000.00         | $157.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | 5.5000%  | N/A     | $50170.00          | $931.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 7.0000%  | N/A     | $75000.00          | $117.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-10-20      | 5.0000%  | N/A     | $20000.00          | $1466.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 5.5000%  | N/A     | $11000.00          | $253.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $50000.00          | $20.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 6.0000%  | N/A     | $101000.00         | $883.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.0000%  | N/A     | $10000.00          | $511.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 7.0000%  | N/A     | $28604.00          | $39.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 7.0000%  | N/A     | $238000.00         | $72.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-15      | 4.5000%  | N/A     | $4000.00           | $286.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 7.0000%  | N/A     | $397459.00         | $136.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $100000.00         | $108.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 6.0000%  | N/A     | $55000.00          | $150.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.0000%  | N/A     | $25002.00          | $100.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-01-20      | 3.5000%  | N/A     | $15000.00          | $464.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 7.0000%  | N/A     | $50000.00          | $1126.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 7.0000%  | N/A     | $388976.00         | $0.42              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 7.0000%  | N/A     | $26250.00          | $501.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 7.5000%  | N/A     | $114500.00         | $50.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $106500.00         | $578.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.5000%  | N/A     | $52500.00          | $673.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.5000%  | N/A     | $30000.00          | $412.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $127232.00         | $170.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $42000.00          | $10.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | 4.5000%  | N/A     | $94759.00          | $1342.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 7.5000%  | N/A     | $346000.00         | $156.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.0000%  | N/A     | $230000.00         | $484.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 6.5000%  | N/A     | $750064.00         | $657.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.0000%  | N/A     | $25000.00          | $36.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $75000.00          | $514.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $29000.00          | $16.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.5000%  | N/A     | $25000.00          | $545.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 4.0000%  | N/A     | $36000.00          | $1043.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 7.0000%  | N/A     | $355000.00         | $46.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $102000.00         | $1150.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $25000.00          | $493.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 6.0000%  | N/A     | $12500.00          | $394.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $15000.00          | $1098.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $25000.00          | $337.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 6.5000%  | N/A     | $152003.00         | $5.29              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $26996.00          | $337.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.5000%  | N/A     | $132000.00         | $5563.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-07-20      | 4.0000%  | N/A     | $45629.00          | $1365.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $80093.00          | $1457.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 6.0000%  | N/A     | $25000.00          | $1010.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 9.0000%  | N/A     | $85000.00          | $61.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 8.0000%  | N/A     | $214000.00         | $163.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 3.5000%  | N/A     | $11000.00          | $507.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-20      | 5.5000%  | N/A     | $19692.00          | $233.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | 7.5000%  | N/A     | $53000.00          | $69.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 5.5000%  | N/A     | $25000.00          | $159.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 5.0000%  | N/A     | $525840.00         | $4222.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 6.0000%  | N/A     | $75293.00          | $2220.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $6000.00           | $719.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 5.5000%  | N/A     | $66057.00          | $549.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $85000.00          | $284.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.0000%  | N/A     | $15000.00          | $159.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-09-20      | 5.5000%  | N/A     | $10000.00          | $459.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 7.0000%  | N/A     | $986000.00         | $789.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.5000%  | N/A     | $5000.00           | $578.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 7.0000%  | N/A     | $171000.00         | $1616.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $153745.00         | $456.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.0000%  | N/A     | $105000.00         | $1012.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 4.5000%  | N/A     | $75000.00          | $1134.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 7.0000%  | N/A     | $368000.00         | $123.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.5000%  | N/A     | $14000.00          | $401.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | 5.5000%  | N/A     | $20000.00          | $1809.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 7.0000%  | N/A     | $863332.00         | $421.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 6.0000%  | N/A     | $60000.00          | $469.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 5.0000%  | N/A     | $27000.00          | $211.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $54277.00          | $716.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $270000.00         | $1296.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 6.5000%  | N/A     | $164000.00         | $0.29              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $20000.00          | $90.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 6.0000%  | N/A     | $25000.00          | $312.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 5.5000%  | N/A     | $26402.00          | $143.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.5000%  | N/A     | $83000.00          | $429.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $123273.00         | $3314.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-15      | 6.5000%  | N/A     | $109000.00         | $137.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | 8.0000%  | N/A     | $25000.00          | $17.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 5.0000%  | N/A     | $10000.00          | $64.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 6.0000%  | N/A     | $576600.00         | $1609.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-08-20      | 3.5000%  | N/A     | $25000.00          | $1193.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-05-20      | 8.0000%  | N/A     | $192332.00         | $67.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 7.0000%  | N/A     | $60000.00          | $296.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $40000.00          | $75.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $25000.00          | $280.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.0000%  | N/A     | $7000.00           | $80.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $30000.00          | $91.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 6.5000%  | N/A     | $25000.00          | $389.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $130000.00         | $1296.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 6.5000%  | N/A     | $30000.00          | $17.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $95000.00          | $310.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 5.5000%  | N/A     | $30000.00          | $246.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $25000.00          | $212.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $146.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-20      | 8.0000%  | N/A     | $127500.00         | $12.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 5.0000%  | N/A     | $73000.00          | $428.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 7.5000%  | N/A     | $450000.00         | $68.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $38000.00          | $108.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-07-20      | 3.0000%  | N/A     | $32000.00          | $2169.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 7.0000%  | N/A     | $50000.00          | $2744.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $30000.00          | $50.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $95000.00          | $189.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $96000.00          | $110.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.5000%  | N/A     | $102771.00         | $1.32              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $26000.00          | $20.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 3.0000%  | N/A     | $70000.00          | $6638.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $117000.00         | $199.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.5000%  | N/A     | $9616.00           | $296.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.0000%  | N/A     | $5000.00           | $142.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $145000.00         | $124.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.0000%  | N/A     | $116650.00         | $1420.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $110000.00         | $84.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.0000%  | N/A     | $25000.00          | $14.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $75000.00          | $238.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $116000.00         | $723.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | 7.0000%  | N/A     | $337000.00         | $162.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.5000%  | N/A     | $9770.00           | $48.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 5.6250%  | N/A     | $1000000.00        | $1277.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.0000%  | N/A     | $533490.00         | $121.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.5000%  | N/A     | $50000.00          | $725.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 6.5000%  | N/A     | $110000.00         | $1317.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | 7.0000%  | N/A     | $365000.00         | $325.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.0000%  | N/A     | $85000.00          | $186.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $70000.00          | $1174.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-12-20      | 6.0000%  | N/A     | $30000.00          | $791.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $80000.00          | $28.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $56000.00          | $115.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | 4.5000%  | N/A     | $20000.00          | $145.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 6.5000%  | N/A     | $95408.00          | $7.52              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 6.5000%  | N/A     | $100000.00         | $22.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $25000.00          | $54.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $160000.00         | $418.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $50000.00          | $185.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $45000.00          | $135.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $389.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-20      | 4.0000%  | N/A     | $133000.00         | $1408.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $61000.00          | $199.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 6.5000%  | N/A     | $50000.00          | $20.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $60000.00          | $178.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $129000.00         | $67.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $55000.00          | $880.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 6.0000%  | N/A     | $30000.00          | $186.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 5.5000%  | N/A     | $88316.00          | $1127.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.5000%  | N/A     | $25000.00          | $12.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $35121.00          | $94.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.0000%  | N/A     | $25000.00          | $429.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.5000%  | N/A     | $162500.00         | $13.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 6.0000%  | N/A     | $110000.00         | $2218.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 6.0000%  | N/A     | $964522.00         | $2295.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $25027.00          | $67.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 8.0000%  | N/A     | $297000.00         | $20.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | 8.0000%  | N/A     | $93179.00          | $270.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 5.0000%  | N/A     | $191630.00         | $2199.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 7.0000%  | N/A     | $128000.00         | $96.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 6.0000%  | N/A     | $30000.00          | $835.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | 6.5000%  | N/A     | $25000.00          | $49.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $89000.00          | $269.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 5.5000%  | N/A     | $116999.00         | $1169.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.0000%  | N/A     | $977319.00         | $2869.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 8.0000%  | N/A     | $50012.00          | $36.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-15      | 8.0000%  | N/A     | $33500.00          | $14.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 4.5000%  | N/A     | $25000.00          | $180.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.5000%  | N/A     | $25000.00          | $144.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $25188.00          | $565.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | 5.0000%  | N/A     | $207000.00         | $2480.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 7.0000%  | N/A     | $12000.00          | $53.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 6.0000%  | N/A     | $43196.00          | $338.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 7.0000%  | N/A     | $170526.00         | $30.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-15      | 5.5000%  | N/A     | $70000.00          | $209.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $125000.00         | $72.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 7.5000%  | N/A     | $717664.00         | $1.78              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 5.0000%  | N/A     | $280041.00         | $2726.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.5000%  | N/A     | $120328.00         | $1289.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.0000%  | N/A     | $40000.00          | $290.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 4.0000%  | N/A     | $25000.00          | $750.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.5000%  | N/A     | $5000.00           | $162.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.0000%  | N/A     | $383000.00         | $1358.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $70333.00          | $1061.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 7.5000%  | N/A     | $25000.00          | $3.58              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $35000.00          | $122.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.5000%  | N/A     | $117226.00         | $209.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 7.0000%  | N/A     | $50000.00          | $916.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $12500.00          | $79.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $26025.00          | $104.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 5.0000%  | N/A     | $298000.00         | $1482.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-06-20      | 3.5000%  | N/A     | $35000.00          | $782.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $772579.00         | $1598.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-15      | 7.0000%  | N/A     | $200000.00         | $121.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 5.5000%  | N/A     | $25524.00          | $171.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $68374.00          | $709.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | 7.5000%  | N/A     | $160718.00         | $88.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $930000.00         | $524.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-20      | 4.5000%  | N/A     | $85000.00          | $760.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.5000%  | N/A     | $25000.00          | $733.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $91043.00          | $282.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.0000%  | N/A     | $197950.00         | $2841.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.5000%  | N/A     | $50000.00          | $456.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 6.0000%  | N/A     | $80000.00          | $796.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.0000%  | N/A     | $260000.00         | $3089.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $40000.00          | $78.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.5000%  | N/A     | $214315.00         | $373.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $36962.00          | $22.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 5.0000%  | N/A     | $140000.00         | $1736.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 6.0000%  | N/A     | $100000.00         | $97.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 5.0000%  | N/A     | $5000.00           | $218.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $50000.00          | $796.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $50000.00          | $130.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 7.0000%  | N/A     | $151000.00         | $2438.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $234353.00         | $249.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | 6.0000%  | N/A     | $50054.00          | $774.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 6.0000%  | N/A     | $67545.00          | $4933.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 7.0000%  | N/A     | $1123999.00        | $340.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $125000.00         | $236.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-20      | 4.5000%  | N/A     | $5000.00           | $47.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.0000%  | N/A     | $45000.00          | $613.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 7.0000%  | N/A     | $92000.00          | $140.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $50000.00          | $631.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $25000.00          | $28.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-04-20      | 6.0000%  | N/A     | $15000.00          | $593.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.0000%  | N/A     | $69000.00          | $2521.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.0000%  | N/A     | $213729.00         | $3236.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 6.5000%  | N/A     | $145000.00         | $3261.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 7.0000%  | N/A     | $29000.00          | $224.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 7.0000%  | N/A     | $82500.00          | $1364.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.5000%  | N/A     | $54000.00          | $170.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $25026.00          | $118.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $100000.00         | $706.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $65040.00          | $152.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 5.5000%  | N/A     | $15000.00          | $158.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-12-20      | 3.5000%  | N/A     | $10000.00          | $213.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $37000.00          | $540.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $41158.00          | $65.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $53000.00          | $322.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.5000%  | N/A     | $25000.00          | $276.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-15      | 7.5000%  | N/A     | $30000.00          | $14.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-15      | 5.5000%  | N/A     | $83807.00          | $1118.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-02-20      | 4.0000%  | N/A     | $25000.00          | $1217.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 3.5000%  | N/A     | $32500.00          | $661.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $125000.00         | $83.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 7.0000%  | N/A     | $170000.00         | $6.58              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 7.0000%  | N/A     | $205931.00         | $0.54              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $112450.00         | $1725.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $50125.00          | $148.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $64000.00          | $571.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $40000.00          | $331.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 5.5000%  | N/A     | $65000.00          | $686.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 6.0000%  | N/A     | $160108.00         | $1582.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $95000.00          | $52.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.5000%  | N/A     | $155207.00         | $1564.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $54000.00          | $270.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.0000%  | N/A     | $170000.00         | $384.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 5.5000%  | N/A     | $45000.00          | $28.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 8.5000%  | N/A     | $37498.00          | $15.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 5.5000%  | N/A     | $185030.00         | $1169.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $456.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.0000%  | N/A     | $83000.00          | $667.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 4.5000%  | N/A     | $50000.00          | $383.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-15      | 3.5000%  | N/A     | $10000.00          | $2044.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $25000.00          | $59.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 7.0000%  | N/A     | $10000.00          | $65.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $75150.00          | $162.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $31000.00          | $753.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.5000%  | N/A     | $50000.00          | $311.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $35091.00          | $193.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $225000.00         | $100.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 8.5000%  | N/A     | $25000.00          | $0.76              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $32000.00          | $90.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 2.5000%  | N/A     | $10000.00          | $390.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $35407.00          | $204.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 5.0000%  | N/A     | $672500.00         | $8939.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | 5.0000%  | N/A     | $27000.00          | $2505.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 6.5000%  | N/A     | $40000.00          | $0.25              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $60335.00          | $71.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 6.0000%  | N/A     | $25000.00          | $221.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.0000%  | N/A     | $134000.00         | $754.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | 6.0000%  | N/A     | $51500.00          | $476.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 7.5000%  | N/A     | $48540.00          | $221.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | 5.0000%  | N/A     | $185500.00         | $1857.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $45000.00          | $34.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $26000.00          | $319.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.5000%  | N/A     | $15000.00          | $4003.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-15      | 6.0000%  | N/A     | $55000.00          | $979.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 6.5000%  | N/A     | $1222071.00        | $952.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $99000.00          | $61.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 6.5000%  | N/A     | $393050.00         | $648.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $60000.00          | $604.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $150000.00         | $358.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $243629.00         | $4138.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 7.5000%  | N/A     | $465336.00         | $0.46              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.5000%  | N/A     | $50000.00          | $524.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 5.0000%  | N/A     | $224605.00         | $2369.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 7.0000%  | N/A     | $773319.00         | $500.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.0000%  | N/A     | $89000.00          | $1363.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 6.0000%  | N/A     | $371162.00         | $189.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 7.0000%  | N/A     | $38000.00          | $452.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.5000%  | N/A     | $75000.00          | $36.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 5.0000%  | N/A     | $60000.00          | $307.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.0000%  | N/A     | $64000.00          | $112.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 6.0000%  | N/A     | $62500.00          | $966.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.0000%  | N/A     | $647460.00         | $7256.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-20      | 4.5000%  | N/A     | $63000.00          | $670.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.5000%  | N/A     | $2000.00           | $62.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 5.5000%  | N/A     | $25000.00          | $53.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $145006.00         | $1521.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 6.0000%  | N/A     | $25000.00          | $531.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.0000%  | N/A     | $442668.00         | $327.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | 3.5000%  | N/A     | $43000.00          | $1215.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $84000.00          | $349.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.0000%  | N/A     | $323730.00         | $4.16              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-12-20      | 3.5000%  | N/A     | $39000.00          | $1150.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.0000%  | N/A     | $35000.00          | $1871.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 7.0000%  | N/A     | $98000.00          | $400.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 7.0000%  | N/A     | $25000.00          | $217.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $1646232.00        | $640.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $10000.00          | $28.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $54618.00          | $61.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.0000%  | N/A     | $8000.00           | $278.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.0000%  | N/A     | $25000.00          | $211.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 7.0000%  | N/A     | $10000.00          | $101.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $29521.00          | $508.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 6.5000%  | N/A     | $50000.00          | $506.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 7.0000%  | N/A     | $200000.00         | $2300.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $40000.00          | $362.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $43000.00          | $342.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.5000%  | N/A     | $452189.00         | $316.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | 6.5000%  | N/A     | $155000.00         | $0.18              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $27000.00          | $304.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 7.0000%  | N/A     | $225000.00         | $78.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $420000.00         | $446.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $1000.00           | $463.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $204000.00         | $567.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $50000.00          | $14.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.5000%  | N/A     | $25000.00          | $54.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $38000.00          | $155.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.0000%  | N/A     | $331787.00         | $199.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.0000%  | N/A     | $30000.00          | $534.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $60651.00          | $212.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $170000.00         | $2900.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $95000.00          | $18.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 6.0000%  | N/A     | $295000.00         | $278.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $125000.00         | $239.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.0000%  | N/A     | $65000.00          | $33.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 4.5000%  | N/A     | $236508.00         | $2598.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 7.0000%  | N/A     | $11000.00          | $123.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-20      | 4.0000%  | N/A     | $18000.00          | $204.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-20      | 7.5000%  | N/A     | $100000.00         | $9.11              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 7.0000%  | N/A     | $25000.00          | $37.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $51000.00          | $176.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 7.0000%  | N/A     | $49000.00          | $218.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 4.5000%  | N/A     | $493500.00         | $3658.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 5.5000%  | N/A     | $25360.00          | $191.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $47000.00          | $134.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $82667.00          | $60.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $25000.00          | $82.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.5000%  | N/A     | $263382.00         | $6895.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 6.5000%  | N/A     | $523000.00         | $681.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.0000%  | N/A     | $73500.00          | $861.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 7.5000%  | N/A     | $50000.00          | $2.17              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 7.0000%  | N/A     | $453451.00         | $41.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.0000%  | N/A     | $56000.00          | $0.75              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $177000.00         | $254.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $25000.00          | $77.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 7.0000%  | N/A     | $75000.00          | $51.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.0000%  | N/A     | $1042308.00        | $925.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.5000%  | N/A     | $50000.00          | $721.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $16.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $50000.00          | $567.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 7.0000%  | N/A     | $444000.00         | $252.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-20      | 6.5000%  | N/A     | $45250.00          | $466.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $45000.00          | $391.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-15      | 7.5000%  | N/A     | $1232000.00        | $1263.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-15      | 4.5000%  | N/A     | $25250.00          | $312.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 7.0000%  | N/A     | $52000.00          | $733.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-15      | 8.0000%  | N/A     | $25000.00          | $81.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 6.0000%  | N/A     | $22000.00          | $343.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $40064.00          | $77.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 6.0000%  | N/A     | $50000.00          | $474.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $413000.00         | $437.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 7.5000%  | N/A     | $100000.00         | $1485.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 4.0000%  | N/A     | $40000.00          | $1093.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.5000%  | N/A     | $26000.00          | $296.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $431250.00         | $1239.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 5.0000%  | N/A     | $199667.00         | $1341.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 6.0000%  | N/A     | $84936.00          | $71.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 7.5000%  | N/A     | $40294.00          | $17.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 7.0000%  | N/A     | $462427.00         | $46.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 6.5000%  | N/A     | $37500.00          | $484.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-15      | 4.0000%  | N/A     | $10000.00          | $369.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $79.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $26000.00          | $1235.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 5.5000%  | N/A     | $67242.00          | $930.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 5.0000%  | N/A     | $92000.00          | $1270.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.5000%  | N/A     | $463000.00         | $187.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-09-20      | 6.0000%  | N/A     | $1000.00           | $111.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $10000.00          | $570.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 4.5000%  | N/A     | $31500.00          | $641.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.0000%  | N/A     | $564853.00         | $1355.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.5000%  | N/A     | $34000.00          | $272.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $270000.00         | $1747.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 5.0000%  | N/A     | $461460.00         | $4870.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $27000.00          | $33.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 6.5000%  | N/A     | $57000.00          | $139.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 3.0000%  | N/A     | $11000.00          | $251.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 6.5000%  | N/A     | $50000.00          | $52.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $221000.00         | $343.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 8.0000%  | N/A     | $40000.00          | $37.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $25012.00          | $93.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 6.0000%  | N/A     | $25000.00          | $390.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 8.0000%  | N/A     | $408000.00         | $21.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $60000.00          | $179.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 7.0000%  | N/A     | $77667.00          | $132.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 6.0000%  | N/A     | $152600.00         | $1768.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $10000.00          | $158.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $25000.00          | $855.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $33000.00          | $49.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-15      | 7.5000%  | N/A     | $29195.00          | $0.69              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 7.0000%  | N/A     | $159725.00         | $33.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 7.0000%  | N/A     | $10000.00          | $95.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 6.0000%  | N/A     | $723377.00         | $934.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 5.5000%  | N/A     | $103000.00         | $232.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | 7.0000%  | N/A     | $182000.00         | $25.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $158547.00         | $71.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $84000.00          | $87.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $139972.00         | $405.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $100000.00         | $294.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 6.0000%  | N/A     | $206000.00         | $1561.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 7.0000%  | N/A     | $150000.00         | $153.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $68000.00          | $182.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-09-20      | 4.0000%  | N/A     | $25000.00          | $761.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 5.0000%  | N/A     | $60000.00          | $242.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 5.5000%  | N/A     | $176500.00         | $1574.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $345000.00         | $234.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $125150.00         | $1265.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.0000%  | N/A     | $51000.00          | $369.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.5000%  | N/A     | $17000.00          | $1331.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $50000.00          | $310.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $525000.00         | $438.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 5.5000%  | N/A     | $57500.00          | $296.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $80000.00          | $269.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $132812.00         | $133.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | 8.0000%  | N/A     | $43092.00          | $26.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | 6.0000%  | N/A     | $8765.00           | $208.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 7.0000%  | N/A     | $60000.00          | $17.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $35000.00          | $140.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 5.5000%  | N/A     | $14000.00          | $153.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.0000%  | N/A     | $52000.00          | $230.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.0000%  | N/A     | $572000.00         | $1794.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.5000%  | N/A     | $11000.00          | $5321.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $30000.00          | $45.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.0000%  | N/A     | $65000.00          | $421.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 6.5000%  | N/A     | $27500.00          | $358.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-20      | 7.5000%  | N/A     | $593000.00         | $283.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 6.0000%  | N/A     | $78000.00          | $1400.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 7.0000%  | N/A     | $40000.00          | $31.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 3.5000%  | N/A     | $25000.00          | $609.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 5.5000%  | N/A     | $50000.00          | $427.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 5.5000%  | N/A     | $187000.00         | $271.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $35000.00          | $182.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $25000.00          | $458.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 6.5000%  | N/A     | $45000.00          | $34.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $105000.00         | $1136.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.5000%  | N/A     | $360000.00         | $451.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $604500.00         | $581.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | 7.0000%  | N/A     | $85000.00          | $174.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 4.5000%  | N/A     | $44000.00          | $760.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.0000%  | N/A     | $268267.00         | $461.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $25000.00          | $223.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.5000%  | N/A     | $50111.00          | $197.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.5000%  | N/A     | $167000.00         | $2139.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 6.5000%  | N/A     | $565000.00         | $249.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-15      | 6.0000%  | N/A     | $60000.00          | $500.