# EDGAR Filing Document

**Accession Number:** 0001094885
**File Stem:** 0001410368-26-057217
**Filing Date:** 2026-6
**Character Count:** 1506745
**Document Hash:** 2c0fe580a9f2f38d5a007ac23e9000ff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-057217.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001410368-26-057217

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STATE STREET MASTER FUNDS
- **CENTRAL INDEX KEY:** 0001094885

**ORGANIZATION NAME:**
- **EIN:** 043480508
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09599
- **FILM NUMBER:** 261067165

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STATE STREET MASTER TRUST
- **DATE OF NAME CHANGE:** 19990913

## Series and Classes Contracts Data

### State Street U.S. Government Money Market Portfolio (Series ID: S000010686)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000029566 | State Street U.S. Government Money Market Portfolio |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001094885

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

**Registrant Full Name:** STATE STREET MASTER FUNDS

**CIK Number of Registrant:** 0001094885

**LEI of Registrant:** 549300NPC2XKLU7VNS49

**Name of Series:** State Street U.S. Government Money Market Portfolio

**LEI of Series:** 549300EG2J8MKJKUK458

**EDGAR Series Identifier:** S000010686

**Total number of share classes in the series:** 1

**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            | SSGA Funds Management, Inc.                     | 801-60103         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | SSGA Funds Management, Inc.                     |  |
| Transfer Agent                | None<br>CIK: —                                  |  |

### Fund Characteristics & Assets

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

- **Is this a Master Fund?:** Yes

- **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:** 38 days

- **WAL:** 87 days

- **Total Value of Portfolio Securities:** $208206394755.62

- **Amortized Cost of Portfolio Securities:** $208222645002.33

- **Cash:** $18593960131.56

- **Total Other Assets:** $459708232.74

- **Total Liabilities:** $14640857.24

- **Net Assets of Series:** $227261672509.39

- **Number of Shares Outstanding (Series):** 0.0000

- **Does the fund seek to maintain a stable price per share?:** No

- **Stable Price Per Share:** $0.00

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $170083756984.00          | $171276753212.38           | 82.5900%                  | 83.1700%                   |
| 2026-05-04 | $174295779068.51          | $176102850502.66           | 83.0000%                  | 83.8600%                   |
| 2026-05-05 | $179230808714.78          | $181037887625.86           | 83.3900%                  | 84.2300%                   |
| 2026-05-06 | $184145149054.51          | $185389834988.56           | 83.9700%                  | 84.5400%                   |
| 2026-05-07 | $183036635601.86          | $185629330085.53           | 83.7900%                  | 84.9800%                   |
| 2026-05-08 | $179209405477.32          | $179728308766.75           | 84.0500%                  | 84.2900%                   |
| 2026-05-11 | $184214401054.55          | $184733328187.53           | 84.1400%                  | 84.3800%                   |
| 2026-05-12 | $191233320033.86          | $191785454452.35           | 84.6300%                  | 84.8700%                   |
| 2026-05-13 | $186813881511.47          | $187723023210.70           | 84.1900%                  | 84.6000%                   |
| 2026-05-14 | $192697064283.94          | $193305013030.95           | 84.7000%                  | 84.9700%                   |
| 2026-05-15 | $188819930354.43          | $189427886342.81           | 84.4300%                  | 84.7000%                   |
| 2026-05-18 | $191165326303.49          | $191740104428.74           | 84.6100%                  | 84.8600%                   |
| 2026-05-19 | $192283867550.09          | $192358651862.84           | 84.8700%                  | 84.9000%                   |
| 2026-05-20 | $190516294123.39          | $190933684961.82           | 84.7600%                  | 84.9400%                   |
| 2026-05-21 | $193643689798.17          | $194061087735.18           | 84.7800%                  | 84.9600%                   |
| 2026-05-22 | $186939090628.98          | $187743185616.48           | 84.1500%                  | 84.5100%                   |
| 2026-05-26 | $190080681699.20          | $190996655437.42           | 84.3800%                  | 84.7800%                   |
| 2026-05-27 | $192003228774.23          | $192756648176.91           | 84.6400%                  | 84.9700%                   |
| 2026-05-28 | $191959074313.91          | $192712533529.37           | 84.6300%                  | 84.9700%                   |
| 2026-05-29 | $192383210419.63          | $193256716374.35           | 84.6500%                  | 85.0300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 0.0000%             |
| 2026-05-04 | 0.0000%             |
| 2026-05-05 | 0.0000%             |
| 2026-05-06 | 0.0000%             |
| 2026-05-07 | 0.0000%             |
| 2026-05-08 | 0.0000%             |
| 2026-05-11 | 0.0000%             |
| 2026-05-12 | 0.0000%             |
| 2026-05-13 | 0.0000%             |
| 2026-05-14 | 0.0000%             |
| 2026-05-15 | 0.0000%             |
| 2026-05-18 | 0.0000%             |
| 2026-05-19 | 0.0000%             |
| 2026-05-20 | 0.0000%             |
| 2026-05-21 | 0.0000%             |
| 2026-05-22 | 0.0000%             |
| 2026-05-26 | 0.0000%             |
| 2026-05-27 | 0.0000%             |
| 2026-05-28 | 0.0000%             |
| 2026-05-29 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.0000                      |
|  |  |
| 2026-05-04 | 0.0000                      |
|  |  |
| 2026-05-05 | 0.0000                      |
|  |  |
| 2026-05-06 | 0.0000                      |
|  |  |
| 2026-05-07 | 0.0000                      |
|  |  |
| 2026-05-08 | 0.0000                      |
|  |  |
| 2026-05-11 | 0.0000                      |
|  |  |
| 2026-05-12 | 0.0000                      |
|  |  |
| 2026-05-13 | 0.0000                      |
|  |  |
| 2026-05-14 | 0.0000                      |
|  |  |
| 2026-05-15 | 0.0000                      |
|  |  |
| 2026-05-18 | 0.0000                      |
|  |  |
| 2026-05-19 | 0.0000                      |
|  |  |
| 2026-05-20 | 0.0000                      |
|  |  |
| 2026-05-21 | 0.0000                      |
|  |  |
| 2026-05-22 | 0.0000                      |
|  |  |
| 2026-05-26 | 0.0000                      |
|  |  |
| 2026-05-27 | 0.0000                      |
|  |  |
| 2026-05-28 | 0.0000                      |
|  |  |
| 2026-05-29 | 0.0000                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $227261672509.39