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 5.5000%  | N/A     | $65000.00          | $151.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $26000.00          | $267.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 6.5000%  | N/A     | $360000.00         | $45.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $45000.00          | $315.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 4.0000%  | N/A     | $50000.00          | $245.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $35000.00          | $315.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $100000.00         | $71.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $74265.00          | $10.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $51053.00          | $358.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-15      | 5.0000%  | N/A     | $66006.00          | $993.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $46666.00          | $31.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.5000%  | N/A     | $105333.00         | $235.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $163.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 6.0000%  | N/A     | $90746.00          | $750.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $31000.00          | $46.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $11000.00          | $151.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-12-20      | 5.5000%  | N/A     | $2000.00           | $99.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $25000.00          | $265.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $80000.00          | $45.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.0000%  | N/A     | $49000.00          | $182.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.5000%  | N/A     | $201138.00         | $1697.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-20      | 4.0000%  | N/A     | $10000.00          | $411.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-08-15      | 4.0000%  | N/A     | $28000.00          | $2226.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-10-20      | 5.5000%  | N/A     | $9800.00           | $690.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.5000%  | N/A     | $78000.00          | $838.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $25000.00          | $156.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 5.5000%  | N/A     | $428789.00         | $1959.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $171363.00         | $4439.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $40000.00          | $244.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.5000%  | N/A     | $92000.00          | $798.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $144063.00         | $88.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $27000.00          | $5.31              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $43000.00          | $410.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.0000%  | N/A     | $1683772.00        | $278321.67         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 7.5000%  | N/A     | $176850.00         | $7.57              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $20000.00          | $203.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.5000%  | N/A     | $48694.00          | $663.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $70000.00          | $25.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $86083.00          | $1005.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $31000.00          | $858.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 7.0000%  | N/A     | $41000.00          | $1076.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 6.0000%  | N/A     | $135732.00         | $1186.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $60000.00          | $549.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.5000%  | N/A     | $200440.00         | $2628.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $145020.00         | $281.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-20      | 5.0000%  | N/A     | $125000.00         | $1868.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 3.5000%  | N/A     | $20000.00          | $1117.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-06-20      | 2.5000%  | N/A     | $15000.00          | $3239.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.0000%  | N/A     | $25000.00          | $73.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $25000.00          | $401.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-15      | 5.5000%  | N/A     | $100000.00         | $300.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.0000%  | N/A     | $615020.00         | $456.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.7500%  | N/A     | $175000.00         | $71.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.5000%  | N/A     | $266667.00         | $2863.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $85000.00          | $129.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 7.5000%  | N/A     | $55000.00          | $120.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 7.0000%  | N/A     | $305595.00         | $0.17              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $629000.00         | $307.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $82000.00          | $91.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | 5.0000%  | N/A     | $175000.00         | $894.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.2500%  | N/A     | $151000.00         | $13.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 9.0000%  | N/A     | $307000.00         | $78.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $217000.00         | $1595.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 8.0000%  | N/A     | $45000.00          | $118.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | 5.5000%  | N/A     | $70000.00          | $519.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 6.0000%  | N/A     | $844616.00         | $1748.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 6.0000%  | N/A     | $26500.00          | $280.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 6.0000%  | N/A     | $10000.00          | $979.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 8.0000%  | N/A     | $40000.00          | $26.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 8.0000%  | N/A     | $116667.00         | $0.32              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 8.0000%  | N/A     | $35098.00          | $527.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.5000%  | N/A     | $75000.00          | $19.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 8.0000%  | N/A     | $700000.00         | $67.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $80702.00          | $259.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 6.0000%  | N/A     | $543500.00         | $1449.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.5000%  | N/A     | $138406.00         | $1474.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $61565.00          | $1265.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.5000%  | N/A     | $80327.00          | $601.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-03-20      | 6.0000%  | N/A     | $60000.00          | $61568.52          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 7.5000%  | N/A     | $160000.00         | $2.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.5000%  | N/A     | $35375.00          | $265.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 7.0000%  | N/A     | $619000.00         | $75.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.0000%  | N/A     | $222500.00         | $2596.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 7.5000%  | N/A     | $305000.00         | $28.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | 6.0000%  | N/A     | $159000.00         | $1832.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.0000%  | N/A     | $174705.00         | $33.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.5000%  | N/A     | $21200.00          | $256.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $75000.00          | $18.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 6.0000%  | N/A     | $343500.00         | $598.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | 5.2500%  | N/A     | $97000.00          | $3380.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $25000.00          | $143.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.5000%  | N/A     | $120000.00         | $234.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $50000.00          | $102.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | 5.5000%  | N/A     | $35000.00          | $299.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $26179.00          | $284.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 6.5000%  | N/A     | $75000.00          | $502.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 5.0000%  | N/A     | $61667.00          | $750.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 6.0000%  | N/A     | $50000.00          | $422.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 5.0000%  | N/A     | $164192.00         | $2094.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $25114.00          | $581.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 5.5000%  | N/A     | $127000.00         | $1640.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 7.0000%  | N/A     | $249432.00         | $116.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.5000%  | N/A     | $125000.00         | $18.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 6.0000%  | N/A     | $845448.00         | $857.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 5.0000%  | N/A     | $14168.00          | $383.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | 7.0000%  | N/A     | $152706.00         | $92.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $100000.00         | $839.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 4.0000%  | N/A     | $42000.00          | $5519.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.0000%  | N/A     | $98000.00          | $2027.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $105000.00         | $1960.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | 5.0000%  | N/A     | $218918.00         | $2219.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | 7.5000%  | N/A     | $115000.00         | $54.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.0000%  | N/A     | $10000.00          | $591.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $120127.00         | $562.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $65000.00          | $432.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.0000%  | N/A     | $20000.00          | $224.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 5.5000%  | N/A     | $42000.00          | $460.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $25000.00          | $92.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 8.0000%  | N/A     | $85000.00          | $172.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $80000.00          | $25.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $70091.00          | $912.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.2500%  | N/A     | $25000.00          | $87.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $50000.00          | $245.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $25000.00          | $153.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.5000%  | N/A     | $119000.00         | $3793.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $40000.00          | $230.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | 6.0000%  | N/A     | $50000.00          | $327.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 6.0000%  | N/A     | $47000.00          | $773.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-20      | 7.5000%  | N/A     | $222000.00         | $99.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $30343.00          | $76.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 5.5000%  | N/A     | $27000.00          | $58.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-15      | 9.0000%  | N/A     | $77000.00          | $138.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 5.5000%  | N/A     | $118000.00         | $1432.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 8.0000%  | N/A     | $25000.00          | $2.45              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $40552.00          | $217.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 5.5000%  | N/A     | $427000.00         | $1327.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 5.0000%  | N/A     | $35000.00          | $300.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $1762667.00        | $539.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $75000.00          | $398.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.5000%  | N/A     | $1919000.00        | $311.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $25000.00          | $216.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 5.5000%  | N/A     | $390150.00         | $2230.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $43000.00          | $178.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | 6.0000%  | N/A     | $90914.00          | $701.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $53000.00          | $329.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-15      | 4.5000%  | N/A     | $42621.00          | $1033.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 7.0000%  | N/A     | $74000.00          | $933.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.0000%  | N/A     | $14000.00          | $167.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.5000%  | N/A     | $94000.00          | $154.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 5.0000%  | N/A     | $96081.00          | $1343.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-15      | 7.0000%  | N/A     | $29499.00          | $5.18              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $29000.00          | $10.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $201000.00         | $181.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $25000.00          | $77.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.0000%  | N/A     | $50000.00          | $549.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $50000.00          | $172.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.0000%  | N/A     | $25000.00          | $43.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 7.5000%  | N/A     | $385000.00         | $47.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 5.5000%  | N/A     | $125000.00         | $497.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 5.5000%  | N/A     | $35003.00          | $270.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 5.5000%  | N/A     | $42000.00          | $191.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $27333.00          | $1038.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-20      | 8.0000%  | N/A     | $79000.00          | $46.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $35000.00          | $182.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 6.0000%  | N/A     | $75625.00          | $850.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.5000%  | N/A     | $35667.00          | $365.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 4.5000%  | N/A     | $49000.00          | $678.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 6.0000%  | N/A     | $90000.00          | $911.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $25000.00          | $196.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 7.0000%  | N/A     | $79000.00          | $472.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | 5.0000%  | N/A     | $81129.00          | $1348.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-01-20      | 5.5000%  | N/A     | $5000.00           | $246.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.5000%  | N/A     | $1452397.00        | $7.77              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $25034.00          | $185.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $30000.00          | $199.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $25000.00          | $254.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 6.0000%  | N/A     | $106300.00         | $1572.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.5000%  | N/A     | $61022.00          | $758.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.5000%  | N/A     | $25000.00          | $134.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.0000%  | N/A     | $100643.00         | $252.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 5.5000%  | N/A     | $77520.00          | $961.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $106000.00         | $95.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $155000.00         | $35.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 5.0000%  | N/A     | $203904.00         | $1178.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.5000%  | N/A     | $50000.00          | $986.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 3.5000%  | N/A     | $25000.00          | $615.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $302000.00         | $369.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.0000%  | N/A     | $30000.00          | $34.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $200000.00         | $146.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 6.0000%  | N/A     | $369366.00         | $1059.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 7.0000%  | N/A     | $246987.00         | $196.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 4.5000%  | N/A     | $90000.00          | $2114.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 7.0000%  | N/A     | $25000.00          | $152.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 6.0000%  | N/A     | $147500.00         | $1583.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-09-15      | 4.0000%  | N/A     | $16000.00          | $1401.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-15      | 7.5000%  | N/A     | $70000.00          | $42.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $94073.00          | $686.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 5.5000%  | N/A     | $10000.00          | $338.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $346500.00         | $998.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-15      | 7.0000%  | N/A     | $170000.00         | $0.08              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $50000.00          | $4041.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $30000.00          | $75.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $55324.00          | $1495.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 7.0000%  | N/A     | $57000.00          | $25.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 7.5000%  | N/A     | $590000.00         | $306.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | 5.0000%  | N/A     | $32183.00          | $405.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.0000%  | N/A     | $25000.00          | $215.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $103377.00         | $1796.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 7.0000%  | N/A     | $40000.00          | $66.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.0000%  | N/A     | $10000.00          | $479.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 7.5000%  | N/A     | $680000.00         | $28.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 6.5000%  | N/A     | $135000.00         | $3.37              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.0000%  | N/A     | $8500.00           | $370.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-10-20      | 4.0000%  | N/A     | $6000.00           | $619.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.5000%  | N/A     | $261160.00         | $3382.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | 7.0000%  | N/A     | $152547.00         | $101.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-06-20      | 5.5000%  | N/A     | $6650.00           | $668.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 4.0000%  | N/A     | $69250.00          | $2676.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.5000%  | N/A     | $221000.00         | $2342.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.5000%  | N/A     | $35000.00          | $46.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 7.5000%  | N/A     | $127045.00         | $39.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $30000.00          | $5.10              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 5.0000%  | N/A     | $81000.00          | $1100.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | 6.0000%  | N/A     | $25000.00          | $264.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.0000%  | N/A     | $34500.00          | $1509.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.5000%  | N/A     | $59768.00          | $421.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.0000%  | N/A     | $17000.00          | $754.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $51584.00          | $337.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 5.5000%  | N/A     | $2000.00           | $110.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.5000%  | N/A     | $391985.00         | $465.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.0000%  | N/A     | $100000.00         | $48172.27          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-15      | 6.0000%  | N/A     | $25000.00          | $300.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $125000.00         | $147.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $84000.00          | $299.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $50000.00          | $329.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 5.5000%  | N/A     | $68750.00          | $388.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 7.5000%  | N/A     | $60000.00          | $1447.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-08-20      | 5.0000%  | N/A     | $25000.00          | $1965.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.0000%  | N/A     | $305000.00         | $608.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 8.0000%  | N/A     | $489020.00         | $6.21              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 7.5000%  | N/A     | $48000.00          | $473.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 5.5000%  | N/A     | $19166.00          | $189.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $50000.00          | $498.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $110000.00         | $44.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $30041.00          | $37.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $37525.00          | $505.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $37118.00          | $210.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 5.5000%  | N/A     | $188000.00         | $1136.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $110000.00         | $1455.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.0000%  | N/A     | $416463.00         | $390.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $45000.00          | $657.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $40000.00          | $166.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 7.0000%  | N/A     | $45000.00          | $22.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | 7.5000%  | N/A     | $75000.00          | $357.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-15      | 6.0000%  | N/A     | $5000.00           | $289.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $130218.00         | $3.41              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.5000%  | N/A     | $12500.00          | $323.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 7.5000%  | N/A     | $25000.00          | $303.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 6.0000%  | N/A     | $50000.00          | $630.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $35373.00          | $83.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-15      | 6.5000%  | N/A     | $17500.00          | $91.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $55980.00          | $38.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $120000.00         | $71.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 6.5000%  | N/A     | $93077.00          | $185.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $40044.00          | $664.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $37365.00          | $145.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.5000%  | N/A     | $77000.00          | $533.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 6.0000%  | N/A     | $25000.00          | $368.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 4.0000%  | N/A     | $150000.00         | $2274.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.5000%  | N/A     | $101500.00         | $877.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-15      | 7.7500%  | N/A     | $60000.00          | $111.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.5000%  | N/A     | $5000.00           | $109.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 6.0000%  | N/A     | $45000.00          | $358.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 5.0000%  | N/A     | $85990.00          | $614.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | 7.5000%  | N/A     | $326666.00         | $39.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 4.0000%  | N/A     | $124000.00         | $464.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 4.5000%  | N/A     | $46431.00          | $856.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.5000%  | N/A     | $50000.00          | $499.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $785000.00         | $202.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $25000.00          | $439.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $25000.00          | $18.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 7.0000%  | N/A     | $110000.00         | $1006.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.5000%  | N/A     | $75000.00          | $32.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $200000.00         | $329.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-02-20      | 3.5000%  | N/A     | $20000.00          | $513.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $327500.00         | $2101.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.5000%  | N/A     | $7500.00           | $120.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 6.5000%  | N/A     | $70000.00          | $3.58              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 4.5000%  | N/A     | $105000.00         | $2116.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $35000.00          | $47.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 6.0000%  | N/A     | $45000.00          | $445.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-20      | 5.5000%  | N/A     | $46796.00          | $424.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 5.5000%  | N/A     | $54554.00          | $740.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 6.5000%  | N/A     | $26884.00          | $198.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 4.5000%  | N/A     | $10000.00          | $352.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 5.0000%  | N/A     | $18750.00          | $189.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 7.0000%  | N/A     | $400000.00         | $271.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | 7.0000%  | N/A     | $63853.00          | $25.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $119282.00         | $230.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $30000.00          | $205.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 7.5000%  | N/A     | $157400.00         | $42.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $50000.00          | $73.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $182000.00         | $202.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.0000%  | N/A     | $190369.00         | $156.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $40000.00          | $196.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $163000.00         | $388.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | 6.0000%  | N/A     | $40000.00          | $461.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.0000%  | N/A     | $38000.00          | $408.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.0000%  | N/A     | $25000.00          | $349.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 8.5000%  | N/A     | $25000.00          | $32.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $130460.00         | $127.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $80102.00          | $330.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $560000.00         | $116.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $437168.00         | $1048.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 5.0000%  | N/A     | $56000.00          | $461.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.5000%  | N/A     | $450000.00         | $15.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 8.5000%  | N/A     | $25107.00          | $2.38              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $26720.00          | $57.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | 6.5000%  | N/A     | $321553.00         | $488.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 4.5000%  | N/A     | $50000.00          | $435.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $26000.00          | $228.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.5000%  | N/A     | $30000.00          | $291.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $32000.00          | $210.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $9000.00           | $24.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $85000.00          | $28.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 8.0000%  | N/A     | $175000.00         | $4.94              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $107000.00         | $1120.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.0000%  | N/A     | $15031.00          | $195.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $261000.00         | $365.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $12000.00          | $769.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 6.5000%  | N/A     | $1856000.00        | $1396.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 6.0000%  | N/A     | $28000.00          | $395.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $145.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 6.0000%  | N/A     | $42711.00          | $23.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $207901.00         | $187.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | 7.0000%  | N/A     | $25020.00          | $2.70              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 6.0000%  | N/A     | $25000.00          | $267.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 6.5000%  | N/A     | $329000.00         | $553.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.0000%  | N/A     | $40000.00          | $57.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $75101.00          | $663.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 5.0000%  | N/A     | $84000.00          | $949.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-07-20      | 3.5000%  | N/A     | $28000.00          | $1128.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $25321.00          | $126.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $34500.00          | $115.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.0000%  | N/A     | $18000.00          | $1044.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $31000.00          | $726.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-15      | 4.0000%  | N/A     | $15000.00          | $644.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.5000%  | N/A     | $25000.00          | $33.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $355829.00         | $3016.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 5.5000%  | N/A     | $114500.00         | $857.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.0000%  | N/A     | $397000.00         | $1046.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $35000.00          | $81.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $50060.00          | $46.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.5000%  | N/A     | $25736.00          | $0.55              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $35000.00          | $101.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $227500.00         | $162.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $10000.00          | $1473.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $58000.00          | $329.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $315310.00         | $538.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $50000.00          | $173.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 8.5000%  | N/A     | $47000.00          | $2.81              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.5000%  | N/A     | $84901.00          | $1742.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $150330.00         | $1421.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 4.0000%  | N/A     | $360000.00         | $249.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 6.5000%  | N/A     | $400000.00         | $90.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.5000%  | N/A     | $90500.00          | $1068.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $84826.00          | $411.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 5.0000%  | N/A     | $49000.00          | $179.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $32000.00          | $262.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | 8.0000%  | N/A     | $117157.00         | $6.28              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.0000%  | N/A     | $167250.00         | $1843.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 6.5000%  | N/A     | $30000.00          | $148.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.5000%  | N/A     | $209884.00         | $487.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-20      | 7.0000%  | N/A     | $371500.00         | $47.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $50350.00          | $282.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $92291.00          | $759.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 4.0000%  | N/A     | $36000.00          | $1277.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 6.5000%  | N/A     | $106523.00         | $280.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 6.5000%  | N/A     | $15000.00          | $131.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-15      | 4.5000%  | N/A     | $35000.00          | $913.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 5.5000%  | N/A     | $69000.00          | $715.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 7.0000%  | N/A     | $50811.00          | $18.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 8.5000%  | N/A     | $66666.00          | $1.43              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $40576.00          | $427.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | 5.5000%  | N/A     | $25000.00          | $57.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $25000.00          | $13.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $45306.00          | $122.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $55000.00          | $10.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.5000%  | N/A     | $183000.00         | $2207.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 7.0000%  | N/A     | $92000.00          | $931.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $373826.00         | $116.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $86000.00          | $303.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 6.0000%  | N/A     | $187000.00         | $201.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 5.5000%  | N/A     | $46000.00          | $629.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 6.5000%  | N/A     | $150000.00         | $715.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $25000.00          | $15.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.0000%  | N/A     | $50070.00          | $601.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 5.5000%  | N/A     | $285469.00         | $3012.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 7.0000%  | N/A     | $405000.00         | $385.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $436750.00         | $880.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.5000%  | N/A     | $50000.00          | $724.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 8.0000%  | N/A     | $100000.00         | $6.23              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $29000.00          | $1484.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $30000.00          | $299.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 6.0000%  | N/A     | $72000.00          | $257.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 7.0000%  | N/A     | $25000.00          | $237.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $330000.00         | $184.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 8.0000%  | N/A     | $45000.00          | $9.89              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $45000.00          | $444.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 4.0000%  | N/A     | $375000.00         | $13.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 5.0000%  | N/A     | $35249.00          | $246.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | 6.5000%  | N/A     | $90000.00          | $1337.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $240000.00         | $645.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-20      | 5.0000%  | N/A     | $76000.00          | $840.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 7.0000%  | N/A     | $476819.00         | $165.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-12-20      | 4.5000%  | N/A     | $85000.00          | $914.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $180000.00         | $41.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 6.5000%  | N/A     | $255500.00         | $99.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 7.0000%  | N/A     | $85000.00          | $204.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 7.0000%  | N/A     | $26000.00          | $224.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.5000%  | N/A     | $25000.00          | $45.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-15      | 4.0000%  | N/A     | $20803.00          | $1422.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 5.0000%  | N/A     | $13000.00          | $195.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 7.0000%  | N/A     | $16250.00          | $103.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.5000%  | N/A     | $154000.00         | $123.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 6.5000%  | N/A     | $12684.00          | $572.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $214000.00         | $466.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-15      | 6.5000%  | N/A     | $51000.00          | $74.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.5000%  | N/A     | $10000.00          | $314.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 8.0000%  | N/A     | $25000.00          | $11.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 8.0000%  | N/A     | $64486.00          | $516.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.2500%  | N/A     | $125000.00         | $88.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | 6.0000%  | N/A     | $134210.00         | $1206.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 5.5000%  | N/A     | $25724.00          | $85.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-11-20      | 5.5000%  | N/A     | $9000.00           | $1179.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $132893.00         | $1999.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $50000.00          | $91.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.5000%  | N/A     | $55000.00          | $1142.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $25000.00          | $28.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.5000%  | N/A     | $50000.00          | $1172.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.5000%  | N/A     | $90000.00          | $1609.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.0000%  | N/A     | $25000.00          | $559.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-09-20      | 3.5000%  | N/A     | $33000.00          | $1080.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 7.5000%  | N/A     | $382750.00         | $14.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-05-20      | 7.5000%  | N/A     | $275055.00         | $126.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 5.5000%  | N/A     | $48334.00          | $572.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $32000.00          | $14.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 8.5000%  | N/A     | $170000.00         | $3.70              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $42993.00          | $155.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $154000.00         | $182.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 5.0000%  | N/A     | $20000.00          | $224.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.0000%  | N/A     | $25000.00          | $282.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 7.0000%  | N/A     | $160000.00         | $736.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 7.0000%  | N/A     | $15000.00          | $2.95              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 7.5000%  | N/A     | $645661.00         | $312.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 6.0000%  | N/A     | $10000.00          | $123.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.5000%  | N/A     | $32085.00          | $692.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-01-15      | 4.5000%  | N/A     | $29000.00          | $734.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 6.0000%  | N/A     | $122000.00         | $1964.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | 4.5000%  | N/A     | $45000.00          | $409.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 5.5000%  | N/A     | $15000.00          | $1382.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 7.5000%  | N/A     | $625000.00         | $55.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 7.5000%  | N/A     | $1155000.00        | $214.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $45000.00          | $455.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 8.0000%  | N/A     | $565000.00         | $106.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $70000.00          | $25.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 7.0000%  | N/A     | $10000.00          | $7.89              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 5.0000%  | N/A     | $208300.00         | $3085.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $330407.00         | $3359.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 6.0000%  | N/A     | $34319.00          | $258.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $100000.00         | $646.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $48651.00          | $1795.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-03-20      | 6.0000%  | N/A     | $18000.00          | $1864.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.5000%  | N/A     | $25000.00          | $192.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 7.5000%  | N/A     | $50000.00          | $26.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.0000%  | N/A     | $50005.00          | $303.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-01-20      | 3.5000%  | N/A     | $30000.00          | $677.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 7.0000%  | N/A     | $1212334.00        | $611.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 7.0000%  | N/A     | $290000.00         | $430.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $25000.00          | $94.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $133000.00         | $189.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.5000%  | N/A     | $30000.00          | $223.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-15      | 5.0000%  | N/A     | $45000.00          | $244.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 7.0000%  | N/A     | $25000.00          | $70.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $37216.00          | $7.79              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 6.5000%  | N/A     | $110000.00         | $125.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | 7.5000%  | N/A     | $25000.00          | $0.32              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $49000.00          | $526.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 4.5000%  | N/A     | $89833.00          | $1228.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-20      | 5.0000%  | N/A     | $20000.00          | $248.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $34753.00          | $42.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $81464.00          | $242.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $100896.00         | $357.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.5000%  | N/A     | $652000.00         | $532.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $1220000.00        | $285.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.5000%  | N/A     | $63333.00          | $651.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-15      | 6.0000%  | N/A     | $15000.00          | $189.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $30000.00          | $20.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 7.0000%  | N/A     | $50000.00          | $46.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $25000.00          | $77.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $1000.00           | $538.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $50000.00          | $381.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 6.0000%  | N/A     | $126050.00         | $1788.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.5000%  | N/A     | $50010.00          | $583.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | 6.5000%  | N/A     | $38000.00          | $8.38              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.0000%  | N/A     | $125000.00         | $510.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.5000%  | N/A     | $75000.00          | $2421.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $75000.00          | $114.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $35141.00          | $657.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 7.0000%  | N/A     | $312252.00         | $228.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $112000.00         | $639.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $1000.00           | $44.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $244000.00         | $1356.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 6.5000%  | N/A     | $320000.00         | $101.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 6.5000%  | N/A     | $676835.00         | $333.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $48312.00          | $18.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.5000%  | N/A     | $25000.00          | $12.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 5.5000%  | N/A     | $40680.00          | $382.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 7.0000%  | N/A     | $10000.00          | $375.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.5000%  | N/A     | $60110.00          | $1876.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.5000%  | N/A     | $68000.00          | $2584.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-05-20      | 3.5000%  | N/A     | $10000.00          | $147.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $115100.00         | $1313.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 6.0000%  | N/A     | $50000.00          | $1381.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $140000.00         | $23.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-15      | 5.0000%  | N/A     | $30000.00          | $1973.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 8.0000%  | N/A     | $30000.00          | $13.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 3.5000%  | N/A     | $10000.00          | $433.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.5000%  | N/A     | $25000.00          | $184.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.0000%  | N/A     | $25000.00          | $444.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 5.5000%  | N/A     | $25000.00          | $446.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $116000.00         | $44.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 6.5000%  | N/A     | $730684.00         | $542.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 4.5000%  | N/A     | $30000.00          | $719.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $29.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $51476.00          | $30.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 6.5000%  | N/A     | $301750.00         | $167.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 6.0000%  | N/A     | $15000.00          | $1051.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 5.5000%  | N/A     | $119000.00         | $822.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $28275.00          | $57.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.5000%  | N/A     | $40000.00          | $0.16              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-15      | 7.0000%  | N/A     | $75000.00          | $101.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | 8.5000%  | N/A     | $25307.00          | $14.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.0000%  | N/A     | $377500.00         | $3.42              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.5000%  | N/A     | $60006.00          | $456.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 7.0000%  | N/A     | $163000.00         | $4340.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 7.5000%  | N/A     | $25000.00          | $1.23              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 8.0000%  | N/A     | $160000.00         | $2.03              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.5000%  | N/A     | $50000.00          | $9.88              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 5.0000%  | N/A     | $81874.00          | $1500.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 5.5000%  | N/A     | $136300.00         | $1021.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 6.5000%  | N/A     | $337400.00         | $263.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-20      | 5.0000%  | N/A     | $345464.00         | $2540.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 3.5000%  | N/A     | $73500.00          | $9405.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.2500%  | N/A     | $50000.00          | $2083.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 8.0000%  | N/A     | $60136.00          | $20.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.5000%  | N/A     | $95000.00          | $17.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.0000%  | N/A     | $155000.00         | $371.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-20      | 5.0000%  | N/A     | $13667.00          | $439.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 7.0000%  | N/A     | $108000.00         | $178.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.5000%  | N/A     | $1188429.00        | $1385.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $50000.00          | $321.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 7.0000%  | N/A     | $27000.00          | $668.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 6.5000%  | N/A     | $354300.00         | $10.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 6.5000%  | N/A     | $45000.00          | $272.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.5000%  | N/A     | $28500.00          | $106.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 7.5000%  | N/A     | $27000.00          | $5.33              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $97000.00          | $24.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.5000%  | N/A     | $764708.00         | $481.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.2500%  | N/A     | $30000.00          | $28.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 5.5000%  | N/A     | $25000.00          | $17.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 8.0000%  | N/A     | $17000.00          | $5.15              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 7.0000%  | N/A     | $25000.00          | $49.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.0000%  | N/A     | $50000.00          | $71.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 5.5000%  | N/A     | $29036.00          | $44.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $215000.00         | $264.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 6.0000%  | N/A     | $25000.00          | $437.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 7.0000%  | N/A     | $115000.00         | $128.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 7.0000%  | N/A     | $35000.00          | $389.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | 5.5000%  | N/A     | $164834.00         | $1826.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $45507.00          | $159.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $25050.00          | $437.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.5000%  | N/A     | $60289.00          | $617.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 6.0000%  | N/A     | $127500.00         | $2772.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 5.0000%  | N/A     | $252080.00         | $2234.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $75000.00          | $957.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.5000%  | N/A     | $290000.00         | $3274.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $37000.00          | $9.10              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-15      | 5.0000%  | N/A     | $50000.00          | $3490.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $25000.00          | $161.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.5000%  | N/A     | $47500.00          | $81.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $25000.00          | $201.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $131690.00         | $38.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 8.0000%  | N/A     | $60000.00          | $4.96              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.5000%  | N/A     | $163000.00         | $305.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $50000.00          | $137.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $55805.00          | $302.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 6.5000%  | N/A     | $205488.00         | $101.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.5000%  | N/A     | $229297.00         | $2155.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.5000%  | N/A     | $25000.00          | $180.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.0000%  | N/A     | $27457.00          | $260.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 7.0000%  | N/A     | $80000.00          | $105.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $405000.00         | $313.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 5.5000%  | N/A     | $27002.00          | $452.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 4.5000%  | N/A     | $32000.00          | $497.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $37000.00          | $20.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.5000%  | N/A     | $120000.00         | $167.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 5.5000%  | N/A     | $52168.00          | $324.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $11000.00          | $60.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $30097.00          | $8.18              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 6.0000%  | N/A     | $458000.00         | $397.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-15      | 6.0000%  | N/A     | $100000.00         | $2435.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | 6.5000%  | N/A     | $40000.00          | $533.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $201554.00         | $262.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $14000.00          | $312.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 7.0000%  | N/A     | $251459.00         | $150.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $37500.00          | $60.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 6.0000%  | N/A     | $97000.00          | $1703.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $25000.00          | $163.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 7.0000%  | N/A     | $147500.00         | $33.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $199000.00         | $314.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 5.0000%  | N/A     | $1045000.00        | $2661.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | 4.0000%  | N/A     | $75000.00          | $760.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 8.0000%  | N/A     | $348364.00         | $4.15              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $60000.00          | $61.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.5000%  | N/A     | $123334.00         | $34.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.5000%  | N/A     | $8667.00           | $293.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 6.0000%  | N/A     | $25000.00          | $225.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 6.5000%  | N/A     | $237525.00         | $91.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $225000.00         | $303.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-02-20      | 3.0000%  | N/A     | $13000.00          | $787.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | 5.5000%  | N/A     | $100268.00         | $238.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $25000.00          | $329.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 4.5000%  | N/A     | $60874.00          | $998.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-20      | 5.5000%  | N/A     | $33000.00          | $394.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 4.5000%  | N/A     | $26195.00          | $188.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.0000%  | N/A     | $43500.00          | $88.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $45000.00          | $199.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-20      | 7.0000%  | N/A     | $36000.00          | $16.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $70000.00          | $72.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 5.5000%  | N/A     | $29043.00          | $238.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $48000.00          | $991.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 8.0000%  | N/A     | $125000.00         | $26.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 8.0000%  | N/A     | $32531.00          | $14.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.5000%  | N/A     | $70000.00          | $1371.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 6.5000%  | N/A     | $573178.00         | $478.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 6.0000%  | N/A     | $43000.00          | $383.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 6.0000%  | N/A     | $30000.00          | $335.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 7.5000%  | N/A     | $367187.00         | $148.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-15      | 8.0000%  | N/A     | $116118.00         | $24.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $35000.00          | $8.88              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.5000%  | N/A     | $25000.00          | $87.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 5.0000%  | N/A     | $207750.00         | $2692.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.5000%  | N/A     | $25000.00          | $91.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $33878.00          | $145.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.0000%  | N/A     | $76000.00          | $1077.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.5000%  | N/A     | $35000.00          | $391.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $74000.00          | $138.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 5.5000%  | N/A     | $130050.00         | $191.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $304214.00         | $628.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 4.5000%  | N/A     | $400000.00         | $2.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 6.5000%  | N/A     | $225000.00         | $201.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $60000.00          | $29.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | 5.5000%  | N/A     | $13000.00          | $97.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $370000.00         | $94.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $262000.00         | $585.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.5000%  | N/A     | $225000.00         | $7366.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 5.5000%  | N/A     | $125305.00         | $713.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.0000%  | N/A     | $50000.00          | $431.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 6.0000%  | N/A     | $2000.00           | $42.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 5.5000%  | N/A     | $404000.00         | $255.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.0000%  | N/A     | $236250.00         | $2621.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.7500%  | N/A     | $25000.00          | $80.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 5.6250%  | N/A     | $500050.00         | $977.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $150000.00         | $141.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 6.5000%  | N/A     | $81000.00          | $140.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 6.0000%  | N/A     | $33900.00          | $475.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 7.0000%  | N/A     | $399500.00         | $197.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $30000.00          | $139.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.0000%  | N/A     | $25000.00          | $514.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $30000.00          | $57.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 6.5000%  | N/A     | $90000.00          | $1002.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-12-20      | 7.0000%  | N/A     | $10000.00          | $2383.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $30000.00          | $92.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $25000.00          | $260.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.5000%  | N/A     | $25449.00          | $64.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 6.0000%  | N/A     | $25000.00          | $557.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 6.0000%  | N/A     | $109000.00         | $1298.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 6.0000%  | N/A     | $119000.00         | $1225.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $30000.00          | $179.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 6.5000%  | N/A     | $281566.00         | $372.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | 7.0000%  | N/A     | $208000.00         | $1586.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 5.5000%  | N/A     | $54000.00          | $410.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | 3.5000%  | N/A     | $12500.00          | $661.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $1862740.00        | $3278.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $110000.00         | $582.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-15      | 6.5000%  | N/A     | $110000.00         | $1.48              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $42651.00          | $35.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $60000.00          | $169.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 6.5000%  | N/A     | $25891.00          | $397.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $122000.00         | $613.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $242000.00         | $305.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 5.0000%  | N/A     | $44000.00          | $848.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-08-20      | 7.5000%  | N/A     | $25000.00          | $5448.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $25982.00          | $469.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $218842.00         | $767.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-20      | 3.5000%  | N/A     | $10000.00          | $1598.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.5000%  | N/A     | $65000.00          | $268.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 6.5000%  | N/A     | $75103.00          | $203.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.0000%  | N/A     | $25000.00          | $265.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 5.5000%  | N/A     | $25000.00          | $88.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-15      | 7.2500%  | N/A     | $25000.00          | $7.94              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 7.0000%  | N/A     | $25000.00          | $32.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 6.0000%  | N/A     | $52729.00          | $4965.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 5.0000%  | N/A     | $35000.00          | $349.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 6.0000%  | N/A     | $28571.00          | $500.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-20      | 3.5000%  | N/A     | $14000.00          | $277.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | 5.0000%  | N/A     | $25000.00          | $24.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-03-20      | 5.0000%  | N/A     | $26600.00          | $2197.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $85000.00          | $51.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $67919.00          | $347.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 6.0000%  | N/A     | $50000.00          | $554.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 6.0000%  | N/A     | $423466.00         | $314.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.5000%  | N/A     | $6000.00           | $21.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $165825.00         | $272.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $28000.00          | $15.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 7.0000%  | N/A     | $258000.00         | $262.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.0000%  | N/A     | $36000.00          | $16.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | 5.5000%  | N/A     | $45626.00          | $470.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 5.0000%  | N/A     | $253394.00         | $3359.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 4.5000%  | N/A     | $25000.00          | $298.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $32000.00          | $25.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.0000%  | N/A     | $30000.00          | $660.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $113000.00         | $2043.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $50000.00          | $131.03            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $70000000.00       | $72365130.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.6250%  | N/A     | $16000000.00       | $34051713.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $25000000.00       | $24090336.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-15      | 3.5000%  | N/A     | $11448300.00       | $11469215.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $59051500.00       | $59922204.74       | U.S. Treasuries (including strips) |

### Security 194: 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: 0UBS18PW6
- **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:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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 HOME LOAN MOR | 2027-09-01      | 3.0000%  | N/A     | $1000.00           | $10.43             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 4.5000%  | N/A     | $5000.00           | $105.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 3.0000%  | N/A     | $28000.00          | $151.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.0000%  | N/A     | $1437.00           | $34.27             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-07-01      | 6.0000%  | N/A     | $10000.00          | $72.34             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 4.0000%  | N/A     | $5000.00           | $1.52              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 3.5000%  | N/A     | $1000.00           | $38.63             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-08-01      | 6.0000%  | N/A     | $12000.00          | $37.62             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-11-01      | 3.0000%  | N/A     | $1000.00           | $3.58              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 5.0000%  | N/A     | $7000.00           | $0.24              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $1996.00           | $1.25              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.0000%  | N/A     | $21000.00          | $168.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.0000%  | N/A     | $21500.00          | $360.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $1000.00           | $2.70              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 3.0000%  | N/A     | $2000.00           | $55.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 4.5000%  | N/A     | $2897.00           | $29.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $5027.00           | $24.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $5000.00           | $48.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.0000%  | N/A     | $1000.00           | $110.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.5000%  | N/A     | $14999.00          | $25.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $1000.00           | $151.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $6000.00           | $52.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.0000%  | N/A     | $5000.00           | $28.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.5000%  | N/A     | $13000.00          | $86.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 3.0000%  | N/A     | $1000.00           | $17.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $41100.00          | $29589.08          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $29630.00          | $116.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | 3.5000%  | N/A     | $3000.00           | $125.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $16500.00          | $202.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.5000%  | N/A     | $6000.00           | $65.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $3941.00           | $47.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $26000.00          | $177.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $9000.00           | $24.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $18000.00          | $47.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $16000.00          | $81.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $31542.00          | $210.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $3000.00           | $118.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $51000.00          | $43.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 6.5000%  | N/A     | $2000.00           | $29.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.0000%  | N/A     | $60000.00          | $37.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.5000%  | N/A     | $150000.00         | $94.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 6.5000%  | N/A     | $25000.00          | $299.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 7.0000%  | N/A     | $17500.00          | $220.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 6.0000%  | N/A     | $15000.00          | $187.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.0000%  | N/A     | $10000.00          | $284.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.5000%  | N/A     | $75000.00          | $2390.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.5000%  | N/A     | $50000.00          | $43.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.5000%  | N/A     | $25000.00          | $58.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.0000%  | N/A     | $45000.00          | $495.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 8.0000%  | N/A     | $57015.00          | $44.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 7.5000%  | N/A     | $35000.00          | $296.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 5.5000%  | N/A     | $25000.00          | $107.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.0000%  | N/A     | $40049.00          | $1930.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $70000.00          | $51.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 8.5000%  | N/A     | $25107.00          | $2.38              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $25000.00          | $270.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 6.5000%  | N/A     | $25000.00          | $147.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 5.0000%  | N/A     | $25000.00          | $313.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $25000.00          | $163.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 6.5000%  | N/A     | $30428.00          | $26.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.0000%  | N/A     | $10000.00          | $72.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $625000.00         | $370.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 4.5000%  | N/A     | $25000.00          | $378.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 6.5000%  | N/A     | $35000.00          | $27.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $62494.00          | $405.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 6.5000%  | N/A     | $50000.00          | $28.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 6.5000%  | N/A     | $25000.00          | $273.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $500000.00         | $210.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $26518.00          | $38.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 5.5000%  | N/A     | $31384.00          | $18.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 7.0000%  | N/A     | $100000.00         | $1098.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.0000%  | N/A     | $76742.00          | $225.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 8.0000%  | N/A     | $108000.00         | $10.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | 8.0000%  | N/A     | $25000.00          | $20.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 5.5000%  | N/A     | $11667.00          | $64.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.5000%  | N/A     | $185000.00         | $74.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 6.0000%  | N/A     | $20000.00          | $246.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 6.0000%  | N/A     | $50001.00          | $37.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-15      | 5.0000%  | N/A     | $30117.00          | $298.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.0000%  | N/A     | $20000.00          | $14.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 7.0000%  | N/A     | $150000.00         | $110.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 5.5000%  | N/A     | $50746.00          | $211.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.5000%  | N/A     | $35000.00          | $75.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 7.0000%  | N/A     | $225000.00         | $382.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 4.5000%  | N/A     | $16667.00          | $227.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-15      | 5.0000%  | N/A     | $20000.00          | $453.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $25000.00          | $66.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.0000%  | N/A     | $35000.00          | $7.96              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 7.0000%  | N/A     | $95000.00          | $47.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 5.0000%  | N/A     | $8667.00           | $121.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.5000%  | N/A     | $85000.00          | $43.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 5.5000%  | N/A     | $208314.00         | $1712.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $26500.00          | $302.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $34000.00          | $148.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $25224.00          | $89.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 6.5000%  | N/A     | $25000.00          | $190.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 6.0000%  | N/A     | $67189.00          | $587.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.5000%  | N/A     | $100000.00         | $79.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $25000.00          | $122.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 6.5000%  | N/A     | $50000.00          | $557.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $37500.00          | $26.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.5000%  | N/A     | $125000.00         | $101.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 5.0000%  | N/A     | $25002.00          | $144.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.0000%  | N/A     | $25000.00          | $0.32              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.5000%  | N/A     | $10000.00          | $197.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 7.5000%  | N/A     | $1050002.00        | $2.60              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 6.5000%  | N/A     | $27500.00          | $618.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.0000%  | N/A     | $98200.00          | $72.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2056-01-20      | 5.0000%  | N/A     | $10000.00          | $9899.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.5000%  | N/A     | $15000.00          | $880.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 5.0000%  | N/A     | $11250.00          | $367.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 6.0000%  | N/A     | $100000.00         | $1369.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $30000.00          | $113.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 5.5000%  | N/A     | $28000.00          | $266.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $60000.00          | $23.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.2500%  | N/A     | $75000.00          | $6.55              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.0000%  | N/A     | $25000.00          | $35.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 5.5000%  | N/A     | $35428.00          | $80.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.0000%  | N/A     | $35000.00          | $337.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.5000%  | N/A     | $133333.00         | $1431.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 6.0000%  | N/A     | $40293.00          | $466.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 4.5000%  | N/A     | $60000.00          | $602.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $40064.00          | $77.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 7.5000%  | N/A     | $25000.00          | $12.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 8.0000%  | N/A     | $25000.00          | $0.32              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 7.5000%  | N/A     | $100000.00         | $51.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 5.0000%  | N/A     | $73334.00          | $972.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 7.0000%  | N/A     | $40000.00          | $42.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 6.5000%  | N/A     | $25000.00          | $246.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.5000%  | N/A     | $25000.00          | $268.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 5.5000%  | N/A     | $74000.00          | $1023.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $57500.00          | $165.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.5000%  | N/A     | $40000.00          | $68.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 7.0000%  | N/A     | $107500.00         | $9.93              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.0000%  | N/A     | $30000.00          | $29.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $25000.00          | $50.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.5000%  | N/A     | $40000.00          | $32.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $31500.00          | $265.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.5000%  | N/A     | $62500.00          | $0.33              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $30000.00          | $6.96              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-15      | 8.0000%  | N/A     | $25000.00          | $4.77              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.0000%  | N/A     | $35000.00          | $92.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 6.5000%  | N/A     | $141997.00         | $4.94              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $11250.00          | $12.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 7.0000%  | N/A     | $2000000.00        | $605.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 6.5000%  | N/A     | $75000.00          | $0.23              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $43000.00          | $354.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 5.0000%  | N/A     | $35000.00          | $320.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.0000%  | N/A     | $10000.00          | $12.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $40048.00          | $137.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 7.0000%  | N/A     | $34850.00          | $48.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $29750.00          | $37.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $25652.00          | $527.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 7.0000%  | N/A     | $10000.00          | $266.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 8.0000%  | N/A     | $30084.00          | $452.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 6.0000%  | N/A     | $82271.00          | $7747.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 6.5000%  | N/A     | $25000.00          | $13.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 7.0000%  | N/A     | $55000.00          | $19.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.5000%  | N/A     | $150000.00         | $88.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.5000%  | N/A     | $27000.00          | $335.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.5000%  | N/A     | $31667.00          | $325.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 5.0000%  | N/A     | $25083.00          | $327.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $25066.00          | $45.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $25479.00          | $438.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | 5.0000%  | N/A     | $35111.00          | $420.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.7500%  | N/A     | $75000.00          | $172.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.0000%  | N/A     | $90230.00          | $1052.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 6.5000%  | N/A     | $25000.00          | $33.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 7.0000%  | N/A     | $60188.00          | $107.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.0000%  | N/A     | $75000.00          | $66.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.5000%  | N/A     | $42350.00          | $21.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 8.0000%  | N/A     | $25000.00          | $0.04              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.0000%  | N/A     | $25000.00          | $265.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.5000%  | N/A     | $66666.00          | $1428.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.0000%  | N/A     | $37500.00          | $608.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 7.5000%  | N/A     | $35000.00          | $14.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 5.5000%  | N/A     | $71000.00          | $859.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.0000%  | N/A     | $125000.00         | $349.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | 6.0000%  | N/A     | $70000.00          | $748.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $25581.00          | $89.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.5000%  | N/A     | $100000.00         | $25.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 6.5000%  | N/A     | $50001.00          | $24.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.0000%  | N/A     | $25000.00          | $304.36            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $200948500.00      | $203911452.87      | U.S. Treasuries (including strips) |

### Security 195: 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):** $396909376.00
- **C.18.a - Value (excl. sponsor support):** $396909376.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $924249686.25
- **C.18.a - Value (excl. sponsor support):** $924249686.25
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 197: 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: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $370804687.50
- **C.18.a - Value (excl. sponsor support):** $370804687.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 198: 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: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $133010575.25
- **C.18.a - Value (excl. sponsor support):** $133010575.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 199: 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: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1585639504.00