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.0000          |
|  |  |
| 2026-05-04 | 0.0000          |
|  |  |
| 2026-05-05 | 0.0000          |
|  |  |
| 2026-05-06 | 0.0000          |
|  |  |
| 2026-05-07 | 0.0000          |
|  |  |
| 2026-05-08 | 0.0000          |
|  |  |
| 2026-05-11 | 0.0000          |
|  |  |
| 2026-05-12 | 0.0000          |
|  |  |
| 2026-05-13 | 0.0000          |
|  |  |
| 2026-05-14 | 0.0000          |
|  |  |
| 2026-05-15 | 0.0000          |
|  |  |
| 2026-05-18 | 0.0000          |
|  |  |
| 2026-05-19 | 0.0000          |
|  |  |
| 2026-05-20 | 0.0000          |
|  |  |
| 2026-05-21 | 0.0000          |
|  |  |
| 2026-05-22 | 0.0000          |
|  |  |
| 2026-05-26 | 0.0000          |
|  |  |
| 2026-05-27 | 0.0000          |
|  |  |
| 2026-05-28 | 0.0000          |
|  |  |
| 2026-05-29 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 0.0000%           |
| 2026-05-04 | 0.0000%           |
| 2026-05-05 | 0.0000%           |
| 2026-05-06 | 0.0000%           |
| 2026-05-07 | 0.0000%           |
| 2026-05-08 | 0.0000%           |
| 2026-05-11 | 0.0000%           |
| 2026-05-12 | 0.0000%           |
| 2026-05-13 | 0.0000%           |
| 2026-05-14 | 0.0000%           |
| 2026-05-15 | 0.0000%           |
| 2026-05-18 | 0.0000%           |
| 2026-05-19 | 0.0000%           |
| 2026-05-20 | 0.0000%           |
| 2026-05-21 | 0.0000%           |
| 2026-05-22 | 0.0000%           |
| 2026-05-26 | 0.0000%           |
| 2026-05-27 | 0.0000%           |
| 2026-05-28 | 0.0000%           |
| 2026-05-29 | 0.0000%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 99.1100%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Barclays Bank PLC Repo

- **C.1 - Title:** Barclays Bank PLC Repo 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 09999C008, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 09999C008_3.63_0601
- **C.18 - Value (incl. sponsor support):** $955000000.00
- **C.18.a - Value (excl. sponsor support):** $955000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $1085169000.00     | $974005689.07      | U.S. Treasuries (including strips) |