- **C.18.a - Value (excl. sponsor support):** $1585639504.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 200: 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: 91282CEC1, C.4 - ISIN: US91282CEC10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $443098827.00
- **C.18.a - Value (excl. sponsor support):** $443098827.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6470222388.76
- **C.18.a - Value (excl. sponsor support):** $6470222388.76
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 202: 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: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $677043603.59
- **C.18.a - Value (excl. sponsor support):** $677043603.59
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3829403213.35
- **C.18.a - Value (excl. sponsor support):** $3829403213.35
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2557960044.04
- **C.18.a - Value (excl. sponsor support):** $2557960044.04
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 205: 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: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5827263045.76
- **C.18.a - Value (excl. sponsor support):** $5827263045.76
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 206: 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):** $5577572826.80
- **C.18.a - Value (excl. sponsor support):** $5577572826.80
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $658414982.97
- **C.18.a - Value (excl. sponsor support):** $658414982.97
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $205668652.60
- **C.18.a - Value (excl. sponsor support):** $205668652.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 209: 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: 912797UL9, C.4 - ISIN: US912797UL95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3242629434.00
- **C.18.a - Value (excl. sponsor support):** $3242629434.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2977642893.08
- **C.18.a - Value (excl. sponsor support):** $2977642893.08
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 211: 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: 912828ZN3, C.4 - ISIN: US912828ZN34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $251684424.38
- **C.18.a - Value (excl. sponsor support):** $251684424.38
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 212: 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: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $978725861.82
- **C.18.a - Value (excl. sponsor support):** $978725861.82
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 213: 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):** $1534251982.46
- **C.18.a - Value (excl. sponsor support):** $1534251982.46
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 214: 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: 912828ZS2, C.4 - ISIN: US912828ZS21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $241318360.00
- **C.18.a - Value (excl. sponsor support):** $241318360.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 215: 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):** $199402344.00
- **C.18.a - Value (excl. sponsor support):** $199402344.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 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: 912797SK4, C.4 - ISIN: US912797SK41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2488453098.46
- **C.18.a - Value (excl. sponsor support):** $2488453098.46
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 217: 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: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2899649549.31
- **C.18.a - Value (excl. sponsor support):** $2899649549.31
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 218: 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):** $3611830530.00
- **C.18.a - Value (excl. sponsor support):** $3611830530.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 219: 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):** $376283125.00
- **C.18.a - Value (excl. sponsor support):** $376283125.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 220: 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: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2741086892.34
- **C.18.a - Value (excl. sponsor support):** $2741086892.34
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 221: 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: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1679987362.00
- **C.18.a - Value (excl. sponsor support):** $1679987362.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 222: 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: 91282CEN7, C.4 - ISIN: US91282CEN74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2595948761.78
- **C.18.a - Value (excl. sponsor support):** $2595948761.78
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 223: 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: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $436270640.42
- **C.18.a - Value (excl. sponsor support):** $436270640.42
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 224: 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: 912797UE5, C.4 - ISIN: US912797UE52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1448097885.00
- **C.18.a - Value (excl. sponsor support):** $1448097885.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 225: 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):** $7624471531.46
- **C.18.a - Value (excl. sponsor support):** $7624471531.46
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 226: 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):** $2905601461.92
- **C.18.a - Value (excl. sponsor support):** $2905601461.92
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 227: 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: 91282CJP7, C.4 - ISIN: US91282CJP77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150615967.50
- **C.18.a - Value (excl. sponsor support):** $150615967.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-12-15
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 228: 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: 912797UK1, C.4 - ISIN: US912797UK13, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3245003421.00
- **C.18.a - Value (excl. sponsor support):** $3245003421.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 229: 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: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2061188953.54
- **C.18.a - Value (excl. sponsor support):** $2061188953.54
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 230: 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: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3110305956.25
- **C.18.a - Value (excl. sponsor support):** $3110305956.25
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 231: 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):** $484678711.66
- **C.18.a - Value (excl. sponsor support):** $484678711.66
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 232: 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: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $621669262.50
- **C.18.a - Value (excl. sponsor support):** $621669262.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 233: 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: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1602461792.00
- **C.18.a - Value (excl. sponsor support):** $1602461792.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 234: 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: 912828ZE3, C.4 - ISIN: US912828ZE35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248867499.52
- **C.18.a - Value (excl. sponsor support):** $248867499.52
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 235: 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: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3202311367.19
- **C.18.a - Value (excl. sponsor support):** $3202311367.19
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 236: 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: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1076075000.00
- **C.18.a - Value (excl. sponsor support):** $1076075000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 237: 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: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $585813265.95
- **C.18.a - Value (excl. sponsor support):** $585813265.95
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 238: 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):** $1311767069.65
- **C.18.a - Value (excl. sponsor support):** $1311767069.65
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 239: 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):** $469975583.50
- **C.18.a - Value (excl. sponsor support):** $469975583.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 240: 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: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4632512001.93
- **C.18.a - Value (excl. sponsor support):** $4632512001.93
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 241: 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: 91282CET4, C.4 - ISIN: US91282CET45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98761719.00
- **C.18.a - Value (excl. sponsor support):** $98761719.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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 242: 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: OQB008YM3
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.0000%  | N/A     | $23515782.00       | $23260418.90       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $21760201.00       | $21626849.66       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $24462304.00       | $25509366.71       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $29485846.00       | $21671844.30       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $27333469.00       | $25659491.92       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $23000000.00       | $19507151.46       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $25450000.00       | $24548146.84       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $26659579.00       | $21056676.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $24376383.00       | $21483128.23       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $22635918.00       | $19360792.94       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $19975995.00       | $19428169.92       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.0000%  | N/A     | $27160241.00       | $25972148.29       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $31060883.00       | $22510701.27       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $19993905.00       | $19740695.05       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $24273282.00       | $22767945.89       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $22505439.00       | $21027347.52       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $26099540.00       | $20864693.17       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $26999000.00       | $24834560.58       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $32244256.00       | $23531735.56       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $25245000.00       | $24226777.13       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $164000000.00      | $24360111.40       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 3.0000%  | N/A     | $29415438.00       | $25319674.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $20585000.00       | $20058084.61       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 7.0000%  | N/A     | $32834000.00       | $24063371.56       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $28101402.00       | $20175309.81       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 5.5000%  | N/A     | $24623335.00       | $24851754.75       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $26119427.00       | $22513491.83       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $21451014.00       | $20815013.79       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $21277001.00       | $19546740.14       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 4.0000%  | N/A     | $20452670.00       | $19774833.83       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.5000%  | N/A     | $20821638.00       | $19198501.68       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $21398357.00       | $20139887.95       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $26559361.00       | $20717081.14       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $19948833.00       | $19806294.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $25565635.00       | $25744732.50       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 4.5000%  | N/A     | $20160662.00       | $19325464.40       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 5.5000%  | N/A     | $41857219.00       | $22932136.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $21010137.00       | $19666922.21       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 3.0000%  | N/A     | $62993434.00       | $23694003.51       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $28846129.00       | $20255295.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $22038111.00       | $22488471.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $22120000.00       | $19902582.49       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $25328803.00       | $25698776.90       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $36648937.00       | $25216070.76       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $27088626.00       | $25743702.11       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 4.5000%  | N/A     | $21671997.00       | $21716988.07       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $25119042.00       | $25432893.33       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $27159325.00       | $25932694.64       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $33000000.00       | $19998010.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $35790502.00       | $26192553.68       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $24427369.00       | $19591492.28       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $26306639.00       | $24763039.59       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $25000000.00       | $22116176.78       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $27366670.00       | $23911391.49       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $23501834.00       | $22180083.88       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $25208891.00       | $24513281.92       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 5.0000%  | N/A     | $20002981.00       | $20203340.76       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-04-01      | 4.5000%  | N/A     | $24410265.00       | $23555954.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-02-01      | 3.0000%  | N/A     | $70000000.00       | $22346339.40       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $26656222.00       | $19323389.62       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $19715763.00       | $19323949.91       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $28000000.00       | $22311867.96       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.5000%  | N/A     | $23359369.00       | $21713586.63       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $25739575.00       | $5604149.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 4.5000%  | N/A     | $26522729.00       | $25634262.46       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $41667055.00       | $20287775.71       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 5.0000%  | N/A     | $24197223.00       | $24217479.44       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $20098656.00       | $19408782.99       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 3.5000%  | N/A     | $21998260.00       | $19583067.58       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $21001172.00       | $19975685.75       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 2.5000%  | N/A     | $25940814.00       | $22185286.99       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.0000%  | N/A     | $32000000.00       | $26274166.24       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 5.0000%  | N/A     | $24923689.00       | $24834880.36       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $23817219.00       | $20222070.33       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $23875000.00       | $19315790.07       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 3.5000%  | N/A     | $25948771.00       | $22982233.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $29650407.00       | $25782922.36       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $31611825.00       | $26055008.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $20072307.00       | $19857201.24       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $28338947.00       | $20507905.89       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $23714870.00       | $23570370.05       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $24875000.00       | $20506293.53       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $24419905.00       | $21708317.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $22690068.00       | $20219500.13       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 7.5000%  | N/A     | $23871288.00       | $20160975.29       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $30323564.00       | $20570175.27       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 6.0000%  | N/A     | $35356000.00       | $23501728.52       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.0000%  | N/A     | $19945843.00       | $19759974.04       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $33446444.00       | $24461612.45       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $20153868.00       | $19596173.64       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $26830000.00       | $23207198.84       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $23955741.00       | $22201672.75       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $23423518.00       | $21361953.66       | Agency Mortgage-Backed Securities |

### Security 243: 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: OQB009BT1
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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? 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 | 2040-10-01      | 5.0000%  | N/A     | $2733734.00        | $2372358.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $24183500.00       | $1917636.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.5000%  | N/A     | $2365016.00        | $2494176.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $8687853.00        | $3558252.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $1997847.00        | $1980103.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $5120600.00        | $5106020.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $3000000.00        | $1760257.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $1951103.00        | $1367515.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $3657000.00        | $2531299.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $2372000.00        | $1303271.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.5000%  | N/A     | $1951000.00        | $1484788.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $9124847.00        | $1443925.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $3341224.00        | $3218737.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $6620000.00        | $4477387.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.0000%  | N/A     | $1705844.00        | $1733585.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $5647000.00        | $5536688.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $2716224.00        | $2289142.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $4791376.00        | $4769274.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 6.0000%  | N/A     | $5572077.00        | $3750577.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $4797213.00        | $4835436.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $2703587.00        | $2788219.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $2000000.00        | $1752512.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $6106822.00        | $5187584.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1519961.00        | $1434661.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $3059651.00        | $3114405.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $2443592.00        | $2175216.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 3.5000%  | N/A     | $2178467.00        | $1994820.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $3834170.00        | $3665028.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.5000%  | N/A     | $4480220.00        | $4079418.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $2791181.00        | $2889396.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2046459.00        | $1988762.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.5000%  | N/A     | $1275095.00        | $1206454.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $2857488.00        | $2637738.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 4.5000%  | N/A     | $5471344.00        | $5287386.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $2112059.00        | $1681530.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 2.0000%  | N/A     | $1800000.00        | $1226718.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $2784931.00        | $2862629.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1601177.00        | $1580133.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $3724587.00        | $1200787.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $14300918.00       | $1855427.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $9828660.00        | $5427263.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 6.0000%  | N/A     | $4993442.00        | $2842149.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1179759.00        | $1208273.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $5608743.00        | $5391208.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1799969.00        | $1863277.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $6770000.00        | $4665055.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1296500.00        | $1228893.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1773425.00        | $1796406.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 2.5000%  | N/A     | $12500000.00       | $2422900.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $31000000.00       | $1361363.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 1.5000%  | N/A     | $2299016.00        | $1360287.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $6828000.00        | $3473370.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $5210000.00        | $3696073.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 6.0000%  | N/A     | $1583213.00        | $1631987.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $4278678.00        | $4102635.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $2720874.00        | $2685536.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1579049.00        | $1612278.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $3373488.00        | $3495356.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.0000%  | N/A     | $10000000.00       | $1327979.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $1335374.00        | $1309512.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $3000000.00        | $2186567.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1213819.00        | $1200621.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1383488.00        | $1434825.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $3486095.00        | $2907482.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $5126809.00        | $4857741.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $3809179.00        | $3841079.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.5000%  | N/A     | $2094710.00        | $1936407.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1242000.00        | $1274180.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1655600.00        | $1592828.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $9085872.00        | $5551695.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $1361939.00        | $1274972.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 5.5000%  | N/A     | $3726437.00        | $3747606.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.5000%  | N/A     | $3407949.00        | $3156211.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | 3.5000%  | N/A     | $2460325.00        | $1281133.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 3.5000%  | N/A     | $5812800.00        | $5434911.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1159356.00        | $1202035.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 4.5000%  | N/A     | $5078890.00        | $3754923.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 6.0000%  | N/A     | $3367307.00        | $3334883.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1392285.00        | $1397996.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1209796.00        | $1238549.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1565099.00        | $1535463.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $2980000.00        | $2214741.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $5200307.00        | $5193051.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $19999820.00       | $5363163.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $4285971.00        | $4188421.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 3.5000%  | N/A     | $2336756.00        | $2003993.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $3781384.00        | $3661124.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $3066276.00        | $2208552.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $2488269.00        | $2484449.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $2321690.00        | $2129898.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $3393238.00        | $3239790.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 6.0000%  | N/A     | $14198345.00       | $4386777.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $1763524.00        | $1289151.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $13244318.00       | $3026791.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $1705847.00        | $1689364.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.0000%  | N/A     | $6386485.00        | $2071657.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $5542367.00        | $5613949.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1231258.00        | $1193473.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.0000%  | N/A     | $4685801.00        | $4843787.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $1684832.00        | $1343736.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1659076.00        | $1733101.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 2.5000%  | N/A     | $5000000.00        | $2262948.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $2339271.00        | $1408851.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $4394491.00        | $1646161.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $5034000.00        | $3649217.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1171600.00        | $1199242.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $3581366.00        | $2402657.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $2100000.00        | $1310735.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $1841090.00        | $1775261.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $4265000.00        | $3050220.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $3511912.00        | $3486436.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2207893.00        | $2223835.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $1761010.00        | $1848687.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $3838000.00        | $4017271.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $31667762.00       | $1992226.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-25      | 6.0000%  | N/A     | $6604208.00        | $4598128.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $1243672.00        | $1200469.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.5000%  | N/A     | $5100000.00        | $2895440.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $4268549.00        | $3322753.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 6.0000%  | N/A     | $1684750.00        | $1578718.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $9033713.00        | $3828778.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 1.5000%  | N/A     | $3622326.00        | $2110954.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $10070000.00       | $1856042.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $1394583.00        | $1356057.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $5478094.00        | $5468029.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $1217750.00        | $1264238.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $3012970.00        | $2081923.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $21875000.00       | $4226051.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $3036492.00        | $2981529.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $5738125.00        | $5195554.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 4.0000%  | N/A     | $15915863.00       | $2617021.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 3.0000%  | N/A     | $5131479.00        | $4113449.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 5.5000%  | N/A     | $2821967.00        | $2100115.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 5.0000%  | N/A     | $2581474.00        | $2522931.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1552000.00        | $1355986.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 2.0000%  | N/A     | $6014524.00        | $3808103.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $1298594.00        | $1261178.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $6266000.00        | $4419942.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.0000%  | N/A     | $2280000.00        | $1934358.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $2793000.00        | $1704847.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1476286.00        | $1537668.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 7.0000%  | N/A     | $3287779.00        | $3524394.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2380000.00        | $1640423.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1778500.00        | $1592135.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $4291510.00        | $4454547.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 5.5000%  | N/A     | $2625745.00        | $2586200.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $2356492.00        | $1600340.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $2095175.00        | $2047394.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1258968.00        | $1209629.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $31265925.00       | $4841710.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.5000%  | N/A     | $2037273.00        | $1870384.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1688560.00        | $1532667.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $6439311.00        | $5840311.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.5000%  | N/A     | $4106742.00        | $1508347.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $2343998.00        | $2510922.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.0000%  | N/A     | $1953648.00        | $1907776.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 5.0000%  | N/A     | $1307021.00        | $1232040.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.0000%  | N/A     | $4300000.00        | $3027206.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $11872144.00       | $1749819.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.0000%  | N/A     | $15012000.00       | $2430662.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $2894528.00        | $2949203.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $2035000.00        | $1241762.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $4035979.00        | $4008511.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1814257.00        | $1718115.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $1355714.00        | $1310726.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $2916183.00        | $1813063.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $2931000.00        | $1920402.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $1413116.00        | $1470082.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.0000%  | N/A     | $4989000.00        | $4276440.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $7835167.00        | $5642483.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $2314811.00        | $2084187.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $7496000.00        | $2268717.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $6681745.00        | $5482917.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.0000%  | N/A     | $2254703.00        | $2213788.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $2340502.00        | $2078000.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $3932449.00        | $2901291.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 5.0000%  | N/A     | $1841605.00        | $1748876.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $6765476.00        | $4933447.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $2007317.00        | $1924038.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $2611000.00        | $1747346.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1522433.00        | $1375619.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $3242757.00        | $3230588.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 3.5000%  | N/A     | $2581683.00        | $2152963.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $3854050.00        | $2506281.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $2022775.00        | $2088078.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 3.5000%  | N/A     | $1524474.00        | $1461145.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $4224312.00        | $1504946.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $4525000.00        | $1538554.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $1923131.00        | $1759401.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.5000%  | N/A     | $3717645.00        | $2837488.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $3511687.00        | $3486004.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.0000%  | N/A     | $6214000.00        | $1353868.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $2419683.00        | $2180391.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2564555.00        | $2208699.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $2344535.00        | $2351560.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | 3.5000%  | N/A     | $9784386.00        | $1226783.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $2905881.00        | $2447056.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1692164.00        | $1364915.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $2016344.00        | $2064199.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $4720000.00        | $4664745.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $2310935.00        | $1917856.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.5000%  | N/A     | $9350000.00        | $1919349.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $3468996.00        | $3564401.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.0000%  | N/A     | $1268611.00        | $1309968.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $5084145.00        | $4767965.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $2561490.00        | $2485602.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $2424543.00        | $2528262.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 1.5000%  | N/A     | $2051997.00        | $1515139.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $4950000.00        | $2071409.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $2060726.00        | $1380889.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 4.0000%  | N/A     | $6320399.00        | $4139088.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1917237.00        | $1905058.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $2124000.00        | $1746441.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.5000%  | N/A     | $2808108.00        | $3040389.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.0000%  | N/A     | $6000000.00        | $1844469.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $2359000.00        | $2337141.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.0000%  | N/A     | $3046817.00        | $2512696.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | 1.5000%  | N/A     | $3100000.00        | $1303747.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $3063519.00        | $3168329.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $2150000.00        | $1422654.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $1606061.00        | $1578974.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $3850000.00        | $3198306.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 4.0000%  | N/A     | $12719074.00       | $1653771.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $1412155.00        | $1438500.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.5000%  | N/A     | $7721314.00        | $2444364.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-11-01      | 2.5000%  | N/A     | $3447989.00        | $2002377.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $7162275.00        | $5283550.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $2946507.00        | $2846313.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $2902600.00        | $2793305.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $3511889.00        | $2041644.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1303306.00        | $1363565.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $3683563.00        | $3383353.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $19000000.00       | $2509512.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $7229541.00        | $4833148.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $1532637.00        | $1450320.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 2.5000%  | N/A     | $4813334.00        | $4118278.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1758033.00        | $1728849.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $2177855.00        | $2204266.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 7.0000%  | N/A     | $1568250.00        | $1662090.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 6.0000%  | N/A     | $3625773.00        | $3636699.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $4024890.00        | $3685620.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 6.0000%  | N/A     | $1391310.00        | $1399467.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $3253635.00        | $2037865.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $7305000.00        | $3310226.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $2598107.00        | $2078928.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $5401489.00        | $5476032.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.0000%  | N/A     | $8239000.00        | $3843365.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $19395387.00       | $5813334.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 6.0000%  | N/A     | $1524818.00        | $1503473.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.5000%  | N/A     | $37581914.00       | $3381801.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $5851887.00        | $5818755.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $5482000.00        | $4261061.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $2881496.00        | $2072213.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.0000%  | N/A     | $3035367.00        | $2632929.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.0000%  | N/A     | $1410754.00        | $1417853.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $6393046.00        | $5125562.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $38968223.00       | $4759906.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5000%  | N/A     | $24116768.00       | $3838040.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $4204000.00        | $4027597.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.5000%  | N/A     | $2475525.00        | $2634437.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.0000%  | N/A     | $1821085.00        | $1713073.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1656576.00        | $1691294.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $7691727.00        | $1313461.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 7.0000%  | N/A     | $4108087.00        | $3153562.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $1382400.00        | $1357398.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $4581193.00        | $4418873.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.5000%  | N/A     | $395081.00         | $321792.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $2279058.00        | $2357554.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $1591665.00        | $1522921.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $3097100.00        | $2327656.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $12500000.00       | $3820889.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.0000%  | N/A     | $2140524.00        | $1929453.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $2063961.00        | $2130294.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $4029423.00        | $4001151.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $2581983.00        | $2389884.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $2191016.00        | $1470355.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 6.5000%  | N/A     | $3986822.00        | $3346965.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $2725000.00        | $1944201.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1730655.00        | $1718264.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $4506593.00        | $4363629.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $22000000.00       | $3484068.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.5000%  | N/A     | $1437372.00        | $1258722.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $9854607.00        | $2279371.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $5322749.00        | $2402160.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $2027293.00        | $2131482.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $2060358.00        | $1989634.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $2500000.00        | $2190073.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-08-01      | 2.0000%  | N/A     | $3699856.00        | $2117980.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.5000%  | N/A     | $2295373.00        | $2221985.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1710000.00        | $1326015.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $3635558.00        | $2939210.