### Security 2: RBC Capital Markets LLC Tri Party Repo

- **C.1 - Title:** RBC Capital Markets LLC Tri Party Repo 3.639900%
- **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: 15499Q009, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 15499Q009_3.64_0601
- **C.18 - Value (incl. sponsor support):** $1595000000.00
- **C.18.a - Value (excl. sponsor support):** $1595000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL                    | 2038-10-20      | 6.0000%  | 0.0000% | $6000.00           | $3.36              | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2038-11-20      | 6.0000%  | 0.0000% | $323000.00         | $449.46            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2027-11-15      | 7.0000%  | 0.0000% | $25000.00          | $4.83              | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2027-11-15      | 7.0000%  | 0.0000% | $25000.00          | $2.61              | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2028-11-15      | 6.0000%  | 0.0000% | $25000.00          | $9.54              | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2039-09-15      | 4.5000%  | 0.0000% | $36625.00          | $3206.15           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2029-04-15      | 7.0000%  | 0.0000% | $37126.00          | $26.44             | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2029-08-15      | 7.0000%  | 0.0000% | $25000.00          | $63.61             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.0000%  | 0.0000% | $12902704.00       | $10496090.41       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.0000%  | 0.0000% | $13167094.00       | $11538943.45       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.0000%  | 0.0000% | $20183494.00       | $15933205.54       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.0000%  | 0.0000% | $17013522.00       | $14071301.08       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-05-01      | 6.0000%  | 0.0000% | $7774259.00        | $7099607.80        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $13897547.00       | $12465071.64       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2026-12-01      | 3.0000%  | 0.0000% | $3000000.00        | $22611.53          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2027-03-01      | 3.0000%  | 0.0000% | $4000000.00        | $47354.04          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2027-04-01      | 3.0000%  | 0.0000% | $1600000.00        | $21076.52          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2027-08-01      | 3.0000%  | 0.0000% | $2450000.00        | $47554.46          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2027-09-01      | 3.0000%  | 0.0000% | $6207027.00        | $142267.56         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2047-12-01      | 3.5000%  | 0.0000% | $4000.00           | $484.47            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-02-01      | 3.0000%  | 0.0000% | $1000000.00        | $106916.58         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-04-01      | 3.0000%  | 0.0000% | $10301395.00       | $405624.45         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-04-01      | 3.5000%  | 0.0000% | $3100000.00        | $111029.02         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-06-01      | 3.5000%  | 0.0000% | $3500000.00        | $126991.07         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-07-01      | 3.5000%  | 0.0000% | $1598109.00        | $59064.66          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-09-01      | 3.5000%  | 0.0000% | $1500000.00        | $44850.80          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-08-01      | 3.5000%  | 0.0000% | $1000000.00        | $41475.37          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2031-07-01      | 1.5000%  | 0.0000% | $136000000.00      | $46799889.08       | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2028-11-15      | 6.5000%  | 0.0000% | $5000.00           | $2.74              | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2034-04-15      | 7.0000%  | 0.0000% | $48000.00          | $524.81            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-05-20      | 5.0000%  | 0.0000% | $274000.00         | $271815.09         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-04-20      | 5.5000%  | 0.0000% | $59000.00          | $59594.29          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-04-20      | 6.0000%  | 0.0000% | $1190000.00        | $1219661.54        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2028-10-20      | 6.5000%  | 0.0000% | $775000.00         | $433.38            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2026-09-20      | 8.0000%  | 0.0000% | $25000.00          | $0.19              | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2029-06-20      | 7.5000%  | 0.0000% | $25230.00          | $7.26              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 6.0000%  | 0.0000% | $10848560.00       | $10714737.50       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 6.0000%  | 0.0000% | $9879180.00        | $10141232.87       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-01-01      | 1.5000%  | 0.0000% | $13164871.00       | $8837517.19        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2038-11-01      | 4.5000%  | 0.0000% | $12678300.00       | $9057174.69        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 2.5000%  | 0.0000% | $13294003.00       | $10659788.17       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2037-07-01      | 3.0000%  | 0.0000% | $12321962.00       | $8955327.11        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-04-01      | 1.5000%  | 0.0000% | $22350348.00       | $17902606.99       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-05-01      | 1.5000%  | 0.0000% | $49736805.00       | $40536685.25       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-07-01      | 2.0000%  | 0.0000% | $38142299.00       | $31026733.17       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-07-01      | 2.5000%  | 0.0000% | $31262230.00       | $24322415.10       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-02-01      | 2.5000%  | 0.0000% | $21009445.00       | $16447041.52       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2037-05-01      | 3.5000%  | 0.0000% | $24785158.00       | $21209839.63       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-05-01      | 3.5000%  | 0.0000% | $20041025.00       | $17126233.52       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2037-10-01      | 3.5000%  | 0.0000% | $18890237.00       | $16415149.63       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-02-01      | 2.0000%  | 0.0000% | $14960675.00       | $11772910.20       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-06-01      | 2.5000%  | 0.0000% | $8484962.00        | $6949435.71        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $6424978.00        | $5738952.02        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-09-01      | 6.0000%  | 0.0000% | $9398410.00        | $8481113.32        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-11-01      | 6.0000%  | 0.0000% | $9121265.00        | $9300817.10        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-11-01      | 6.0000%  | 0.0000% | $8221739.00        | $8031549.21        | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2028-05-15      | 6.5000%  | 0.0000% | $25000.00          | $8.08              | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2027-05-15      | 7.0000%  | 0.0000% | $10200.00          | $0.57              | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2027-06-15      | 7.0000%  | 0.0000% | $68000.00          | $1.75              | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2045-08-20      | 5.3750%  | 0.0000% | $5000000.00        | $285137.78         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2034-06-20      | 5.5000%  | 0.0000% | $133000.00         | $13122.07          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2032-09-20      | 3.5000%  | 0.0000% | $6000000.00        | $556316.47         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2049-10-20      | 5.0000%  | 0.0000% | $87000.00          | $10021.71          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2051-06-20      | 5.0000%  | 0.0000% | $32000.00          | $10148.66          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2053-10-20      | 6.0000%  | 0.0000% | $20000.00          | $6209.52           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2053-12-20      | 8.0000%  | 0.0000% | $25000.00          | $3235.98           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2054-05-20      | 5.0000%  | 0.0000% | $12000.00          | $10031.14          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-02-20      | 5.0000%  | 0.0000% | $19000.00          | $18714.80          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.0000%  | 0.0000% | $30000.00          | $29118.22          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $4035833.00        | $3552530.93        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $11982864.00       | $11533571.32       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $7954719.00        | $7470285.98        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $19537805.00       | $18670581.67       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.0000%  | 0.0000% | $5119281.00        | $4789955.80        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.0000%  | 0.0000% | $7402721.00        | $7346177.22        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.0000%  | 0.0000% | $6158196.00        | $6303052.34        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.0000%  | 0.0000% | $7896823.00        | $7818629.78        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.0000%  | 0.0000% | $15359127.00       | $14816529.36       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.0000%  | 0.0000% | $16474512.00       | $14715761.69       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2046-04-15      | 3.0000%  | 0.0000% | $19672302.00       | $15625332.08       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2050-02-01      | 3.0000%  | 0.0000% | $19217346.00       | $16508269.88       