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | 1.5000%  | N/A     | $5645000.00        | $3387453.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $2000000.00        | $1270599.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $5893810.00        | $5826487.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $2864304.00        | $2959287.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | 4.0000%  | N/A     | $1229366.00        | $1211715.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $4103359.00        | $3669438.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $3277517.00        | $3067659.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $2154371.00        | $2010365.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1524898.00        | $1542174.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $2146121.00        | $2210238.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1703275.00        | $1756241.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1290836.00        | $1211887.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $5500000.00        | $1420840.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.0000%  | N/A     | $1397047.00        | $1264416.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1823058.00        | $1496781.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 2.5000%  | N/A     | $1873000.00        | $1359443.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $3052695.00        | $3155999.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 6.5000%  | N/A     | $5335590.00        | $4599010.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $2671855.00        | $2641626.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1531994.00        | $1521546.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | 2.5000%  | N/A     | $4000000.00        | $1600793.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $4763511.00        | $4814634.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $1307724.00        | $1342627.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 2.0000%  | N/A     | $2783708.00        | $1796478.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $5105656.00        | $5220542.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | 3.0000%  | N/A     | $5394402.00        | $2044974.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $3675982.00        | $2983060.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $2000600.00        | $1930771.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1621899.00        | $1611989.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $1209611.00        | $1237267.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 1.5000%  | N/A     | $2749389.00        | $1506676.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $2412576.00        | $1584917.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $4546005.00        | $4677355.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.0000%  | N/A     | $25000000.00       | $1795128.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $1675999.00        | $1748440.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.5000%  | N/A     | $2127841.00        | $1873309.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 4.0000%  | N/A     | $2375848.00        | $1535940.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.5000%  | N/A     | $4602895.00        | $4327743.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 7.0000%  | N/A     | $4033118.00        | $4294899.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $2071000.00        | $1487231.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 5.0000%  | N/A     | $2200000.00        | $1339175.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | 4.0000%  | N/A     | $3101760.00        | $1603828.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1825007.00        | $1429611.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1888397.00        | $1559091.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $3363200.00        | $2671647.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $35834928.00       | $5712315.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $2373769.00        | $2198921.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $6018787.00        | $5270126.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.5000%  | N/A     | $2989900.00        | $3134201.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $1910931.00        | $1985788.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $1993099.00        | $1298233.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $4543443.00        | $4494104.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.0000%  | N/A     | $2053131.00        | $1772534.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $4717712.00        | $3154064.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $8449000.00        | $5645179.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $1837919.00        | $1587937.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $5845045.00        | $5802591.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 6.0000%  | N/A     | $2297153.00        | $2380320.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $2040850.00        | $2013185.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $10500000.00       | $3441964.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $1673200.00        | $1614550.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $3414430.00        | $3248622.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.5000%  | N/A     | $5931330.00        | $3252779.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $2020713.00        | $1924255.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1347529.00        | $1373659.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.0000%  | N/A     | $5500000.00        | $1246058.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1153626.00        | $1200607.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $21995000.00       | $5581751.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $2371027.00        | $2423596.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.5000%  | N/A     | $12500000.00       | $3128349.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.5000%  | N/A     | $1910000.00        | $1638595.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2738505.00        | $2768894.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1719076.00        | $1438729.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1942265.00        | $1633874.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $2000000.00        | $1328638.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $5306081.00        | $4879332.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-05-01      | 6.0000%  | N/A     | $3013121.00        | $1907870.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $1581000.00        | $1210440.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.0000%  | N/A     | $3134774.00        | $2856551.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 2.0000%  | N/A     | $3033646.00        | $1949509.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $4809392.00        | $1950204.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $12732648.00       | $4865926.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2632339.00        | $2547961.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.0000%  | N/A     | $4884066.00        | $5086854.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $2473086.00        | $2437736.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $2130216.00        | $1586310.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $7359000.00        | $1647622.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $4113921.00        | $3388381.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1600000.00        | $1255794.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $1422367.00        | $1378129.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $2635536.00        | $2682656.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1380985.00        | $1449073.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1713971.00        | $1743121.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 7.0000%  | N/A     | $4406425.00        | $4069799.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $2181810.00        | $2155108.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $3440583.00        | $3552585.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | 3.5000%  | N/A     | $11750000.00       | $1985733.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.5000%  | N/A     | $24503894.00       | $4264820.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1460802.00        | $1528848.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $6224423.00        | $5516398.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1519802.00        | $1544157.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1327410.00        | $1275924.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $27915325.00       | $4882580.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.5000%  | N/A     | $6515912.00        | $4780358.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.5000%  | N/A     | $8071149.00        | $2566557.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1877658.00        | $1824126.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1187459.00        | $1233434.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 3.5000%  | N/A     | $2403748.00        | $2162583.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1393800.00        | $1398174.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.0000%  | N/A     | $2516706.00        | $2445052.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $4504817.00        | $2553386.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1557050.00        | $1567952.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $1864069.00        | $1921520.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $2037953.00        | $1968006.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $2628563.00        | $2206219.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 2.0000%  | N/A     | $6700000.00        | $4295490.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $5037255.00        | $5115577.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $3514178.00        | $3562417.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $3513385.00        | $2943244.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1665403.00        | $1729391.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $1247700.00        | $1239520.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $3600000.00        | $2660332.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 7.0000%  | N/A     | $1552050.00        | $1645372.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-07-01      | 6.5000%  | N/A     | $5081028.00        | $4061015.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | 2.5000%  | N/A     | $5000000.00        | $2352491.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 4.0000%  | N/A     | $5000000.00        | $3218130.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $1239674.00        | $1198433.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1949380.00        | $1715510.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $12483657.00       | $2488369.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.0000%  | N/A     | $5780000.00        | $4258242.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1817036.00        | $1288154.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $1488614.00        | $1273168.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $3500000.00        | $1784614.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $2000000.00        | $1383014.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $5769000.00        | $5279633.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 3.5000%  | N/A     | $15000000.00       | $1672019.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $3146579.00        | $2500068.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $8461914.00        | $4934600.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $3400384.00        | $1767350.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 2.0000%  | N/A     | $7295131.00        | $4443505.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $4482835.00        | $4359174.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $1819121.00        | $1323834.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $5372000.00        | $3222210.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 3.0000%  | N/A     | $8871195.00        | $2945765.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 6.5000%  | N/A     | $1152950.00        | $1189984.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.0000%  | N/A     | $3342333.00        | $2924879.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $1212250.00        | $1276347.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $7739653.00        | $5533209.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.5000%  | N/A     | $20000000.00       | $1602877.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $2600117.00        | $1833723.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $4774729.00        | $3805727.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.5000%  | N/A     | $4595083.00        | $3246669.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $4192070.00        | $2315319.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.0000%  | N/A     | $1744269.00        | $1530705.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.5000%  | N/A     | $12000000.00       | $3854699.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.0000%  | N/A     | $7000000.00        | $4597126.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2694577.00        | $2278650.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $3615736.00        | $3590367.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $1800000.00        | $1353268.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.5000%  | N/A     | $1752376.00        | $1739846.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $3435136.00        | $3493928.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.5000%  | N/A     | $1868423.00        | $1824400.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $5264000.00        | $2791064.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $3266285.00        | $1931531.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $5014193.00        | $3297005.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $2284414.00        | $2397120.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1875000.00        | $1515147.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $5181361.00        | $4981515.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $4501625.00        | $4624552.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $9072127.00        | $1966107.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $2036292.00        | $2064810.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 6.0000%  | N/A     | $10825523.00       | $5710352.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $2272205.00        | $2049637.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | 3.5000%  | N/A     | $90000000.00       | $1716943.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $3130839.00        | $2336724.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $3852718.00        | $3501682.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $4993445.00        | $5139775.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $2145000.00        | $1395218.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.5000%  | N/A     | $2193586.00        | $1323660.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $3728474.00        | $3668318.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $4832322.00        | $4870079.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $2029433.00        | $2163014.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $2720932.00        | $2046252.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $8436000.00        | $5031007.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2539063.00        | $2188097.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $3200000.00        | $1450619.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 6.0000%  | N/A     | $1957664.00        | $1817859.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2331425.00        | $2100539.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.0000%  | N/A     | $15497929.00       | $2484612.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $1798665.00        | $1547583.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 6.0000%  | N/A     | $2563548.00        | $2585323.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $6571619.00        | $2101813.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1723729.00        | $1738493.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $2823156.00        | $2156715.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $2096951.00        | $2021108.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $3750000.00        | $2769608.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.5000%  | N/A     | $15709428.00       | $1849148.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1362500.00        | $1311391.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 4.0000%  | N/A     | $16000000.00       | $4508840.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 2.0000%  | N/A     | $2789000.00        | $1565790.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.5000%  | N/A     | $1403837.00        | $1492637.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $8254841.00        | $4712568.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $6250000.00        | $4763892.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $1706500.00        | $1646777.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $5973777.00        | $4778270.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $2203315.00        | $1710002.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $7197715.00        | $3313869.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.5000%  | N/A     | $4084266.00        | $2316327.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $2000000.00        | $1416606.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.5000%  | N/A     | $3934929.00        | $3802081.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 6.0000%  | N/A     | $1754966.00        | $1777426.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $2602165.00        | $2676319.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.0000%  | N/A     | $17147630.00       | $1980062.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.0000%  | N/A     | $6945723.00        | $5149464.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | 4.0000%  | N/A     | $20000000.00       | $2849390.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $2156590.00        | $2182291.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 3.0000%  | N/A     | $8643733.00        | $5239328.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.5000%  | N/A     | $3691125.00        | $3576585.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1657056.00        | $1687712.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $3930698.00        | $3012092.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 4.0000%  | N/A     | $14089571.00       | $2741442.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $4954022.00        | $4627239.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.5000%  | N/A     | $4025000.00        | $1630372.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $5813205.00        | $2116887.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.5000%  | N/A     | $1956200.00        | $1375889.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.5000%  | N/A     | $1469928.00        | $1487090.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $3230000.00        | $2499573.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 7.0000%  | N/A     | $6404805.00        | $5719997.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $2372133.00        | $1811285.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $2722000.00        | $1471074.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $5512891.00        | $4986869.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $6206129.00        | $5294556.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $12765846.00       | $3153709.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $2746800.00        | $2880072.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $15000000.00       | $2892271.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 7.0000%  | N/A     | $5321241.00        | $5663438.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $17100000.00       | $3655252.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1907708.00        | $1846299.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $3200000.00        | $2772001.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $2000000.00        | $1956769.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1301558.00        | $1328742.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $4653728.00        | $4711661.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $12462868.00       | $5221102.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 6.0000%  | N/A     | $5038536.00        | $5015015.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $5000000.00        | $3540321.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.5000%  | N/A     | $25000000.00       | $4338156.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.5000%  | N/A     | $2565481.00        | $2625686.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 7.5000%  | N/A     | $3531184.00        | $3544413.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $2022322.00        | $1620570.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $7575000.00        | $4599104.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 4.0000%  | N/A     | $2558182.00        | $2349699.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $2761348.00        | $1880214.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 3.5000%  | N/A     | $4447873.00        | $3927794.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $1268497.00        | $1331646.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.0000%  | N/A     | $5924574.00        | $5742718.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $2971666.00        | $2236326.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $16760000.00       | $1895665.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $2909678.00        | $2904622.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.0000%  | N/A     | $2467970.00        | $2143063.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $3998368.00        | $3943603.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1652184.00        | $1419022.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.5000%  | N/A     | $4952548.00        | $1282181.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $3450000.00        | $3104549.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $7746306.00        | $5749014.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $3852489.00        | $2445584.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $19100000.00       | $2897884.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1898796.00        | $1759378.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 6.0000%  | N/A     | $1267937.00        | $1214994.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 6.0000%  | N/A     | $4975064.00        | $4880960.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $30164941.00       | $3442994.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $4888515.00        | $4616154.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $4414245.00        | $4012471.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $4839000.00        | $2660835.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.0000%  | N/A     | $1806000.00        | $1503509.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $5375000.00        | $4057342.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $5101203.00        | $4629518.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $2104706.00        | $1812032.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2557882.00        | $2541251.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $6285000.00        | $5359581.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $38046663.00       | $3913059.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1855133.00        | $1851174.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $3972207.00        | $4062898.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 7.0000%  | N/A     | $3153915.00        | $3358392.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $3913109.00        | $3849418.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.0000%  | N/A     | $4515000.00        | $2764968.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $6099229.00        | $5862572.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 6.0000%  | N/A     | $1304334.00        | $1230046.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $2859580.00        | $2660819.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.5000%  | N/A     | $3786090.00        | $3944945.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.0000%  | N/A     | $1691049.00        | $1749291.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.5000%  | N/A     | $12186060.00       | $3299356.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.0000%  | N/A     | $19000000.00       | $3583062.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $7955011.00        | $2131163.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $2295673.00        | $1985713.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $3080313.00        | $2971971.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $2186660.00        | $2273261.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $5542000.00        | $3277588.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 6.0000%  | N/A     | $1906512.00        | $1235965.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.5000%  | N/A     | $1998978.00        | $1930361.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $3729092.00        | $3653573.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $2009555.00        | $1638976.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $21421568.00       | $3069077.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.0000%  | N/A     | $11900000.00       | $3226560.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $2500000.00        | $1356514.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $3705000.00        | $2195313.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 6.0000%  | N/A     | $2972168.00        | $2511406.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $1326343.00        | $1290069.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $2527155.00        | $2446743.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $6962000.00        | $5413313.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $2122505.00        | $2097425.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $14215000.00       | $2809810.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $6736988.00        | $5771464.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $2510031.00        | $2488732.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $4237044.00        | $4378637.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1584802.00        | $1637854.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.5000%  | N/A     | $1680635.00        | $1666178.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 3.5000%  | N/A     | $26000000.00       | $3597711.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $2358544.00        | $2475332.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $21500000.00       | $4104178.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.0000%  | N/A     | $4246000.00        | $3916936.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $6306000.00        | $4935156.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $19971078.00       | $5702874.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $5473842.00        | $5439939.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $4022355.00        | $2788806.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 6.5000%  | N/A     | $4601200.00        | $3496576.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.0000%  | N/A     | $1314309.00        | $1380700.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.5000%  | N/A     | $2496033.00        | $2474560.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $1786610.00        | $1369757.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $3446684.00        | $3417705.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $4200000.00        | $1818155.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $1251662.00        | $1300604.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $1327232.00        | $1395781.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $2129833.00        | $1451449.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $1550536.00        | $1543973.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.5000%  | N/A     | $5688896.00        | $5225700.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $4107000.00        | $3704841.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-05-01      | 2.5000%  | N/A     | $52444338.00       | $2161862.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $1775000.00        | $1370596.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $33195454.00       | $3865053.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-01-01      | 2.5000%  | N/A     | $4010669.00        | $2694591.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $1541952.00        | $1361448.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $3060975.00        | $3098537.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1234973.00        | $1281881.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | 5.0000%  | N/A     | $5155589.00        | $5244686.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2058-05-01      | 5.5000%  | N/A     | $5600000.00        | $2190455.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $2898000.00        | $2865099.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.0000%  | N/A     | $3240851.00        | $2702206.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.5000%  | N/A     | $1826832.00        | $1820137.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1608503.00        | $1386821.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 6.0000%  | N/A     | $2749491.00        | $2030304.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 6.0000%  | N/A     | $1643865.00        | $1433214.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $4227370.00        | $3843100.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 4.5000%  | N/A     | $3147550.00        | $3013461.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.5000%  | N/A     | $2907974.00        | $2360890.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 5.0000%  | N/A     | $3982855.00        | $3473428.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $2448000.00        | $1347890.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.0000%  | N/A     | $19600000.00       | $2266034.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $6267923.00        | $4040573.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $30000000.00       | $4848257.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 6.0000%  | N/A     | $2083511.00        | $1672479.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $5010025.00        | $5111591.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.5000%  | N/A     | $1601826.00        | $1361116.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $6730118.00        | $3929174.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $1280750.00        | $1270567.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $4300000.00        | $2490307.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1581848.00        | $1596751.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $5000000.00        | $3461298.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 4.0000%  | N/A     | $25125744.00       | $2002532.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1679874.00        | $1497109.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2654999.00        | $2678903.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $2031400.00        | $2015058.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1800416.00        | $1743029.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $11445000.00       | $4210022.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $3376884.00        | $3500652.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $3724983.00        | $3775047.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1582968.00        | $1330534.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $12590624.00       | $2876176.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $3632991.00        | $2538961.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $2010000.00        | $1240427.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $2900000.00        | $2685537.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.5000%  | N/A     | $4119558.00        | $3282081.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $2330895.00        | $2084737.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $2011834.00        | $1301004.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $2301038.00        | $2411865.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $4388710.00        | $4521961.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 6.0000%  | N/A     | $2091945.00        | $1597233.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $6319838.00        | $4243735.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $9229421.00        | $5734205.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.5000%  | N/A     | $1668229.00        | $1618581.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 6.0000%  | N/A     | $1568545.00        | $1272344.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $7407000.00        | $3921407.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $2171193.00        | $2205551.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $6500000.00        | $4490940.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1178146.00        | $1197502.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $6340000.00        | $1385905.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $3459375.00        | $3324637.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.0000%  | N/A     | $1999206.00        | $1726144.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $2986700.00        | $3071061.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1756670.00        | $1715043.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 4.5000%  | N/A     | $3965615.00        | $3832406.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $3847553.00        | $1928655.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.5000%  | N/A     | $1984502.00        | $1916554.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $7264770.00        | $3308484.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 4.5000%  | N/A     | $44900000.00       | $3952671.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $3362000.00        | $1976510.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.0000%  | N/A     | $18675000.00       | $1351072.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 7.0000%  | N/A     | $3731857.00        | $3971841.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $3569588.00        | $3479096.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 6.5000%  | N/A     | $1734277.00        | $1296841.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $5008683.00        | $5107301.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $3384414.00        | $3316385.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1734824.00        | $1761481.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.0000%  | N/A     | $7596856.00        | $4012793.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $4900000.00        | $1703171.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $3081376.00        | $3087618.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 6.0000%  | N/A     | $2471842.00        | $1200842.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $2660000.00        | $1472499.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 2.0000%  | N/A     | $2500000.00        | $1582227.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1511643.00        | $1564452.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1196292.00        | $1243750.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $3748297.00        | $3722951.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $2230644.00        | $2111767.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 6.5000%  | N/A     | $6102339.00        | $4540714.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 4.5000%  | N/A     | $5745565.00        | $5097224.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $2723861.00        | $2042742.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $5032873.00        | $5117307.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.5000%  | N/A     | $3993067.00        | $2057191.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $1421190.00        | $1487645.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $6076000.00        | $4632013.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1700000.00        | $1432328.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $4649148.00        | $2529151.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $2320853.00        | $2224713.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $2629864.00        | $1613549.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 6.0000%  | N/A     | $2002992.00        | $1202103.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $6146000.00        | $4392581.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 1.5000%  | N/A     | $7522895.00        | $4405010.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $55000000.00       | $3137889.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $2280927.00        | $2370124.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 4.0000%  | N/A     | $23980128.00       | $1947002.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $3250000.00        | $2478942.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 6.5000%  | N/A     | $6627636.00        | $4238245.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $1304750.00        | $1379361.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1298337.00        | $1330653.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $5650000.00        | $3515584.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.5000%  | N/A     | $6530376.00        | $5608247.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $2661625.00        | $2374445.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 4.5000%  | N/A     | $2645859.00        | $2562741.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1641894.00        | $1667834.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 5.0000%  | N/A     | $1273000.00        | $1263285.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1900131.00        | $1862540.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $2380989.00        | $2289026.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $925953.00         | $827331.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $2017739.00        | $1875587.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $3749849.00        | $3722095.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $1718220.00        | $1807154.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.5000%  | N/A     | $5253557.00        | $5069687.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $4156268.00        | $3597723.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $30928000.00       | $2641483.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 5.0000%  | N/A     | $3273760.00        | $3238471.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $3510816.00        | $1197751.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $3075070.00        | $2464663.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 5.0000%  | N/A     | $6947000.00        | $5009275.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $5784845.00        | $5756428.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-11-01      | 2.5000%  | N/A     | $234967165.00      | $2028717.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $1804825.00        | $1760365.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $2387936.00        | $2321981.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $5998807.00        | $5819915.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.0000%  | N/A     | $3592423.00        | $3318560.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.5000%  | N/A     | $1309639.00        | $1215128.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1907850.00        | $1938701.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $2589690.00        | $2076341.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $3641130.00        | $3736040.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.5000%  | N/A     | $3005001.00        | $2831840.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $2978577.00        | $2621006.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1960000.00        | $1399798.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.0000%  | N/A     | $2275684.00        | $1531141.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.5000%  | N/A     | $14242859.00       | $3620055.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.0000%  | N/A     | $2361986.00        | $1942957.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 4.0000%  | N/A     | $3190000.00        | $2645467.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $7335000.00        | $5366161.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $5550000.00        | $3720459.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $3762859.00        | $3781945.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $9521420.00        | $5302619.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1404755.00        | $1462089.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2714509.00        | $2131529.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $17197000.00       | $4699972.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $2586000.00        | $1555736.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $1594850.00        | $1540004.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1869337.00        | $1857316.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $3961000.00        | $2623780.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1966300.00        | $1716111.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $3940289.00        | $2777492.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.5000%  | N/A     | $5835646.00        | $5091071.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $2425408.00        | $2471058.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $3548180.00        | $3779666.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $5146375.00        | $3739230.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 3.0000%  | N/A     | $3000000.00        | $1606279.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1747538.00        | $1819668.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $1322219.00        | $1314124.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2424736.00        | $2367272.