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-05-01      | 6.5000%  | 0.0000% | $36576324.00       | $31882292.18       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.5000%  | 0.0000% | $70788191.00       | $68594201.88       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 6.0000%  | 0.0000% | $1043094.00        | $1081483.23        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 6.0000%  | 0.0000% | $6347735.00        | $6518739.54        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 5.5000%  | 0.0000% | $11052432.00       | $11143591.53       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2027-06-20      | 3.0000%  | 0.0000% | $6750000.00        | $44097.44          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2027-11-20      | 2.0000%  | 0.0000% | $34373262.00       | $605715.12         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2028-01-20      | 2.0000%  | 0.0000% | $9606823.00        | $160346.97         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2028-04-20      | 2.0000%  | 0.0000% | $25000000.00       | $552895.91         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2028-11-20      | 3.0000%  | 0.0000% | $10000000.00       | $210866.87         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-09-01      | 3.0000%  | 0.0000% | $1425000.00        | $116367.39         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-04-01      | 2.0000%  | 0.0000% | $96000.00          | $53373.03          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-03-01      | 2.5000%  | 0.0000% | $90000.00          | $56888.13          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-07-01      | 4.5000%  | 0.0000% | $26000.00          | $18545.24          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-07-01      | 3.0000%  | 0.0000% | $2100000.00        | $908255.83         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-11-01      | 4.0000%  | 0.0000% | $1000000.00        | $369030.13         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-08-01      | 6.0000%  | 0.0000% | $47000.00          | $27961.66          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 4.0000%  | 0.0000% | $19000.00          | $16859.88          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 5.0000%  | 0.0000% | $21000.00          | $20404.63          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2033-07-01      | 3.0000%  | 0.0000% | $21027250.00       | $16834080.52       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2035-08-01      | 2.5000%  | 0.0000% | $17639548.00       | $14460642.28       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2032-08-01      | 2.0000%  | 0.0000% | $4802713.00        | $4011640.01        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2038-06-01      | 3.0000%  | 0.0000% | $5117392.00        | $4418521.74        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2035-10-01      | 3.5000%  | 0.0000% | $9387806.00        | $8225882.84        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2034-01-01      | 4.5000%  | 0.0000% | $2130325.00        | $1414424.47        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2040-03-01      | 3.0000%  | 0.0000% | $1910527.00        | $1593685.25        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-08-01      | 6.5000%  | 0.0000% | $42000.00          | $19498.97          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-11-01      | 5.5000%  | 0.0000% | $24000.00          | $18899.90          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2028-07-01      | 3.0000%  | 0.0000% | $15950000.00       | $372467.89         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2028-07-01      | 2.5000%  | 0.0000% | $10000000.00       | $285447.48         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2042-06-01      | 3.5000%  | 0.0000% | $111000.00         | $12828.75          | Agency Mortgage-Backed Securities  |
| FED HOME LN DISCOUNT NT               | 2026-06-01      | NA       | 0.0000% | $26000000.00       | $26000000.00       | Agency Mortgage-Backed Securities  |
| FEDERAL FARM CREDIT BANK              | 2027-06-24      | 0.7600%  | 0.0000% | $50000.00          | $48509.06          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2029-08-01      | 3.0000%  | 0.0000% | $7982894.00        | $731258.05         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2031-07-01      | 3.0000%  | 0.0000% | $4000000.00        | $1591697.01        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2031-11-01      | 1.5000%  | 0.0000% | $2000000.00        | $769965.10         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2031-01-01      | 1.5000%  | 0.0000% | $68135000.00       | $19320398.69       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2031-04-01      | 1.5000%  | 0.0000% | $48000000.00       | $14710646.47       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2028-09-01      | 2.5000%  | 0.0000% | $4091196.00        | $295222.99         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2031-11-01      | 1.5000%  | 0.0000% | $94640000.00       | $36964199.09       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-07-01      | 3.0000%  | 0.0000% | $1800000.00        | $121025.98         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-06-01      | 3.0000%  | 0.0000% | $3000000.00        | $201772.40         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2038-05-01      | 6.0000%  | 0.0000% | $29106.00          | $166.13            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-06-01      | 4.0000%  | 0.0000% | $10003683.00       | $325798.16         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-09-01      | 4.0000%  | 0.0000% | $18085955.00       | $859299.33         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-04-20      | 4.5000%  | 0.0000% | $15000.00          | $14443.44          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.0000%  | 0.0000% | $26696.00          | $26434.98          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-05-20      | 5.0000%  | 0.0000% | $2669000.00        | $2639504.58        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-05-20      | 4.5000%  | 0.0000% | $22000.00          | $21222.96          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-06-01      | 3.5000%  | 0.0000% | $31000.00          | $21641.18          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2027-08-01      | 2.5000%  | 0.0000% | $10600000.00       | $134542.31         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2027-06-01      | 3.0000%  | 0.0000% | $21505532.00       | $132756.94         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2030-04-20      | 8.0000%  | 0.0000% | $25114.00          | $12.69             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2031-06-20      | 6.5000%  | 0.0000% | $25216.00          | $28.45             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2031-10-20      | 7.0000%  | 0.0000% | $117000.00         | $190.64            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2032-01-20      | 6.5000%  | 0.0000% | $25000.00          | $47.77             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2033-02-20      | 5.5000%  | 0.0000% | $248333086.00      | $1302195.63        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2035-09-20      | 5.5000%  | 0.0000% | $25000.00          | $419.15            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-07-01      | 3.9800%  | 0.0000% | $2585000.00        | $65146.75          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2027-02-01      | 3.0000%  | 0.0000% | $25000000.00       | $102673.52         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2026-10-01      | 3.0000%  | 0.0000% | $3560786.00        | $4294.91           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2027-04-01      | 3.0000%  | 0.0000% | $65463441.00       | $427757.69         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2027-09-01      | 2.5000%  | 0.0000% | $11696569.00       | $77922.43          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-06-01      | 3.0000%  | 0.0000% | $24828219.00       | $601199.29         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-07-01      | 3.0000%  | 0.0000% | $23332369.00       | $675292.01         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-10-01      | 5.0000%  | 0.0000% | $21300000.00       | $209919.04         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-04-01      | 3.0000%  | 0.0000% | $5000000.00        | $267496.68         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-09-01      | 3.5000%  | 0.0000% | $40000000.00       | $2269944.36        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-11-01      | 3.0000%  | 0.0000% | $7200000.00        | $579144.09         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-04-01      | 2.5000%  | 0.0000% | $9783322.00        | $299734.70         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-05-01      | 2.5000%  | 0.0000% | $14152508.00       | $372682.92         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-02-01      | 3.5000%  | 0.0000% | $3476733.00        | $145272.10         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-08-01      | 3.0000%  | 0.0000% | $1525000.00        | $45920.19          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2031-10-01      | 2.5000%  | 0.0000% | $10000000.00       | $1100451.68        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-05-01      | 2.5000%  | 0.0000% | $9781674.00        | $8420240.32        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2034-11-01      | 3.0000%  | 0.0000% | $22348304.00       | $18136738.72       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2034-06-01      | 4.0000%  | 0.0000% | $6399257.00        | $5851407.63        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2038-06-01      | 4.0000%  | 0.0000% | $16755382.00       | $14935806.95       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-04-01      | 2.0000%  | 0.0000% | $9933045.00        | $8583358.81        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-02-01      | 3.0000%  | 0.0000% | $1500000.00        | $281022.78         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2039-10-01      | 5.0000%  | 0.0000% | $13020812.00       | $600883.29         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-07-01      | 3.0000%  | 0.0000% | $63591474.00       | $45416703.22       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-11-01      | 5.0000%  | 0.0000% | $141756423.00      | $118730094.14      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-11-01      | 5.5000%  | 0.0000% | $13529052.00       | $10588518.14       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-11-01      | 6.0000%  | 0.0000% | $30770326.00       | $30485553.65       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-11-01      | 6.0000%  | 0.0000% | $45273359.00       | $46052236.52       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-11-01      | 6.0000%  | 0.0000% | $88934617.00       | $89800829.85       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-05-01      | 4.0000%  | 0.0000% | $18760000.00       | $9192.75           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2046-11-01      | 3.0000%  | 0.0000% | $98817510.00       | $23455312.47       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-04-01      | 3.0000%  | 0.0000% | $2000000.00        | $170311.50         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2034-04-01      | 4.5000%  | 0.0000% | $1431452.00        | $273880.45         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-09-01      | 5.0000%  | 0.0000% | $749097.00         | $508434.16         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2034-02-01      | 4.5000%  | 0.0000% | $2000000.00        | $353911.62         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2034-05-01      | 4.5000%  | 0.0000% | $4746159.00        | $557920.39         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2030-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $99672.72          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 6.0000%  | 0.0000% | $11989695.00       | $12115988.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-11-15      | 6.6250%  | 0.0000% | $20000.00          | $22045.73          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-05-23      | 4.5000%  | 0.0000% | $2025000.00        | $2026271.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-05-25      | 4.5000%  | 0.0000% | $1948000.00        | $1948728.55        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2038-01-01      | 6.0000%  | 0.0000% | $1000.00           | $3.63              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2032-04-01      | 7.0000%  | 0.0000% | $4000.00           | $3.76              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2032-06-01      | 7.0000%  | 0.0000% | $3000.00           | $2.81              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2035-08-01      | 5.0000%  | 0.0000% | $3000.00           | $13.14             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2029-01-01      | 2.0000%  | 0.0000% | $12100000.00       | $546287.29         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2028-04-01      | 2.0000%  | 0.0000% | $10000000.00       | $298867.50         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2028-04-01      | 2.5000%  | 0.0000% | $4500000.00        | $112992.79         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2035-09-01      | 5.0000%  | 0.0000% | $3000.00           | $18.51             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2045-09-01      | 4.0000%  | 0.0000% | $6000.00           | $460.10            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2028-01-01      | 2.0000%  | 0.0000% | $8100000.00        | $232775.51         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2028-07-01      | 6.0000%  | 0.0000% | $4000.00           | $1.34              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2028-07-01      | 6.5000%  | 0.0000% | $2000.00           | $0.48              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2029-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1.05              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2031-11-01      | 6.0000%  | 0.0000% | $6000.00           | $4.77              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2031-12-01      | 5.5000%  | 0.0000% | $4000.00           | $5.46              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2029-10-01      | 7.0000%  | 0.0000% | $5000.00           | $2.97              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2029-10-01      | 7.5000%  | 0.0000% | $5000.00           | $1.87              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-11-01      | 6.0000%  | 0.0000% | $7396628.00        | $7262692.34        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2045-11-01      | 3.0000%  | 0.0000% | $18087215.00       | $2414809.82        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2047-05-01      | 4.5000%  | 0.0000% | $6000.00           | $671.41            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2036-04-01      | 5.5000%  | 0.0000% | $6000.00           | $4.99              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2031-02-01      | 7.0000%  | 0.0000% | $15000.00          | $24.50             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2026-11-01      | 3.0000%  | 0.0000% | $25000000.00       | $74089.12          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-03-01      | 3.0000%  | 0.0000% | $15000000.00       | $1240238.16        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2034-03-01      | 4.0000%  | 0.0000% | $103205701.00      | $9801265.01        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-10-01      | 3.0000%  | 0.0000% | $9762257.00        | $429339.50         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2031-09-01      | 3.0000%  | 0.0000% | $6850000.00        | $506240.53         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2030-09-01      | 3.0000%  | 0.0000% | $2600000.00        | $189248.80         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2027-05-01      | 3.0500%  | 0.0000% | $3069235.00        | $2133397.97        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-10-01      | 3.4100%  | 0.0000% | $2000000.00        | $569424.17         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2026-07-01      | 2.7000%  | 0.0000% | $160000.00         | $139429.35         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2026-11-01      | 2.3550%  | 0.0000% | $43148000.00       | $42853975.16       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2027-02-01      | 3.0500%  | 0.0000% | $119494683.00      | $118759817.23      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-11-01      | 3.0500%  | 0.0000% | $1656500.00        | $1591881.96        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2027-11-01      | 4.1440%  | 0.0000% | $82141000.00       | $37208581.78       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2027-09-01      | 3.0000%  | 0.0000% | $8000000.00        | $94926.60          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-08-01      | 3.0000%  | 0.0000% | $34699740.00       | $1055021.50        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-10-01      | 3.0000%  | 0.0000% | $30072401.00       | $1069892.12        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2030-10-01      | 3.0000%  | 0.0000% | $9220000.00        | $473511.98         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2030-08-01      | 2.5000%  | 0.0000% | $18353041.00       | $1231384.18        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-05-01      | 5.5000%  | 0.0000% | $8000.00           | $16.80             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2034-11-01      | 6.0000%  | 0.0000% | $1000.00           | $4.57              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-12-01      | 5.5000%  | 0.0000% | $3000.00           | $33.79             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $3441112.00        | $2546630.15        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $519755.00         | $446796.29         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $16638275.00       | $14388827.56       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $3562868.00        | $2769804.48        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $8214844.00        | $6551580.47        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $9877904.00        | $7007020.22        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $8091365.00        | $7030824.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-05-17      | 4.5000%  | 0.0000% | $1058000.00        | $1058055.02        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-10-01      | 5.5000%  | 0.0000% | $125000.00         | $335.74            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2030-02-01      | 7.0000%  | 0.0000% | $5000.00           | $2.60              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2030-04-01      | 8.0000%  | 0.0000% | $5000.00           | $1.19              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2028-03-01      | 2.0000%  | 0.0000% | $7800000.00        | $193450.93         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK                | 2027-05-28      | 3.8750%  | 0.0000% | $250000.00         | $250027.91         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2047-01-01      | 3.0000%  | 0.0000% | $75000000.00       | $26591861.53       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2031-01-01      | 4.5000%  | 0.0000% | $40773546.00       | $1034646.86        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2030-11-01      | 3.5000%  | 0.0000% | $2288684.00        | $225399.68         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2030-05-01      | 3.5000%  | 0.0000% | $953543.00         | $259893.36         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2035-02-01      | 2.5000%  | 0.0000% | $3677502.00        | $2876435.12        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2028-03-31      | 3.8750%  | 0.0000% | $9849600.00        | $9890639.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2034-05-15      | 4.3750%  | 0.0000% | $3095200.00        | $3108451.80        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-05-31      | 4.6250%  | 0.0000% | $17979000.00       | $18770595.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-01-15      | 3.5000%  | 0.0000% | $19804600.00       | $19796911.88       | U.S. Treasuries (including strips) |