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $1905000.00        | $1685919.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $2043105.00        | $1673829.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.5000%  | N/A     | $4036806.00        | $3912658.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.5000%  | N/A     | $1155650.00        | $1214159.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1958349.00        | $1934125.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1698176.00        | $1633194.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 2.5000%  | N/A     | $6000000.00        | $3932603.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $24990709.00       | $2981899.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $9914863.00        | $3731792.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $2383563.00        | $2310823.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1508856.00        | $1476481.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $4013142.00        | $4138456.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $3595146.00        | $3383134.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $1700000.00        | $1546400.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $4989035.00        | $4378839.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.0000%  | N/A     | $1595975.00        | $1543756.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $4441344.00        | $4460215.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $2000000.00        | $1666047.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.0000%  | N/A     | $4875000.00        | $2009025.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.0000%  | N/A     | $19315148.00       | $4900902.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 2.5000%  | N/A     | $16487796.00       | $3774569.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.5000%  | N/A     | $6973842.00        | $1886034.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $2211239.00        | $2227830.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $6888526.00        | $1333297.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 6.0000%  | N/A     | $3540014.00        | $3633227.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $2559489.00        | $2622179.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.5000%  | N/A     | $1208323.00        | $1272852.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | 4.0000%  | N/A     | $14927691.00       | $1779911.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $2818626.00        | $2806552.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $3722059.00        | $3708492.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 7.0000%  | N/A     | $2583594.00        | $2746423.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $1734130.00        | $1547223.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 6.0000%  | N/A     | $1629177.00        | $1304765.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 3.5000%  | N/A     | $98000000.00       | $5171469.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $2980000.00        | $2183833.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.0000%  | N/A     | $3200000.00        | $1748978.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $2000000.00        | $1532926.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $5077403.00        | $5038064.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $2337835.00        | $2086744.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $13000000.00       | $2032019.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 2.0000%  | N/A     | $1800000.00        | $1362465.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.0000%  | N/A     | $1468000.00        | $1558161.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $4687287.00        | $1215353.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1478488.00        | $1517847.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.5000%  | N/A     | $1353593.00        | $1336552.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $1565615.00        | $1553664.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $3287036.00        | $2185709.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.0000%  | N/A     | $4000000.00        | $1966530.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0000%  | N/A     | $42394619.00       | $3120383.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1381274.00        | $1420887.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-12-01      | 3.0000%  | N/A     | $24415000.00       | $4233176.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $2991987.00        | $2893828.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $2299000.00        | $1551850.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $19580482.00       | $2970903.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | 1.5000%  | N/A     | $3000000.00        | $1453075.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $3675047.00        | $2866732.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $2194000.00        | $1458279.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $9209391.00        | $4220861.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 2.5000%  | N/A     | $7360229.00        | $1606326.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $2205349.00        | $1541768.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $2501000.00        | $1473144.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 7.5000%  | N/A     | $1141600.00        | $1222021.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 4.5000%  | N/A     | $1682002.00        | $1481669.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-02-01      | 1.5000%  | N/A     | $5000000.00        | $2240184.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $3070058.00        | $3129800.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $4927000.00        | $3033275.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 4.5000%  | N/A     | $19187139.00       | $1325257.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $1881514.00        | $1576015.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.5000%  | N/A     | $3075152.00        | $1884008.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2059-01-01      | 3.0000%  | N/A     | $2193560.00        | $1841899.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 6.0000%  | N/A     | $3420703.00        | $3551330.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1760679.00        | $1821356.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 3.5000%  | N/A     | $42714000.00       | $3473568.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $4025568.00        | $3227240.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $3507250.00        | $3447206.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $3958284.00        | $4090056.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 6.0000%  | N/A     | $3614581.00        | $1711115.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.5000%  | N/A     | $7061350.00        | $4710021.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.5000%  | N/A     | $14265406.00       | $5638667.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1945385.00        | $1971607.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $18172342.00       | $5509951.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1339750.00        | $1200655.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $10979000.00       | $2561875.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1240745.00        | $1278440.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $2153102.00        | $2136933.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 4.0000%  | N/A     | $3616000.00        | $1540498.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-10-01      | 4.0000%  | N/A     | $19985847.00       | $2732179.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | 2.5000%  | N/A     | $10195889.00       | $1578351.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $1466165.00        | $1417728.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $1386235.00        | $1359491.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $3069008.00        | $3035560.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 7.0000%  | N/A     | $1345200.00        | $1426740.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $1640000.00        | $1263985.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $9415000.00        | $4578676.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 3.5000%  | N/A     | $2576547.00        | $2216894.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $2601570.00        | $2673012.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $16523850.00       | $3912298.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $3590787.00        | $2853676.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $5290000.00        | $3562838.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $2920000.00        | $1387274.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.5000%  | N/A     | $1476397.00        | $1459983.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2377283.00        | $2159352.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.5000%  | N/A     | $3802770.00        | $2355338.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $7500000.00        | $3819118.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1612365.00        | $1430849.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2550681.00        | $2472228.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $2553530.00        | $2520371.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1764469.00        | $1754021.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 4.5000%  | N/A     | $2702456.00        | $2470930.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $4460161.00        | $1546557.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $2070000.00        | $1189883.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $3946014.00        | $4032645.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1990250.00        | $2055581.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $4130625.00        | $3987736.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 6.0000%  | N/A     | $2150009.00        | $1828003.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $14668000.00       | $1892561.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.0000%  | N/A     | $6700000.00        | $2024926.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $1797000.00        | $1433102.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1421674.00        | $1452388.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 5.0000%  | N/A     | $1623240.00        | $1619483.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.5000%  | N/A     | $1248490.00        | $1193994.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $4676679.00        | $4744416.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $11014157.00       | $2147865.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1769885.00        | $1577751.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $5092172.00        | $4625126.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $5083393.00        | $4771893.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.5000%  | N/A     | $6859282.00        | $3408052.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $3574208.00        | $2935025.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | 1.5000%  | N/A     | $3000000.00        | $1828242.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $2059000.00        | $1213266.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $5225459.00        | $5358905.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | 4.0000%  | N/A     | $18585496.00       | $2304102.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 4.0000%  | N/A     | $2807800.00        | $2703766.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 3.5000%  | N/A     | $2603357.00        | $2217019.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $6489048.00        | $4572802.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $28294999.00       | $1504893.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $19238104.00       | $2131930.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $5552900.00        | $3826854.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $2400469.00        | $1758734.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $3803115.00        | $3819973.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $5551341.00        | $5785097.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | 3.5000%  | N/A     | $2815927.00        | $2714971.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.5000%  | N/A     | $4731004.00        | $4547700.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $3786555.00        | $3839400.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 7.0000%  | N/A     | $1507100.00        | $1604354.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $24495987.00       | $3148497.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | 1.5000%  | N/A     | $5000000.00        | $2439057.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.0000%  | N/A     | $1528148.00        | $1378669.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $5533876.00        | $4996015.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $1502828.00        | $1446928.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1441257.00        | $1298223.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $7000775.00        | $4605678.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $3051452.00        | $3111966.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $2249800.00        | $2232493.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 1.5000%  | N/A     | $10157875.00       | $4562837.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 6.5000%  | N/A     | $1794390.00        | $1500226.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $23254000.00       | $2985215.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $15445000.00       | $2817129.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $2986600.00        | $2142497.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.0000%  | N/A     | $4171471.00        | $3956621.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 4.0000%  | N/A     | $9346000.00        | $5857772.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $2036721.00        | $2025101.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $1693883.00        | $1720020.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 1.5000%  | N/A     | $2108626.00        | $1218384.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $6000000.00        | $3920634.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.5000%  | N/A     | $2625000.00        | $2084766.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $1294706.00        | $1358582.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $6009448.00        | $3936274.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $2189024.00        | $2168935.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $3116412.00        | $2083558.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $1143252.00        | $1206981.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $20000000.00       | $1578328.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.5000%  | N/A     | $2483385.00        | $1281992.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.5000%  | N/A     | $9350000.00        | $3599461.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $1228665.00        | $1276329.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $11420645.00       | $2760268.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.5000%  | N/A     | $3373665.00        | $2872697.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $2482664.00        | $2457534.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $4073188.00        | $4021671.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $17453338.00       | $2123282.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.0000%  | N/A     | $10000000.00       | $3297956.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $3571471.00        | $3629855.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $13032340.00       | $3892364.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $5660564.00        | $5585071.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $1990021.00        | $2133029.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $2750525.00        | $2831127.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $2600000.00        | $2376567.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 2.0000%  | N/A     | $4206652.00        | $2594195.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-08-01      | 3.5000%  | N/A     | $27712943.00       | $5781460.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $4675380.00        | $4305117.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $1401251.00        | $1437823.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2000000.00        | $1911645.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 4.0000%  | N/A     | $3437000.00        | $2711921.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $3803574.00        | $3041047.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $3416022.00        | $3426811.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1582382.00        | $1629205.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $3508829.00        | $3466776.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $5790000.00        | $4892702.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.0000%  | N/A     | $4693667.00        | $2584101.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $7046656.00        | $4147473.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $3125494.00        | $2570724.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1459719.00        | $1461037.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 6.0000%  | N/A     | $3093075.00        | $2710834.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.5000%  | N/A     | $4099207.00        | $3961321.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $5000000.00        | $3116337.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.5000%  | N/A     | $2342810.00        | $2452360.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-25      | 2.5000%  | N/A     | $5150000.00        | $3595804.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $1693459.00        | $1775327.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $5982563.00        | $1224300.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.0000%  | N/A     | $18363140.00       | $1552197.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $2475000.00        | $2178960.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 6.0000%  | N/A     | $1382318.00        | $1393702.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $16815644.00       | $5740573.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 3.0000%  | N/A     | $1870534.00        | $1783935.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2556165.00        | $2582507.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.5000%  | N/A     | $6585000.00        | $5387265.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 7.5000%  | N/A     | $1467374.00        | $1581612.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $4055761.00        | $1857219.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 7.0000%  | N/A     | $1360552.00        | $1444816.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $6381886.00        | $5339430.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $4400000.00        | $2731225.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $7400707.00        | $4432258.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $5232482.00        | $5099509.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 4.5000%  | N/A     | $4021173.00        | $3889983.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $2363468.00        | $2302823.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1394597.00        | $1384964.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $5761818.00        | $3703551.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $7636467.00        | $4517331.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $2646466.00        | $1784049.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 1.5000%  | N/A     | $3000000.00        | $1494019.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.5000%  | N/A     | $1280193.00        | $1300691.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.5000%  | N/A     | $3000000.00        | $2466250.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2058-05-01      | 3.5000%  | N/A     | $9862124.00        | $3759335.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $12364943.00       | $5778078.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $4944052.00        | $3542663.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $5098525.00        | $4386123.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $4113528.00        | $3695929.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2132883.00        | $1826968.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $1716479.00        | $1826456.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $2765275.00        | $1947920.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.0000%  | N/A     | $5000000.00        | $3216064.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.5000%  | N/A     | $2257924.00        | $1876224.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $2652278.00        | $2232578.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $1752250.00        | $1682369.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $3278737.00        | $2365923.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $4754089.00        | $4726826.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $5500000.00        | $4985599.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $2397652.00        | $2323777.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $21435000.00       | $3888698.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $10500000.00       | $4804248.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $7500000.00        | $4254982.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $2000000.00        | $1505660.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $6820170.00        | $3769159.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $2335956.00        | $2177002.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $2280255.00        | $2336693.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $3107612.00        | $2992392.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 6.0000%  | N/A     | $1281048.00        | $1281962.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $4222472.00        | $2729572.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | 2.0000%  | N/A     | $6271710.00        | $5386091.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $1829762.00        | $1197590.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 3.5000%  | N/A     | $1545000.00        | $1289723.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $5089840.00        | $1349867.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $3753478.00        | $1859368.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $7062791.00        | $2601940.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $2906485.00        | $2854649.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $2707366.00        | $2615570.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $5320000.00        | $3516304.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1220250.00        | $1203562.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $4849960.00        | $3371507.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $2563194.00        | $1739229.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $3081250.00        | $3126935.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1682587.00        | $1720234.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $16145000.00       | $3130870.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1409190.00        | $1471966.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $3120000.00        | $1729273.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $2213498.00        | $2183963.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $1417916.00        | $1490414.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $1747351.00        | $1471396.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.5000%  | N/A     | $3066137.00        | $2542937.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.0000%  | N/A     | $4854230.00        | $4739205.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $3381293.00        | $3268915.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $2148655.00        | $2065833.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $2804000.00        | $2768384.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 4.5000%  | N/A     | $1491302.00        | $1422049.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $2474725.00        | $2549859.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $2325300.00        | $1642239.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $5569667.00        | $5534340.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $6322243.00        | $5744240.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $2000000.00        | $1562635.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-10-01      | 1.5000%  | N/A     | $14000000.00       | $5197702.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $4555000.00        | $3847823.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $2237564.00        | $2147705.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | 3.5000%  | N/A     | $1348578.00        | $1194960.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $1875354.00        | $1870443.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 5.0000%  | N/A     | $12188873.00       | $1687047.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 6.0000%  | N/A     | $1391591.00        | $1406633.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $3292060.00        | $3195955.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $2050000.00        | $1638604.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1677350.00        | $1605395.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.5000%  | N/A     | $1424363.00        | $1333585.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $2529005.00        | $2445697.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.5000%  | N/A     | $6662607.00        | $5520605.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1251683.00        | $1278477.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 3.5000%  | N/A     | $3378647.00        | $2971702.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.0000%  | N/A     | $1430132.00        | $1536539.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.5000%  | N/A     | $13006000.00       | $1533981.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | 2.5000%  | N/A     | $5036596.00        | $3981175.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $1445864.00        | $1435719.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.0000%  | N/A     | $1174534.00        | $1250193.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $5785000.00        | $3548636.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1682895.00        | $1694478.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $1665000.00        | $1325040.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.5000%  | N/A     | $2763431.00        | $2745031.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $6248766.00        | $5728476.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 7.0000%  | N/A     | $5754504.00        | $4374939.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $1290102.00        | $1342080.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $3000000.00        | $2319404.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $4875332.00        | $3788446.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $4230000.00        | $3733693.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $2428772.00        | $1640464.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.5000%  | N/A     | $9224918.00        | $5041791.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $45178912.00       | $2722121.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $4092000.00        | $2975976.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $5223011.00        | $5336466.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.5000%  | N/A     | $1265375.00        | $1244189.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $3529072.00        | $3158138.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $6460000.00        | $4154913.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.5000%  | N/A     | $1375286.00        | $1375261.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.5000%  | N/A     | $3459656.00        | $2797383.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $4550000.00        | $3025838.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $3000000.00        | $1740513.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $4445550.00        | $4413174.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.5000%  | N/A     | $2153514.00        | $1747331.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1485178.00        | $1508452.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $5344353.00        | $4708435.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $3938609.00        | $4057883.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $5888610.00        | $4671989.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $2284913.00        | $2206481.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $3433452.00        | $2699458.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 7.5000%  | N/A     | $3523085.00        | $2737775.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1682834.00        | $1645990.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $1804619.00        | $1736806.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $3696000.00        | $3285240.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $2455000.00        | $2138269.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $4684034.00        | $4547625.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $2833577.00        | $2736971.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2380000.00        | $2150957.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $2961000.00        | $1816341.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $2356722.00        | $2474907.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.0000%  | N/A     | $5069642.00        | $2745009.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.0000%  | N/A     | $2890000.00        | $2392059.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $7035000.00        | $3569995.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 3.5000%  | N/A     | $7876840.00        | $2544992.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $2327722.00        | $2356452.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.0000%  | N/A     | $34772906.00       | $3240552.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1330418.00        | $1321467.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $2894066.00        | $2918338.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 2.5000%  | N/A     | $3000000.00        | $1625998.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $1862268.00        | $1377796.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $3318140.00        | $3366150.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $3624577.00        | $3101785.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $7005203.00        | $1510873.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $4501551.00        | $4538597.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $2794442.00        | $1348445.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 6.5000%  | N/A     | $1880795.00        | $1613629.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 2.5000%  | N/A     | $5000000.00        | $2421161.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $2938188.00        | $1399464.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $1582537.00        | $1530482.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 4.5000%  | N/A     | $1782500.00        | $1623151.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | 2.0000%  | N/A     | $2527023.00        | $2173961.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 7.0000%  | N/A     | $1213000.00        | $1286092.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 6.0000%  | N/A     | $1883124.00        | $1629238.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 3.5000%  | N/A     | $5163071.00        | $4088929.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 5.5000%  | N/A     | $1642012.00        | $1594869.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.5000%  | N/A     | $2030003.00        | $1614119.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $5341858.00        | $5146222.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $2304228.00        | $2203634.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $1797265.00        | $1476010.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $11054727.00       | $1805266.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.5000%  | N/A     | $2945722.00        | $2820972.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.5000%  | N/A     | $5713851.00        | $1354436.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.5000%  | N/A     | $3762392.00        | $3859983.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-05-01      | 1.5000%  | N/A     | $5000000.00        | $1694564.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.0000%  | N/A     | $3853340.00        | $3901472.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $2340534.00        | $2326204.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.0000%  | N/A     | $5147170.00        | $5132230.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $5697000.00        | $3846383.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $7386841.00        | $5094123.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $6371694.00        | $5842017.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $2110969.00        | $2037087.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $2037544.00        | $2107717.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 5.0000%  | N/A     | $1309251.00        | $1305718.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $9388717.00        | $5757922.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.0000%  | N/A     | $2177700.00        | $2159282.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 5.0000%  | N/A     | $1987101.00        | $1967090.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $20000000.00       | $2333960.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 4.5000%  | N/A     | $2419951.00        | $2306630.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1600000.00        | $1214904.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 2.5000%  | N/A     | $6497993.00        | $3817826.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $2396790.00        | $1933928.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.0000%  | N/A     | $5655098.00        | $4626487.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $15500000.00       | $2532534.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | 2.0000%  | N/A     | $1906766.00        | $1194179.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $5498667.00        | $5031354.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $3627241.00        | $2947350.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1456586.00        | $1280526.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $2626713.00        | $2680453.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2000000.00        | $1807871.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 6.0000%  | N/A     | $1373227.00        | $1240082.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $3027574.00        | $2416291.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 3.5000%  | N/A     | $17067379.00       | $2264834.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $4450000.00        | $2908189.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1520168.00        | $1549237.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1851811.00        | $1907939.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.5000%  | N/A     | $1979417.00        | $1901475.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1666755.00        | $1359033.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $21297780.00       | $2235394.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $12221821.00       | $2047226.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $3870000.00        | $2795473.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $2380000.00        | $1710094.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $3238537.00        | $3344088.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $7960116.00        | $2072928.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $1434285.00        | $1412697.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $1784205.00        | $1467474.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $4162000.00        | $3935318.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.0000%  | N/A     | $5580407.00        | $4034737.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $3469000.00        | $2389317.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $2155000.00        | $1298155.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $4736721.00        | $4713610.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $3170000.00        | $2491494.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $2080000.00        | $1608587.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $10802518.00       | $2173242.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | 3.5000%  | N/A     | $9515803.00        | $2912179.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2058-08-01      | 3.5000%  | N/A     | $12410000.00       | $3586709.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $3048000.00        | $2275630.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $1777888.00        | $1822390.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $27648330.00       | $4228772.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $12000000.00       | $4058347.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.5000%  | N/A     | $1695900.00        | $1789824.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $2301534.00        | $2050078.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.0000%  | N/A     | $9002000.00        | $4362854.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $7361006.00        | $5046159.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $6279000.00        | $4088378.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1968343.00        | $1992090.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $3316500.00        | $3392115.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $3852000.00        | $2312454.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-09-01      | 1.5000%  | N/A     | $8713368.00        | $4666196.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $1156746.00        | $1221227.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $1730947.00        | $1767649.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $5581717.00        | $5555375.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $4500000.00        | $3368413.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $6250000.00        | $1588706.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 7.0000%  | N/A     | $1294291.00        | $1392775.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $4700841.00        | $4209339.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $4540074.00        | $3444539.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $4300000.00        | $3032570.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $3870000.00        | $2779226.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.0000%  | N/A     | $2055141.00        | $2054590.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 4.5000%  | N/A     | $5986161.00        | $5165381.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 4.5000%  | N/A     | $2292700.00        | $1666804.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $5097833.00        | $4563423.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.5000%  | N/A     | $2391304.00        | $2182156.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $3231055.00        | $2856452.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 6.0000%  | N/A     | $2717275.00        | $2028122.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $1283486.00        | $1238732.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $14800000.00       | $2780068.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $2615394.00        | $1569331.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $3200000.00        | $2712926.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $1671043.00        | $1759495.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $1269966.00        | $1303266.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $2353697.00        | $1515609.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.5000%  | N/A     | $2600000.00        | $1897511.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $1666540.00        | $1668112.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $2910683.00        | $2263985.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.5000%  | N/A     | $4700000.00        | $2941151.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $1314536.00        | $1342750.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $1230000.00        | $1209199.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $1346161.00        | $1303794.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $9609810.00        | $3149902.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $9502000.00        | $5782982.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2059-04-01      | 3.0000%  | N/A     | $13545455.00       | $5025957.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $8553962.00        | $2061868.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1802229.00        | $1347461.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $2505157.00        | $2337626.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1445665.00        | $1479057.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $4403275.00        | $4367947.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $3251184.00        | $2581443.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.5000%  | N/A     | $13000000.00       | $1624840.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $4316737.00        | $2582901.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.5000%  | N/A     | $5143510.00        | $4963497.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1909000.00        | $1751774.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.5000%  | N/A     | $1197424.00        | $1206031.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | 3.5000%  | N/A     | $18068949.00       | $1627286.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $3132000.00        | $2169434.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $4209120.00        | $2857344.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $20939709.00       | $4110892.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $7621000.00        | $1382173.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $6357092.00        | $5120320.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $1826431.00        | $1768115.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $2406838.00        | $2411467.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.5000%  | N/A     | $3021317.00        | $3014979.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $10073819.00       | $2487891.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $2740214.00        | $2658720.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $4643558.00        | $4704417.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.5000%  | N/A     | $5047840.00        | $5129118.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $1306140.00        | $1283975.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $2862040.00        | $2969880.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $3762654.00        | $3654639.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $2629920.00        | $2582331.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $4120399.00        | $2824154.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $3800576.00        | $3719457.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $2295000.00        | $1334533.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $1785159.00        | $1772424.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 6.0000%  | N/A     | $1628028.00        | $1449163.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 1.5000%  | N/A     | $12208770.00       | $5735688.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1960198.00        | $1969359.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $2599350.00        | $2559121.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $3410000.00        | $2009810.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $2003678.00        | $1842983.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $2400000.00        | $1454732.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 5.5000%  | N/A     | $5806352.00        | $5131217.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $4972143.00        | $4647128.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1934531.00        | $1608974.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.5000%  | N/A     | $1210625.00        | $1217795.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $1751850.00        | $1691999.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | 3.5000%  | N/A     | $47024369.00       | $3974619.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $7409912.00        | $5107929.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $2460273.00        | $2376979.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $3038290.00        | $3149445.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $5308384.00        | $4272699.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.0000%  | N/A     | $1602467.00        | $1673373.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $4964928.00        | $1346940.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $4418482.00        | $4173764.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 6.5000%  | N/A     | $3714551.00        | $2210252.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $2981855.00        | $2016854.64        | Agency Mortgage-Backed Securities |