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AQEQ2, C.4 - ISIN: US3130AQEQ27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $47032566.77
- **C.18.a - Value (excl. sponsor support):** $47032566.77
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2SE6, C.4 - ISIN: US3130B2SE64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185041828.50
- **C.18.a - Value (excl. sponsor support):** $185041828.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3, C.4 - ISIN: US3130B3EC38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $473434167.75
- **C.18.a - Value (excl. sponsor support):** $473434167.75
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4L74, C.4 - ISIN: US3130B4L749, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $192686232.80
- **C.18.a - Value (excl. sponsor support):** $192686232.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4Q20, C.4 - ISIN: US3130B4Q201, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $163774277.24
- **C.18.a - Value (excl. sponsor support):** $163774277.24
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7H23, C.4 - ISIN: US3130B7H237, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145904130.43
- **C.18.a - Value (excl. sponsor support):** $145904130.43
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8AZ5, C.4 - ISIN: US3130B8AZ55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3166274.80
- **C.18.a - Value (excl. sponsor support):** $3166274.80
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CF7, C.4 - ISIN: US3130B8CF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2605569.58
- **C.18.a - Value (excl. sponsor support):** $2605569.58
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CK6, C.4 - ISIN: US3130B8CK68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30400218.94
- **C.18.a - Value (excl. sponsor support):** $30400218.94
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-10-27
- **C.13 - Final Legal Maturity Date:** 2027-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EA6, C.4 - ISIN: US3130B8EA68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $111699897.24
- **C.18.a - Value (excl. sponsor support):** $111699897.24
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HV7, C.4 - ISIN: US3130B8HV78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $368986841.46
- **C.18.a - Value (excl. sponsor support):** $368986841.46
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8P22, C.4 - ISIN: US3130B8P220, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499995440.00
- **C.18.a - Value (excl. sponsor support):** $499995440.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SR4, C.4 - ISIN: US3130B8SR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $179999677.80
- **C.18.a - Value (excl. sponsor support):** $179999677.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SZ6, C.4 - ISIN: US3130B8SZ63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $220786676.93
- **C.18.a - Value (excl. sponsor support):** $220786676.93
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-12-03
- **C.13 - Final Legal Maturity Date:** 2027-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TB8, C.4 - ISIN: US3130B8TB86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214517413.11
- **C.18.a - Value (excl. sponsor support):** $214517413.11
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-10-04
- **C.13 - Final Legal Maturity Date:** 2027-10-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **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):** $499970950.00
- **C.18.a - Value (excl. sponsor support):** $499970950.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B96N5, C.4 - ISIN: US3130B96N53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $228995591.75
- **C.18.a - Value (excl. sponsor support):** $228995591.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EJ5, C.4 - ISIN: US3130B9EJ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121397434.82
- **C.18.a - Value (excl. sponsor support):** $121397434.82
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GY0, C.4 - ISIN: US3130B9GY00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $189296020.91
- **C.18.a - Value (excl. sponsor support):** $189296020.91
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JQ4, C.4 - ISIN: US3130B9JQ49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $238096404.69
- **C.18.a - Value (excl. sponsor support):** $238096404.69
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-08-20
- **C.13 - Final Legal Maturity Date:** 2027-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QY9, C.4 - ISIN: US3130B9QY99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242996478.93
- **C.18.a - Value (excl. sponsor support):** $242996478.93
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-12-06
- **C.13 - Final Legal Maturity Date:** 2027-12-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9RU6, C.4 - ISIN: US3130B9RU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242949799.36
- **C.18.a - Value (excl. sponsor support):** $242949799.36
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BADD6, C.4 - ISIN: US3130BADD61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115009591.00
- **C.18.a - Value (excl. sponsor support):** $115009591.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BADM6, C.4 - ISIN: US3130BADM60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150013044.00
- **C.18.a - Value (excl. sponsor support):** $150013044.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAEG8, C.4 - ISIN: US3130BAEG83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150000415.50
- **C.18.a - Value (excl. sponsor support):** $150000415.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAEK9, C.4 - ISIN: US3130BAEK95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $350001025.50
- **C.18.a - Value (excl. sponsor support):** $350001025.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFJ1, C.4 - ISIN: US3130BAFJ14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300000636.00
- **C.18.a - Value (excl. sponsor support):** $300000636.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BALM7, C.4 - ISIN: US3130BALM78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $107999725.68
- **C.18.a - Value (excl. sponsor support):** $107999725.68
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAMG9, C.4 - ISIN: US3130BAMG91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $599194049.94
- **C.18.a - Value (excl. sponsor support):** $599194049.94
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313384AW9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $444862509.25
- **C.18.a - Value (excl. sponsor support):** $444862509.25
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $450754593.03
- **C.18.a - Value (excl. sponsor support):** $450754593.03
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385G67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $456298971.75
- **C.18.a - Value (excl. sponsor support):** $456298971.75
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-21
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.605000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385K70, C.4 - ISIN: US313385K706, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $178625865.68
- **C.18.a - Value (excl. sponsor support):** $178625865.68
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-16
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.595000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385N85, C.4 - ISIN: US313385N858, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $448258410.69
- **C.18.a - Value (excl. sponsor support):** $448258410.69
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-11-10
- **C.12 - Maturity Date (WAL):** 2026-11-10
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385Q74, C.4 - ISIN: US313385Q745, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $938547810.00
- **C.18.a - Value (excl. sponsor support):** $938547810.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-11-25
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XW1, C.4 - ISIN: US313385XW15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $386950329.73
- **C.18.a - Value (excl. sponsor support):** $386950329.73
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74856312.75
- **C.18.a - Value (excl. sponsor support):** $74856312.75
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP7F6, C.4 - ISIN: US3133EP7F65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $46631900.03
- **C.18.a - Value (excl. sponsor support):** $46631900.03
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.890000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPN76, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28529355.00
- **C.18.a - Value (excl. sponsor support):** $28529355.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.748000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2A8, C.4 - ISIN: US3133ER2A87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100023931.00
- **C.18.a - Value (excl. sponsor support):** $100023931.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **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):** $106147146.60
- **C.18.a - Value (excl. sponsor support):** $106147146.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Y5, C.4 - ISIN: US3133ER3Y54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $133224928.38