### Security 244: 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: OQB009BY0
- **C.18 - Value (incl. sponsor support):** $7000000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000000.00
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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? 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 | 2036-11-01      | 6.0150%  | N/A     | $2454700.00        | $23379.15          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 5.9790%  | N/A     | $13375620.00       | $32018.78          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 6.3590%  | N/A     | $806000.00         | $96393.47          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 4.6500%  | N/A     | $918225.00         | $881980.86         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.4550%  | N/A     | $20408134.00       | $120328.15         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 5.6770%  | N/A     | $124000.00         | $1136.13           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 6.4770%  | N/A     | $1675819.00        | $7033.96           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 6.1350%  | N/A     | $13307750.00       | $846161.21         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 4.7500%  | N/A     | $1752100.00        | $1677304.64        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 6.0250%  | N/A     | $18320000.00       | $49283.03          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-12-01      | 6.9180%  | N/A     | $78860802.00       | $77021.82          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.7370%  | N/A     | $6974865.00        | $5411388.68        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 6.4800%  | N/A     | $3000000.00        | $13302.19          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-08-01      | 6.6540%  | N/A     | $1045000.00        | $9167.66           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-11-01      | 6.2470%  | N/A     | $795000.00         | $9278.81           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 6.1800%  | N/A     | $3000000.00        | $5444.37           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 6.2250%  | N/A     | $1680845.00        | $52235.36          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 6.3580%  | N/A     | $2475000.00        | $5616.38           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-09-01      | 6.2370%  | N/A     | $447136.00         | $5056.31           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5040%  | N/A     | $265000.00         | $177977.39         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 6.1240%  | N/A     | $10647613.00       | $299350.66         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 6.2500%  | N/A     | $22500000.00       | $50237.08          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-02-01      | 6.5700%  | N/A     | $24354966.00       | $98725.92          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 4.4000%  | N/A     | $2425000.00        | $2415461.13        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 6.1090%  | N/A     | $5172478.00        | $42075.64          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 6.3800%  | N/A     | $70000.00          | $4361.80           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 6.1580%  | N/A     | $1184360.00        | $1067703.27        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 3.7720%  | N/A     | $9500000.00        | $1191094.39        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 6.4400%  | N/A     | $12107628.00       | $264192.12         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 4.7900%  | N/A     | $26148091.00       | $25810046.94       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 6.0730%  | N/A     | $1590000.00        | $47734.03          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.3680%  | N/A     | $260000.00         | $3069.89           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 6.5670%  | N/A     | $4947327.00        | $37523.80          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 5.9900%  | N/A     | $75000.00          | $1968.33           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-05-01      | 4.7660%  | N/A     | $2165303.00        | $2144921.60        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.4660%  | N/A     | $18290445.00       | $169897.69         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 4.4500%  | N/A     | $1000000.00        | $984821.72         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 5.8580%  | N/A     | $1260000.00        | $7044.89           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 4.2420%  | N/A     | $1999999.00        | $1998958.17        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.1350%  | N/A     | $136258824.00      | $127785899.64      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 6.1970%  | N/A     | $6250000.00        | $30426.26          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 6.1760%  | N/A     | $336320.00         | $17259.57          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.9790%  | N/A     | $13676523.00       | $95771.80          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-10-01      | 6.3260%  | N/A     | $1500000.00        | $11000.89          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 3.0500%  | N/A     | $3393302.00        | $2700917.70        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 6.5110%  | N/A     | $2120000.00        | $13667.12          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 5.8060%  | N/A     | $610000.00         | $11418.53          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 6.1060%  | N/A     | $5500000.00        | $552802.10         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 5.9250%  | N/A     | $12088248.00       | $128995.45         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 6.5170%  | N/A     | $4475000.00        | $180214.82         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 5.8400%  | N/A     | $12955902.00       | $31735.34          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 6.1450%  | N/A     | $925000.00         | $11250.97          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 6.5190%  | N/A     | $43516047.00       | $281403.34         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 5.8990%  | N/A     | $835000.00         | $12489.61          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 6.2510%  | N/A     | $15800000.00       | $846623.07         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.3500%  | N/A     | $1611000.00        | $1622737.99        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 5.3550%  | N/A     | $3570000.00        | $24711.71          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 6.5230%  | N/A     | $3000000.00        | $174825.94         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 5.6950%  | N/A     | $1340000.00        | $4641.15           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 6.9250%  | N/A     | $1850000.00        | $5234.77           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 4.7500%  | N/A     | $200000.00         | $200360.33         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 5.8580%  | N/A     | $4780000.00        | $45697.47          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 4.1610%  | N/A     | $2077185.00        | $1398785.70        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 6.2500%  | N/A     | $42316866.00       | $298639.54         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 5.9970%  | N/A     | $11250000.00       | $53763.55          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.1140%  | N/A     | $11095295.00       | $7476244.27        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 6.3300%  | N/A     | $1562523.00        | $1325440.76        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 6.3450%  | N/A     | $18000000.00       | $59309.04          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 6.0740%  | N/A     | $5231621.00        | $329894.29         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 6.0060%  | N/A     | $1000000.00        | $4641.90           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 4.3480%  | N/A     | $3536525.00        | $654443.13         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.5750%  | N/A     | $9995224.00        | $264546.25         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 6.5130%  | N/A     | $1385000.00        | $2635.26           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-03-01      | 5.8230%  | N/A     | $333657.00         | $3400.87           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 6.3010%  | N/A     | $2915956.00        | $31452.04          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-08-01      | 6.6010%  | N/A     | $755000.00         | $2471.43           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 6.1190%  | N/A     | $45971707.00       | $680392.54         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 6.2220%  | N/A     | $4675000.00        | $31809.35          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 6.5210%  | N/A     | $375000.00         | $2792.17           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 5.7620%  | N/A     | $4800000.00        | $35424.09          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-05-01      | 5.0300%  | N/A     | $520000.00         | $520607.58         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 6.3970%  | N/A     | $7900000.00        | $121193.02         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.5150%  | N/A     | $1445062.00        | $679318.46         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 1.9450%  | N/A     | $3045000.00        | $2210651.85        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.1400%  | N/A     | $20255322.00       | $18042209.09       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 5.9970%  | N/A     | $2700000.00        | $13222.27          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 5.9110%  | N/A     | $2742606.00        | $13770.37          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 6.0740%  | N/A     | $180000.00         | $7731.44           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.6450%  | N/A     | $6335770.00        | $6027893.02        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 5.9900%  | N/A     | $500000.00         | $16308.24          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 4.2000%  | N/A     | $1593000.00        | $1564227.76        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.4950%  | N/A     | $360000.00         | $4689.70           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-02-01      | 5.9050%  | N/A     | $47302415.00       | $161789.15         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 5.9140%  | N/A     | $500000.00         | $2507.91           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-04-01      | 5.6200%  | N/A     | $70334541.00       | $147536.26         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-09-01      | 6.3700%  | N/A     | $24912280.00       | $404392.90         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.1740%  | N/A     | $5994124.00        | $5133895.77        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.6280%  | N/A     | $5190000.00        | $31613.24          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 6.2650%  | N/A     | $520000.00         | $10635.80          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 6.3650%  | N/A     | $10652481.00       | $622431.24         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 5.4350%  | N/A     | $125000.00         | $3417.37           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 6.5210%  | N/A     | $4185000.00        | $11327.62          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 3.7800%  | N/A     | $8515000.00        | $8313546.20        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.4380%  | N/A     | $120000.00         | $1972.14           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.7930%  | N/A     | $49029166.00       | $48469802.32       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.1290%  | N/A     | $30788872.00       | $242654.83         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 5.0640%  | N/A     | $2470359.00        | $1628.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 4.6600%  | N/A     | $4250000.00        | $4262324.53        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-09-01      | 3.0100%  | N/A     | $1200000.00        | $1115566.03        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 3.1300%  | N/A     | $5900000.00        | $5808959.40        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 4.5600%  | N/A     | $11632000.00       | $11702075.04       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | 5.2200%  | N/A     | $9383000.00        | $9671430.93        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.3330%  | N/A     | $5596852.00        | $641299.18         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.2500%  | N/A     | $14000000.00       | $14005160.55       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 4.6400%  | N/A     | $229304.00         | $231687.33         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 4.9100%  | N/A     | $950000.00         | $968273.51         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.8780%  | N/A     | $1000000.00        | $700396.91         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 4.8150%  | N/A     | $30000.00          | $30477.53          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.5400%  | N/A     | $13597000.00       | $13709572.58       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-08-01      | 2.6050%  | N/A     | $1400000.00        | $1394932.66        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 4.9887%  | N/A     | $9000000.00        | $8986328.75        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 4.6100%  | N/A     | $4601000.00        | $4644634.09        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 3.2900%  | N/A     | $10000.00          | $6850.74           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 5.1200%  | N/A     | $4200000.00        | $4351731.06        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.5000%  | N/A     | $207473416.00      | $206605139.01      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 5.5780%  | N/A     | $5317000.00        | $23426.98          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | 6.1010%  | N/A     | $25000000.00       | $119747.67         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-07-01      | 6.2160%  | N/A     | $575000.00         | $11490.30          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.9210%  | N/A     | $9010000.00        | $59959.44          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 3.8950%  | N/A     | $5190000.00        | $5089457.45        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-03-01      | 5.5790%  | N/A     | $2465000.00        | $12762.71          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.4180%  | N/A     | $3764000.00        | $2190486.72        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.2700%  | N/A     | $400000.00         | $375764.05         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $232944815.00      | $187838443.89      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-03-01      | 4.3200%  | N/A     | $4800000.00        | $4813147.20        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5860%  | N/A     | $875000.00         | $16175.15          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 4.9500%  | N/A     | $500000.00         | $505638.38         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5100%  | N/A     | $1695500.00        | $56117.55          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 4.1200%  | N/A     | $2402000.00        | $2350731.45        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $201573045.00      | $199560117.51      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.3000%  | N/A     | $17000.00          | $16984.73          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 4.7100%  | N/A     | $490752.00         | $496055.15         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5940%  | N/A     | $205000.00         | $134675.46         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.5380%  | N/A     | $26204766.00       | $175536.12         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $167308798.00      | $161247357.07      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $282059656.00      | $276807134.63      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-06-01      | 6.4580%  | N/A     | $550000.00         | $14945.75          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 5.8420%  | N/A     | $2150000.00        | $11196.31          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 4.6900%  | N/A     | $20000000.00       | $20223261.12       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-09-01      | 6.2940%  | N/A     | $1100000.00        | $23773.74          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-09-01      | 6.4450%  | N/A     | $550000.00         | $12169.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 6.0700%  | N/A     | $4329000.00        | $4614998.51        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0410%  | N/A     | $334000.00         | $54855.48          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.3900%  | N/A     | $10200000.00       | $10099686.97       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 4.0100%  | N/A     | $52662000.00       | $51237402.22       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 5.7910%  | N/A     | $7500000.00        | $30856.64          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0100%  | N/A     | $15367011.00       | $11882014.34       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 4.5400%  | N/A     | $16896000.00       | $16977780.39       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $248844873.00      | $141514153.60      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 4.8000%  | N/A     | $7474000.00        | $7619628.40        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 4.9950%  | N/A     | $1769358.00        | $57208.10          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-03-01      | 3.0000%  | N/A     | $444277754.00      | $387251454.17      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 1.4900%  | N/A     | $4000000.00        | $3659915.82        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 4.9300%  | N/A     | $2359000.00        | $2419950.40        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 4.8800%  | N/A     | $600000.00         | $613504.27         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $250629500.00      | $178908267.32      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.7400%  | N/A     | $4280000.00        | $4330308.55        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | 6.3500%  | N/A     | $575000.00         | $8454.86           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.0100%  | N/A     | $4359000.00        | $4296318.79        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 4.5300%  | N/A     | $5277000.00        | $5310024.47        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.8400%  | N/A     | $600000.00         | $611981.33         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.3310%  | N/A     | $40380504.00       | $33139045.27       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 4.4800%  | N/A     | $9200000.00        | $9122976.42        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $269576314.00      | $258802163.21      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.3900%  | N/A     | $100000.00         | $69785.94          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 5.7050%  | N/A     | $1374000.00        | $524415.72         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-08-01      | 5.0580%  | N/A     | $699998.00         | $9138.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 6.1940%  | N/A     | $4485000.00        | $6383.42           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $210600843.00      | $172282122.52      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 3.0200%  | N/A     | $200000.00         | $196462.56         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5900%  | N/A     | $64800.00          | $63913.01          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 6.5300%  | N/A     | $15054152.00       | $39808.41          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $241897272.00      | $216861798.27      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 6.3450%  | N/A     | $5000000.00        | $5045.17           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.1930%  | N/A     | $620000.00         | $426789.49         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $418715978.00      | $368897116.24      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-10-01      | 5.0580%  | N/A     | $699999.00         | $4086.33           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 4.9000%  | N/A     | $8206000.00        | $8213147.43        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-11-01      | 6.0950%  | N/A     | $580000.00         | $22486.56          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-03-01      | 3.2350%  | N/A     | $100015036.00      | $94750152.25       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.2600%  | N/A     | $36568000.00       | $36191373.99       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 5.0000%  | N/A     | $6372000.00        | $6553301.10        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0230%  | N/A     | $615000.00         | $5273.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.1220%  | N/A     | $330000.00         | $76321.78          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.1880%  | N/A     | $2700000.00        | $232626.01         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 4.8000%  | N/A     | $7425000.00        | $7571604.15        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.2310%  | N/A     | $7600000.00        | $57228.58          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-08-01      | 5.0580%  | N/A     | $200000.00         | $2168.31           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-10-01      | 5.8900%  | N/A     | $405000.00         | $1991.63           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.3000%  | N/A     | $20600000.00       | $20430933.51       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0960%  | N/A     | $290000.00         | $192764.56         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | 4.5000%  | N/A     | $2599448.00        | $1004232.01        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.9500%  | N/A     | $2113000.00        | $2160349.16        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 4.6600%  | N/A     | $575000.00         | $574754.61         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $149000000.00      | $141103874.37      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.5100%  | N/A     | $295000.00         | $295014.22         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5800%  | N/A     | $1200000.00        | $1169150.27        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 6.4070%  | N/A     | $5200000.00        | $213074.90         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-10-01      | 5.0580%  | N/A     | $400000.00         | $3048.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.9260%  | N/A     | $2670890.00        | $2683032.21        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.9950%  | N/A     | $9000000.00        | $65490.76          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.0900%  | N/A     | $200000.00         | $119210.06         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.8160%  | N/A     | $4867292.00        | $54361.86          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.3430%  | N/A     | $1110609.00        | $30557.13          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.9420%  | N/A     | $6846553.00        | $4894917.49        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.3100%  | N/A     | $3380000.00        | $3336191.13        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.7800%  | N/A     | $213359.00         | $2223.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.3000%  | N/A     | $4200000.00        | $4329085.09        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-10-01      | 4.1300%  | N/A     | $10000000.00       | $9976669.44        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.0850%  | N/A     | $8500000.00        | $8319295.90        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 4.8000%  | N/A     | $35551000.00       | $36123252.61       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 4.2700%  | N/A     | $17130000.00       | $16928015.41       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-09-01      | 6.4150%  | N/A     | $130000.00         | $1548.32           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 4.0500%  | N/A     | $2325000.00        | $2267985.19        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-01-01      | 5.7120%  | N/A     | $700000.00         | $7190.18           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 6.3500%  | N/A     | $575000.00         | $13953.86          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.7900%  | N/A     | $30000.00          | $30496.01          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.2200%  | N/A     | $610000.00         | $576426.34         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 5.5610%  | N/A     | $2699999.00        | $23261.23          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.3700%  | N/A     | $14383000.00       | $14422312.74       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 4.4500%  | N/A     | $9000000.00        | $8979216.50        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 5.0070%  | N/A     | $15015000.00       | $38346.99          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.8290%  | N/A     | $2000000.00        | $27659.89          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.2900%  | N/A     | $2017000.00        | $2095928.01        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 5.8700%  | N/A     | $795000.00         | $839851.37         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.1860%  | N/A     | $5860563.00        | $5919950.48        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 5.9200%  | N/A     | $800000.00         | $2742.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-08-01      | 6.3500%  | N/A     | $300000.00         | $15897.10          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 2.7360%  | N/A     | $500000.00         | $116629.42         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.2900%  | N/A     | $500000.00         | $497020.14         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 2.2600%  | N/A     | $8100000.00        | $6489919.78        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 6.2460%  | N/A     | $1378000.00        | $13659.08          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.5000%  | N/A     | $14706000.00       | $14670073.24       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.5370%  | N/A     | $8400000.00        | $8534.37           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $352028583.00      | $329656406.42      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | 4.2900%  | N/A     | $579000.00         | $569082.79         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | 6.3600%  | N/A     | $123578.00         | $10425.60          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | 6.3070%  | N/A     | $540000.00         | $27230.78          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.1000%  | N/A     | $3375000.00        | $3342131.99        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.4600%  | N/A     | $19325778.00       | $58102.50          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.9500%  | N/A     | $55439456.00       | $43509642.66       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 5.4400%  | N/A     | $500000.00         | $516712.17         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | 4.2800%  | N/A     | $20000.00          | $19912.34          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0430%  | N/A     | $2882336.00        | $2867958.57        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 5.1900%  | N/A     | $5270000.00        | $5397575.28        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-01-01      | 5.5690%  | N/A     | $470000.00         | $2128.45           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.1780%  | N/A     | $620000.00         | $109057.38         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.3000%  | N/A     | $846000.00         | $863970.28         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.5300%  | N/A     | $140000.00         | $141204.02         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 1.3700%  | N/A     | $36249000.00       | $31859413.24       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.4900%  | N/A     | $130000.00         | $131035.18         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 4.7768%  | N/A     | $36006000.00       | $36686446.39       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 4.9200%  | N/A     | $950000.00         | $967623.77         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | 2.9400%  | N/A     | $140000.00         | $116184.37         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-07-01      | 4.6700%  | N/A     | $220000.00         | $223582.47         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 1.9600%  | N/A     | $400000.00         | $345116.84         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.7800%  | N/A     | $88100000.00       | $86306988.80       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.2770%  | N/A     | $6522215.00        | $6599873.44        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.3430%  | N/A     | $13000000.00       | $801925.17         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 3.7880%  | N/A     | $6517000.00        | $5400538.96        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 5.0500%  | N/A     | $3262000.00        | $3354034.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.9250%  | N/A     | $5350000.00        | $34993.74          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5880%  | N/A     | $1300000.00        | $6574.36           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.1500%  | N/A     | $8619900.00        | $8500993.10        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 5.8640%  | N/A     | $6527822.00        | $439684.57         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.5500%  | N/A     | $1000000.00        | $1003355.28        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.5490%  | N/A     | $417135.00         | $2470.31           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 4.3000%  | N/A     | $2300000.00        | $2274570.94        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 6.1060%  | N/A     | $165000.00         | $1909.71           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | 6.3100%  | N/A     | $92000.00          | $1557.88           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.3880%  | N/A     | $7500000.00        | $125108.31         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.6000%  | N/A     | $14200000.00       | $14369058.90       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 4.3100%  | N/A     | $60000.00          | $60190.74          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 4.6100%  | N/A     | $175000.00         | $177182.88         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 5.3860%  | N/A     | $2000000.00        | $393559.14         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | 6.7550%  | N/A     | $250000.00         | $3674.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | 5.6750%  | N/A     | $8000000.00        | $47890.66          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | 4.0800%  | N/A     | $26068000.00       | $25914294.39       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.9470%  | N/A     | $630000.00         | $406810.59         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | 6.3100%  | N/A     | $10349493.00       | $702808.96         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.1790%  | N/A     | $1622750.00        | $1625199.88        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 3.5100%  | N/A     | $12000000.00       | $11400174.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $204554581.00      | $200349982.94      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-03-01      | 3.0000%  | N/A     | $25931254.00       | $14851265.60       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 5.9830%  | N/A     | $7923175.00        | $118225.98         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.8980%  | N/A     | $1500000.00        | $1221.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.6780%  | N/A     | $500000.00         | $4693.53           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 5.8400%  | N/A     | $3135000.00        | $2549.14           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | 1.7230%  | N/A     | $3000000.00        | $1807247.26        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 6.0990%  | N/A     | $1019000.00        | $32681.66          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 3.9300%  | N/A     | $18622000.00       | $18352052.38       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.8290%  | N/A     | $7719108.00        | $88471.24          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.6500%  | N/A     | $3770000.00        | $3823096.05        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 4.8050%  | N/A     | $1160000.00        | $1178628.09        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.7000%  | N/A     | $943000.00         | $952058.56         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-01-01      | 4.7600%  | N/A     | $378000.00         | $384102.22         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-10-01      | 6.0720%  | N/A     | $6974000.00        | $546838.10         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.2150%  | N/A     | $1518000.00        | $1493135.79        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 1.5800%  | N/A     | $5347000.00        | $4629928.68        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 3.8400%  | N/A     | $40846000.00       | $40077986.26       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.0440%  | N/A     | $500562.00         | $3708.33           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.3060%  | N/A     | $14858979.00       | $141520.35         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $158491246.00      | $156538108.05      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 4.1030%  | N/A     | $4211814.00        | $8487.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 4.3000%  | N/A     | $16630000.00       | $16477733.87       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.6100%  | N/A     | $579763.00         | $566438.92         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.0800%  | N/A     | $5274000.00        | $5215172.05        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-01-01      | 4.8450%  | N/A     | $140000.00         | $142869.01         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.5650%  | N/A     | $300000.00         | $2717.22           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $903237161.00      | $514197870.52      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 2.8000%  | N/A     | $35100.00          | $33435.61          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.5300%  | N/A     | $600000.00         | $598781.50         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $316339498.00      | $167316550.17      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0520%  | N/A     | $23423435.00       | $419694.44         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | 5.9340%  | N/A     | $580000.00         | $29831.84          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.9930%  | N/A     | $155000.00         | $1535.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.6580%  | N/A     | $200000.00         | $1514.10           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.0500%  | N/A     | $1750000.00        | $30896.34          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | 2.8800%  | N/A     | $145000.00         | $11339.24          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 6.1990%  | N/A     | $3593000.00        | $25225.60          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-01-01      | 5.9550%  | N/A     | $5089993.00        | $112175.61         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $228916549.00      | $238715347.29      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 3.4850%  | N/A     | $575000.00         | $568828.73         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.3100%  | N/A     | $1070000.00        | $1116070.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | 2.7430%  | N/A     | $880000.00         | $217568.70         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.4700%  | N/A     | $330000.00         | $206577.88         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-12-01      | 4.5000%  | N/A     | $214940000.00      | $200660638.05      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.7240%  | N/A     | $500000.00         | $137651.43         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $154734737.00      | $150483372.43      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $161268440.00      | $149954785.99      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 3.8350%  | N/A     | $38228000.00       | $37518232.42       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.6000%  | N/A     | $20517000.00       | $20577413.46       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.9800%  | N/A     | $125000.00         | $123501.01         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.0400%  | N/A     | $498400.00         | $464443.41         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 5.7410%  | N/A     | $10000000.00       | $734032.34         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.1200%  | N/A     | $5810000.00        | $4831124.58        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.6200%  | N/A     | $4194000.00        | $4248042.49        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.3250%  | N/A     | $2955000.00        | $2906609.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 6.3500%  | N/A     | $1200000.00        | $72715.68          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-11-01      | 2.7770%  | N/A     | $620000.00         | $131692.12         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 3.9900%  | N/A     | $46500000.00       | $45248646.27       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 3.8800%  | N/A     | $5962000.00        | $5792730.21        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | 4.4600%  | N/A     | $12341000.00       | $12424299.01       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-03-01      | 5.2600%  | N/A     | $7665000.00        | $7988050.79        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | 4.1700%  | N/A     | $50000.00          | $49849.46          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | 5.7310%  | N/A     | $150000.00         | $11475.07          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $295669074.00      | $308146933.08      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 6.3140%  | N/A     | $17853000.00       | $215941.66         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5400%  | N/A     | $341307.00         | $330218.86         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.6300%  | N/A     | $2548000.00        | $2581533.52        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 6.3940%  | N/A     | $610000.00         | $2977.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 4.7900%  | N/A     | $240000.00         | $243956.31         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 2.4500%  | N/A     | $6000000.00        | $4937564.95        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $168191109.00      | $168796017.36      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-11-01      | 2.9920%  | N/A     | $23828464.00       | $2650727.35        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 3.8900%  | N/A     | $63777000.00       | $62743150.02       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 3.7600%  | N/A     | $79849000.00       | $78109879.92       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-10-01      | 6.3600%  | N/A     | $575000.00         | $19090.87          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 4.6200%  | N/A     | $1830000.00        | $1835584.55        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 2.6700%  | N/A     | $600000.00         | $133008.60         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 5.2800%  | N/A     | $925000.00         | $950200.08         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 7.0820%  | N/A     | $333708.00         | $4572.27           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | 5.8400%  | N/A     | $575000.00         | $6912.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.4220%  | N/A     | $18250000.00       | $228084.89         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | 5.9870%  | N/A     | $9000000.00        | $247340.80         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | 5.8450%  | N/A     | $2679223.00        | $100465.27         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | 4.5100%  | N/A     | $17569000.00       | $17697412.80       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.1000%  | N/A     | $4000000.00        | $3920723.11        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 4.6200%  | N/A     | $515000.00         | $518152.14         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 6.0040%  | N/A     | $1050000.00        | $6105.52           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.6490%  | N/A     | $10209226.00       | $10209818.42       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.9230%  | N/A     | $2144000.00        | $22085.19          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | 6.1210%  | N/A     | $20000000.00       | $342017.97         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.4690%  | N/A     | $4050000.00        | $23117.86          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | 6.0140%  | N/A     | $8500000.00        | $160393.36         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | 6.1710%  | N/A     | $5000000.00        | $141639.77         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.7800%  | N/A     | $50000.00          | $49058.94          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.5000%  | N/A     | $9750000.00        | $9742775.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 3.1900%  | N/A     | $491800.00         | $452400.16         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.9220%  | N/A     | $9256885.00        | $425322.62         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | 6.2880%  | N/A     | $630000.00         | $30572.83          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-07-01      | 6.7990%  | N/A     | $43350679.00       | $232115.12         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.9410%  | N/A     | $1692065.00        | $1675803.39        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.5900%  | N/A     | $50002447.00       | $229301.22         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 5.8350%  | N/A     | $130000.00         | $6082.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.5350%  | N/A     | $2317000.00        | $2323634.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 3.9900%  | N/A     | $7280000.00        | $7175161.94        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | 6.8670%  | N/A     | $38350572.00       | $169010.68         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2026-07-02      | 0.0000%  | N/A     | $100.00            | $99.37             | U.S. Treasuries (including strips) |

### Security 245: 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: OQB009C03
- **C.18 - Value (incl. sponsor support):** $492852000.00
- **C.18.a - Value (excl. sponsor support):** $492852000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 | 2032-04-30      | 4.0000%  | N/A     | $59675505.86       | $59148571.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $86865756.42       | $88722247.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $87508041.15       | $88722280.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | 3.3750%  | N/A     | $89505570.30       | $88722284.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $85881530.98       | $88722245.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.8750%  | N/A     | $87403556.52       | $88722289.38       | U.S. Treasuries (including strips) |

### Security 246: 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: OQB009C11
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 | 2050-11-15      | 0.0000%  | N/A     | $9707000.00        | $2709029.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $132305000.00      | $33797312.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $17193000.00       | $4407253.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $24820000.00       | $9071213.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $2146000.00        | $854047.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $2613600.00        | $771168.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $3570800.00        | $954653.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $158790000.00      | $121920073.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $104000.00         | $58836.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $394000.00         | $137860.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $14783000.00       | $9895001.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $5114000.00        | $4202782.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $15974000.00       | $12690815.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $792000.00         | $183763.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $562000.00         | $250140.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $8503000.00        | $3335590.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $2414000.00        | $894560.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $35054000.00       | $31037898.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $269200.00         | $74544.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 0.0000%  | N/A     | $155533000.00      | $143486658.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $9394000.00        | $3201569.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $33423000.00       | $8823003.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $56000.00          | $20946.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $4793000.00        | $1160672.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $1726000.00        | $471871.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 0.0000%  | N/A     | $111000.00         | $102602.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $253415000.00      | $215088515.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 0.0000%  | N/A     | $111000.00         | $96494.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $203000.00         | $50331.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $690000.00         | $248938.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $13791000.00       | $9467521.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 3.3750%  | N/A     | $257395700.00      | $215082207.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $11057000.00       | $9687999.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $14660000.00       | $4732394.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $4860000.00        | $1292954.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $2547000.00        | $2138759.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $28831000.00       | $22635073.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $806500.00         | $386377.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $16003000.00       | $6155441.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $3145000.00        | $1676819.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $218218000.00      | $215835059.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 0.0000%  | N/A     | $111000.00         | $92453.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $6454000.00        | $1596461.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $46077000.00       | $43841896.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $587000.00         | $273533.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $13128000.00       | $3533795.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $22589000.00       | $10145578.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $3509000.00        | $1112738.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $405000.00         | $92269.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $105264700.00      | $78900734.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $2813000.00        | $711016.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $3612000.00        | $1551455.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $41028000.00       | $28909149.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $446000.00         | $104439.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $50113000.00       | $15675847.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $3216400.00        | $869553.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $30000.00          | $9945.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $713000.00         | $224188.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $473000.00         | $144927.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $175300.00         | $85220.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $13658000.00       | $5771556.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $65000.00          | $27088.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $95327000.00       | $30337817.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $2151300.00        | $499015.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $21943600.00       | $5315617.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $24514000.00       | $10740956.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $86022000.00       | $46548052.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $143185000.00      | $33037075.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $23138000.00       | $10258463.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $18524000.00       | $4430755.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $846000.00         | $387953.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $31497000.00       | $21353800.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $256000.00         | $124295.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $20000.00          | $6541.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $2830000.00        | $1279508.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $9663000.00        | $2285550.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $24335400.00       | $6915633.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $2726000.00        | $801307.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $143000.00         | $33330.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $49000.00          | $11251.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $7442500.00        | $1878189.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.0000%  | N/A     | $111000.00         | $106880.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 0.0000%  | N/A     | $111000.00         | $94426.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $3604000.00        | $1456441.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $722000.00         | $594652.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $75000.00          | $35535.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $135000.00         | $88419.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $3855000.00        | $1254571.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $6592000.00        | $1915371.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $994000.00         | $233580.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 0.0000%  | N/A     | $111000.00         | $98513.28          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $12112000.00       | $4788491.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $13125000.00       | $3750468.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $27013000.00       | $8895461.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $4176000.00        | $2722752.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $38175700.00       | $14557081.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $576900.00         | $140994.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $622000.00         | $182121.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $10887000.00       | $3240515.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $27986800.00       | $7844420.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $600000.00         | $297346.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $75000.00          | $26601.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $1251000.00        | $378702.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $15211000.00       | $7043666.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $334000.00         | $170607.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $246000.00         | $60193.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $12332000.00       | $3486996.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 0.0000%  | N/A     | $17086000.00       | $16422721.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $20880000.00       | $7705555.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $3125000.00        | $1307384.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $23612000.00       | $7578956.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $9372000.00        | $6856180.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $3000.00           | $1555.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $9534000.00        | $2508300.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $1561500.00        | $390390.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $26461000.00       | $18402037.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $17550000.00       | $10223682.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $1403000.00        | $350960.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $25002000.00       | $10626625.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 0.0000%  | N/A     | $12619000.00       | $11759027.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | 0.0000%  | N/A     | $635000.00         | $518322.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $172000.00         | $84002.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $68300.00          | $19685.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $4205000.00        | $1097673.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $496000.00         | $188491.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $176002000.00      | $125512306.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $5573000.00        | $2545746.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $19151000.00       | $15913082.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $20639000.00       | $6969583.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $23084033.00       | $18552475.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $700000.00         | $531969.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $25028700.00       | $18994230.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $6951000.00        | $6809616.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 0.0000%  | N/A     | $14171000.00       | $14149403.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $20190000.00       | $6154113.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $18840000.00       | $6528945.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2056-02-15      | 0.0000%  | N/A     | $92000.00          | $20755.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $23202000.00       | $8719195.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $19973083.00       | $9540942.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $275993800.00      | $270980358.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $12467000.00       | $4819368.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $2526000.00        | $1602645.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $25855000.00       | $23614405.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $547149100.00      | $455705884.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $1470000.00        | $400075.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $27767000.00       | $20561741.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $50375000.00       | $25609138.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $12486600.00       | $2958075.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $13770000.00       | $6787260.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $10944000.00       | $5742207.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $19000.00          | $5894.94           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $26463000.00       | $8175585.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $8717000.00        | $2262410.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $915000.00         | $371773.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $3813000.00        | $1909474.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $5149000.00        | $4416616.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $493000.00         | $483163.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $2913000.00        | $2742828.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $10334000.00       | $3629269.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $48000.00          | $16127.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $8171600.00        | $5111343.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $172284900.00      | $149381000.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $7627000.00        | $2100780.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $13898000.00       | $7981412.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $11109000.00       | $3952448.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $798000.00         | $401405.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $2862000.00        | $653852.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $2518000.00        | $759025.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $4925000.00        | $4003379.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $15123000.00       | $3574169.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $1916000.00        | $834772.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $15202000.00       | $14751032.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $670000.00         | $276322.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $2388000.00        | $1725669.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $8693000.00        | $5216999.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $15603000.00       | $7336951.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $12000000.00       | $5917272.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $31661300.00       | $24598867.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $22310600.00       | $6659267.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $65000.00          | $24659.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $5749000.00        | $3204952.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $44689000.00       | $40412754.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $42665700.00       | $38183284.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 0.0000%  | N/A     | $111000.00         | $108933.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $35327000.00       | $20888113.23       | U.S. Treasuries (including strips) |

### Security 247: 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: OQB009C29
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 | 2029-11-30      | 3.8750%  | N/A     | $71160820.00       | $72007268.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.3750%  | N/A     | $71611920.00       | $72007266.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $47380100.00       | $48004949.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $76278580.00       | $72007261.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 4.3750%  | N/A     | $70289240.00       | $72007260.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $73266720.00       | $72007265.08       | U.S. Treasuries (including strips) |

### Security 248: 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: OQB009C37
- **C.18 - Value (incl. sponsor support):** $5850000000.00
- **C.18.a - Value (excl. sponsor support):** $5850000000.00
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; 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 | 2055-10-01      | 6.0000%  | N/A     | $17480000.00       | $17623694.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $24673491.00       | $20489954.55       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $19200443.00       | $19500270.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 3.5000%  | N/A     | $20305825.00       | $19540609.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $24505631.00       | $18274204.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.0000%  | N/A     | $63745193.00       | $34961735.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 4.0000%  | N/A     | $157796547.00      | $24793704.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $30890932.00       | $31164950.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 1.5000%  | N/A     | $32965527.00       | $19423140.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.5000%  | N/A     | $39330255.00       | $34955992.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $21308573.00       | $21449441.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $23558446.00       | $22173351.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $75017920.00       | $19280776.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.0000%  | N/A     | $74767052.00       | $34935817.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.0000%  | N/A     | $30601603.00       | $27412294.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $24613052.00       | $24164135.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $65980000.00       | $25194692.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.0000%  | N/A     | $109247138.00      | $21459509.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $21664120.00       | $19978498.13       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $24665737.00       | $18413639.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.0000%  | N/A     | $27077245.00       | $21899252.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $42805640.00       | $31337068.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.5000%  | N/A     | $245737700.00      | $27015467.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.0000%  | N/A     | $102993006.00      | $21085887.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.5000%  | N/A     | $30940406.00       | $25752558.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $23671936.00       | $20350752.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $19527307.00       | $17580354.26       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $32287811.00       | $31891537.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $34744811.00       | $31940541.96       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $26464279.00       | $27597032.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $34274301.00       | $23604689.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $23070410.00       | $20446795.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $31000000.00       | $22298935.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $38226052.00       | $26109523.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $25466376.00       | $23070230.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $19603889.00       | $18805733.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $64060000.00       | $19626938.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $26468000.00       | $20932839.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $50000000.00       | $34602262.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $25376351.00       | $18436417.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $150161950.00      | $25842446.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $25236104.00       | $24462329.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $33682720.00       | $27361066.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $21500000.00       | $20738637.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $37294702.00       | $25312145.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $38727730.00       | $32019765.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $33909152.00       | $29738192.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $23751174.00       | $18582111.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $21765703.00       | $19990000.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 4.5000%  | N/A     | $30522267.00       | $25872125.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $33484447.00       | $19872734.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $38087806.00       | $31849822.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $31714005.00       | $31175519.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $31988873.00       | $31241596.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $99084452.00       | $20542256.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $34200000.00       | $27177860.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $52458025.00       | $28732019.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $27157447.00       | $26862538.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $30617961.00       | $24250471.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $29298569.00       | $29040177.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $29183000.00       | $26454374.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5000%  | N/A     | $23146110.00       | $18999561.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2061-01-01      | 3.0000%  | N/A     | $66560271.00       | $33258694.15       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $18299971.00       | $17659508.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $26830106.00       | $19009904.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $42960945.00       | $31275027.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $37542808.00       | $25916254.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $25697193.00       | $21367828.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | 5.0000%  | N/A     | $18050226.00       | $17831067.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $23560909.00       | $22533720.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $34919410.00       | $22861325.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $43285980.00       | $26697949.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.0000%  | N/A     | $30316260.00       | $29901805.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $25459414.00       | $23612188.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $33403618.00       | $30162355.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $33361125.00       | $31615572.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $30594046.00       | $21615382.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $33221771.00       | $21917253.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $23372197.00       | $23068641.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $25558888.00       | $19506660.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 2.5000%  | N/A     | $27419416.00       | $17792291.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $40679937.00       | $26406892.96       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $31202033.00       | $32115984.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $30432031.00       | $26890323.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $39969573.00       | $29720552.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $39072065.00       | $24693431.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $18210757.00       | $17389681.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $20241978.00       | $20030323.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $24905713.00       | $24461815.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $88782827.00       | $24973535.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $28556353.00       | $19404931.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $188980326.00      | $33241867.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | 6.0000%  | N/A     | $26385218.00       | $23391294.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $60020000.00       | $30742697.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $24203891.00       | $23385380.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $22230076.00       | $21422356.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 4.0000%  | N/A     | $24744455.00       | $19781653.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 4.0000%  | N/A     | $34377428.00       | $19152092.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-25      | 6.5000%  | N/A     | $30175573.00       | $21296673.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $230316207.00      | $35085396.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $15195381.00       | $8385329.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $44100000.00       | $33845852.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $31229260.00       | $31077461.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.5000%  | N/A     | $19792144.00       | $17825405.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $25192106.00       | $24953216.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $40632765.00       | $27495825.26       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $39024000.00       | $23938273.55       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $31642568.00       | $17561260.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $33261404.00       | $22163203.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $33200508.00       | $22543244.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $30199850.00       | $17952872.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $31770845.00       | $22339752.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | 4.5000%  | N/A     | $35271255.00       | $34780964.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $33874950.00       | $31597426.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $30284927.00       | $18376063.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $28000000.00       | $18538758.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $22057078.00       | $20086250.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $19191371.00       | $18454749.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $33692792.00       | $33229953.41       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $71330751.00       | $30607697.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 1.5000%  | N/A     | $48525000.00       | $25696469.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.5000%  | N/A     | $45544717.00       | $21969435.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 2.5000%  | N/A     | $28694738.00       | $17357718.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $30848847.00       | $28362441.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $21300960.00       | $20634784.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.0000%  | N/A     | $28606989.00       | $25098209.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $21301000.00       | $19571329.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $123583786.00      | $24618256.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 4.0000%  | N/A     | $57319368.00       | $17844353.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $34613915.00       | $33723670.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $28467894.00       | $20331480.19       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $28015390.00       | $26403376.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $45106916.00       | $34997443.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $155803000.00      | $33628407.98       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $19550166.00       | $18093693.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $28136000.00       | $25064910.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $28926348.00       | $19987367.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $28000000.00       | $22801042.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $28576567.00       | $27131641.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.0000%  | N/A     | $43000000.00       | $23604772.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.0000%  | N/A     | $32000000.00       | $24940641.96       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $28118351.00       | $21098147.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.0000%  | N/A     | $40960158.00       | $34452338.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $20439925.00       | $18518327.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $30567759.00       | $23648551.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 4.5000%  | N/A     | $20049393.00       | $18300665.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $26849818.00       | $19858348.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | 4.5000%  | N/A     | $19727103.00       | $19750479.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.5000%  | N/A     | $28812068.00       | $21684140.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $38024000.00       | $28941694.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | 2.0000%  | N/A     | $61415916.00       | $18701621.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $21505568.00       | $21238072.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $30387867.00       | $26050128.65       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $38000000.00       | $31415955.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $30351995.00       | $21896824.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $39721625.00       | $24262056.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $27750000.00       | $25330071.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 6.5000%  | N/A     | $16830509.00       | $17641137.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $31941157.00       | $27350603.02       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $38038571.00       | $26805531.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $31856591.00       | $19882764.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $28429617.00       | $20373231.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $32774373.00       | $29258665.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $40898155.00       | $30461230.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $38370000.00       | $26806945.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $58886378.00       | $34376987.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $66847301.00       | $25205117.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $24689629.00       | $18629780.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $22229968.00       | $19907263.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $31427893.00       | $17981958.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $31864944.00       | $26900768.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $30579418.00       | $29522814.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.0000%  | N/A     | $25061242.00       | $20624339.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $100151280.00      | $25373522.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 7.0000%  | N/A     | $34859452.00       | $32048696.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.5000%  | N/A     | $31037067.00       | $20678993.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $32579899.00       | $21350344.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $37059669.00       | $30337020.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-04-01      | 4.0000%  | N/A     | $34986478.00       | $33753045.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2058-05-01      | 4.5000%  | N/A     | $72000000.00       | $21110860.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $37840000.00       | $31656199.15       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $26074370.00       | $19365506.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.0000%  | N/A     | $68412783.00       | $19516692.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $23649522.00       | $23662931.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $36977625.00       | $29824051.19       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 3.5000%  | N/A     | $25868172.00       | $21537217.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.0000%  | N/A     | $55832132.00       | $31863157.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $132607226.00      | $31297026.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $36173947.00       | $26516409.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $37186995.00       | $29358455.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $30399319.00       | $28162839.26       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $21730000.00       | $21185611.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $26535837.00       | $25011485.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $24199305.00       | $24662944.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $45122675.00       | $32790445.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $32284814.00       | $22390674.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $33415215.00       | $23474637.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1901583.00        | $1745718.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $41164759.00       | $24279775.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.5000%  | N/A     | $59298179.00       | $24848051.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $24491187.00       | $23634044.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $43000000.00       | $31414386.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $31886451.00       | $31619980.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.5000%  | N/A     | $22279995.00       | $23008696.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $29695624.00       | $22762354.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $38911281.00       | $27492489.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $24664397.00       | $17889615.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $39820722.00       | $32752003.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $39584581.00       | $33918113.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $31368083.00       | $32752277.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $29946950.00       | $20535478.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.5000%  | N/A     | $44727833.00       | $33341584.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.5000%  | N/A     | $22150321.00       | $22359188.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $22482974.00       | $22296259.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $33031600.00       | $23551479.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $30547345.00       | $26311586.26       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 1.5000%  | N/A     | $21166985.00       | $18027679.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 2.5000%  | N/A     | $32140407.00       | $20933635.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $22147856.00       | $21464349.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $36939018.00       | $32639744.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $41802505.00       | $27711880.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $24089767.00       | $22026292.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $29727306.00       | $25132184.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $44212244.00       | $29060718.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $28160392.00       | $20451039.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.5000%  | N/A     | $24792741.00       | $22224775.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 2.0000%  | N/A     | $19551768.00       | $17949033.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $47004000.00       | $33142455.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $95914890.00       | $19125179.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $27676673.00       | $26449947.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $30312824.00       | $29731275.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $27954744.00       | $27133096.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $61191263.00       | $31724246.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $26862000.00       | $19826511.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.0000%  | N/A     | $99937401.00       | $20721383.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $21314607.00       | $18978410.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $26670819.00       | $21366521.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.5000%  | N/A     | $25183389.00       | $22292778.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $23814963.00       | $23687552.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-08-01      | 6.5000%  | N/A     | $30994846.00       | $26859089.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.0000%  | N/A     | $66511255.00       | $18643600.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 6.0000%  | N/A     | $41920000.00       | $27569580.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $52226122.00       | $27915296.66       | Agency Mortgage-Backed Securities |

### Security 249: 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: 0VY001CH3
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; 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

**C.8 - Repurchase 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 | 2029-10-31      | 4.1250%  | N/A     | $898536000.00      | $903377311.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $14391000.00       | $14715789.77       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** JPMORGAN TRUST II

**Date:** 2026-05-07

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

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

**Title of Signing Officer:** Treasurer