- **C.18.a - Value (excl. sponsor support):** $133224928.38
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $225383881.44
- **C.18.a - Value (excl. sponsor support):** $225383881.44
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119128292.21
- **C.18.a - Value (excl. sponsor support):** $119128292.21
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $243822142.44
- **C.18.a - Value (excl. sponsor support):** $243822142.44
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.815000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDR9, C.4 - ISIN: US3133ERDR94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56525752.26
- **C.18.a - Value (excl. sponsor support):** $56525752.26
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-05-03
- **C.13 - Final Legal Maturity Date:** 2027-05-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57307941.61
- **C.18.a - Value (excl. sponsor support):** $57307941.61
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERF97, C.4 - ISIN: US3133ERF972, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $189768024.52
- **C.18.a - Value (excl. sponsor support):** $189768024.52
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62233685.65
- **C.18.a - Value (excl. sponsor support):** $62233685.65
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $66409929.46
- **C.18.a - Value (excl. sponsor support):** $66409929.46
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47401192.11
- **C.18.a - Value (excl. sponsor support):** $47401192.11
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247461617.44
- **C.18.a - Value (excl. sponsor support):** $247461617.44
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175034132.00
- **C.18.a - Value (excl. sponsor support):** $175034132.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50007503.50
- **C.18.a - Value (excl. sponsor support):** $50007503.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $339829148.65
- **C.18.a - Value (excl. sponsor support):** $339829148.65
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129343412.09
- **C.18.a - Value (excl. sponsor support):** $129343412.09
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70030625.00
- **C.18.a - Value (excl. sponsor support):** $70030625.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.748000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERU82, C.4 - ISIN: US3133ERU823, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99997731.00
- **C.18.a - Value (excl. sponsor support):** $99997731.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $590742251.92
- **C.18.a - Value (excl. sponsor support):** $590742251.92
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95005228.80
- **C.18.a - Value (excl. sponsor support):** $95005228.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.748000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX63, C.4 - ISIN: US3133ERX637, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250082260.00
- **C.18.a - Value (excl. sponsor support):** $250082260.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $246951004.60
- **C.18.a - Value (excl. sponsor support):** $246951004.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYD7, C.4 - ISIN: US3133ERYD79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94907163.05
- **C.18.a - Value (excl. sponsor support):** $94907163.05
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **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):** $100025572.00
- **C.18.a - Value (excl. sponsor support):** $100025572.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYK1, C.4 - ISIN: US3133ERYK13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $405094089.60
- **C.18.a - Value (excl. sponsor support):** $405094089.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33106186.72
- **C.18.a - Value (excl. sponsor support):** $33106186.72
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **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):** $260097544.20
- **C.18.a - Value (excl. sponsor support):** $260097544.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3F2, C.4 - ISIN: US3133ET3F20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119999737.20
- **C.18.a - Value (excl. sponsor support):** $119999737.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **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):** $239994151.20
- **C.18.a - Value (excl. sponsor support):** $239994151.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-12-17
- **C.13 - Final Legal Maturity Date:** 2027-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $153158481.99
- **C.18.a - Value (excl. sponsor support):** $153158481.99
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5J2, C.4 - ISIN: US3133ET5J24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99998326.00
- **C.18.a - Value (excl. sponsor support):** $99998326.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6G7, C.4 - ISIN: US3133ET6G75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33011013.75
- **C.18.a - Value (excl. sponsor support):** $33011013.75
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247083733.00
- **C.18.a - Value (excl. sponsor support):** $247083733.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85598915.45
- **C.18.a - Value (excl. sponsor support):** $85598915.45
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $334437089.38
- **C.18.a - Value (excl. sponsor support):** $334437089.38
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $287716583.90
- **C.18.a - Value (excl. sponsor support):** $287716583.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79668433.52
- **C.18.a - Value (excl. sponsor support):** $79668433.52
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76089362.74
- **C.18.a - Value (excl. sponsor support):** $76089362.74
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **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):** $32998834.11
- **C.18.a - Value (excl. sponsor support):** $32998834.11
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119488398.94
- **C.18.a - Value (excl. sponsor support):** $119488398.94
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $198380701.63
- **C.18.a - Value (excl. sponsor support):** $198380701.63
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXF9, C.4 - ISIN: US3133ETXF92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15998678.40
- **C.18.a - Value (excl. sponsor support):** $15998678.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYC5, C.4 - ISIN: US3133ETYC52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29997098.10
- **C.18.a - Value (excl. sponsor support):** $29997098.10
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAN0, C.4 - ISIN: US3133EWAN03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $41312440.80
- **C.18.a - Value (excl. sponsor support):** $41312440.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAY6, C.4 - ISIN: US3133EWAY67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $276894270.94
- **C.18.a - Value (excl. sponsor support):** $276894270.94
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **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):** $95010380.65
- **C.18.a - Value (excl. sponsor support):** $95010380.65
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBX7, C.4 - ISIN: US3133EWBX75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $66014230.92
- **C.18.a - Value (excl. sponsor support):** $66014230.92
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-01-03
- **C.13 - Final Legal Maturity Date:** 2028-01-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **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):** $81559137.68
- **C.18.a - Value (excl. sponsor support):** $81559137.68
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCS7, C.4 - ISIN: US3133EWCS71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72998503.50
- **C.18.a - Value (excl. sponsor support):** $72998503.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **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):** $57019862.79
- **C.18.a - Value (excl. sponsor support):** $57019862.79
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDV9, C.4 - ISIN: US3133EWDV91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $106998232.36
- **C.18.a - Value (excl. sponsor support):** $106998232.36
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-01-18
- **C.13 - Final Legal Maturity Date:** 2028-01-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEJ5, C.4 - ISIN: US3133EWEJ54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164897737.57
- **C.18.a - Value (excl. sponsor support):** $164897737.57
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-05-20
- **C.13 - Final Legal Maturity Date:** 2027-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **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):** $68001912.16
- **C.18.a - Value (excl. sponsor support):** $68001912.16
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-02-23
- **C.13 - Final Legal Maturity Date:** 2028-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **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):** $72004832.64
- **C.18.a - Value (excl. sponsor support):** $72004832.64
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFP0, C.4 - ISIN: US3133EWFP06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43000213.71
- **C.18.a - Value (excl. sponsor support):** $43000213.71
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-03-02
- **C.13 - Final Legal Maturity Date:** 2028-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGF1, C.4 - ISIN: US3133EWGF15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28999610.53
- **C.18.a - Value (excl. sponsor support):** $28999610.53
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-12-06
- **C.13 - Final Legal Maturity Date:** 2027-12-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGQ7, C.4 - ISIN: US3133EWGQ79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $16999728.85
- **C.18.a - Value (excl. sponsor support):** $16999728.85
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-01-11
- **C.13 - Final Legal Maturity Date:** 2028-01-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGU8, C.4 - ISIN: US3133EWGU81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150505112.49
- **C.18.a - Value (excl. sponsor support):** $150505112.49
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-03-13
- **C.13 - Final Legal Maturity Date:** 2028-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **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):** $87002201.97
- **C.18.a - Value (excl. sponsor support):** $87002201.97
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-03-16
- **C.13 - Final Legal Maturity Date:** 2028-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHX1, C.4 - ISIN: US3133EWHX12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150498439.32
- **C.18.a - Value (excl. sponsor support):** $150498439.32
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-07-20
- **C.13 - Final Legal Maturity Date:** 2027-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **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):** $77073502.66
- **C.18.a - Value (excl. sponsor support):** $77073502.66
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-03-24
- **C.13 - Final Legal Maturity Date:** 2028-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJU5, C.4 - ISIN: US3133EWJU54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99308728.47
- **C.18.a - Value (excl. sponsor support):** $99308728.47
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-03-27
- **C.13 - Final Legal Maturity Date:** 2028-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJW1, C.4 - ISIN: US3133EWJW11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79198904.66
- **C.18.a - Value (excl. sponsor support):** $79198904.66
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-09-27
- **C.13 - Final Legal Maturity Date:** 2027-09-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJY7, C.4 - ISIN: US3133EWJY76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174400446.46
- **C.18.a - Value (excl. sponsor support):** $174400446.46
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-05-26
- **C.13 - Final Legal Maturity Date:** 2027-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKD1, C.4 - ISIN: US3133EWKD11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $67000124.62
- **C.18.a - Value (excl. sponsor support):** $67000124.62
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKS8, C.4 - ISIN: US3133EWKS89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $167097460.08
- **C.18.a - Value (excl. sponsor support):** $167097460.08
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLR9, C.4 - ISIN: US3133EWLR97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $101397913.19
- **C.18.a - Value (excl. sponsor support):** $101397913.19
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLS7, C.4 - ISIN: US3133EWLS70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125008013.75
- **C.18.a - Value (excl. sponsor support):** $125008013.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWNG1, C.4 - ISIN: US3133EWNG15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119998680.00
- **C.18.a - Value (excl. sponsor support):** $119998680.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $599420105.71
- **C.18.a - Value (excl. sponsor support):** $599420105.71
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $578116137.54
- **C.18.a - Value (excl. sponsor support):** $578116137.54
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $416400178.43
- **C.18.a - Value (excl. sponsor support):** $416400178.43
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.715000%
- **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):** $559167092.00
- **C.18.a - Value (excl. sponsor support):** $559167092.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $95590719.15
- **C.18.a - Value (excl. sponsor support):** $95590719.15
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $143185208.87
- **C.18.a - Value (excl. sponsor support):** $143185208.87
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **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):** $477003259.84
- **C.18.a - Value (excl. sponsor support):** $477003259.84
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **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):** $478633464.39
- **C.18.a - Value (excl. sponsor support):** $478633464.39
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $190175537.20
- **C.18.a - Value (excl. sponsor support):** $190175537.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $536802698.12
- **C.18.a - Value (excl. sponsor support):** $536802698.12
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $589448241.74
- **C.18.a - Value (excl. sponsor support):** $589448241.74
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $530912768.47
- **C.18.a - Value (excl. sponsor support):** $530912768.47
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $91722798.45
- **C.18.a - Value (excl. sponsor support):** $91722798.45
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $713826746.40
- **C.18.a - Value (excl. sponsor support):** $713826746.40
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $126144634.36
- **C.18.a - Value (excl. sponsor support):** $126144634.36
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.700000%
- **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):** $413497112.86
- **C.18.a - Value (excl. sponsor support):** $413497112.86
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.700000%
- **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):** $319709856.11
- **C.18.a - Value (excl. sponsor support):** $319709856.11
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **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):** $293332045.96
- **C.18.a - Value (excl. sponsor support):** $293332045.96
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.705000%
- **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):** $344874942.28
- **C.18.a - Value (excl. sponsor support):** $344874942.28
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.585000%
- **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):** $2303182326.97
- **C.18.a - Value (excl. sponsor support):** $2303182326.97
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.480000%
- **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):** $2134425805.46
- **C.18.a - Value (excl. sponsor support):** $2134425805.46
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.531000%
- **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):** $1292397171.56
- **C.18.a - Value (excl. sponsor support):** $1292397171.56
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2429910669.20
- **C.18.a - Value (excl. sponsor support):** $2429910669.20
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.471000%
- **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):** $2964905410.51
- **C.18.a - Value (excl. sponsor support):** $2964905410.51
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.496000%
- **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):** $1995160660.00
- **C.18.a - Value (excl. sponsor support):** $1995160660.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **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):** $2205782135.31
- **C.18.a - Value (excl. sponsor support):** $2205782135.31
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.610000%
- **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):** $889304390.16
- **C.18.a - Value (excl. sponsor support):** $889304390.16
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.525000%
- **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):** $1093546913.32
- **C.18.a - Value (excl. sponsor support):** $1093546913.32
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **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):** $1197022113.62
- **C.18.a - Value (excl. sponsor support):** $1197022113.62
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **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):** $1361567547.98
- **C.18.a - Value (excl. sponsor support):** $1361567547.98
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.525000%
- **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):** $792702384.91
- **C.18.a - Value (excl. sponsor support):** $792702384.91
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.595000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.4 - ISIN: US912797TZ01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2121338588.16
- **C.18.a - Value (excl. sponsor support):** $2121338588.16
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.590000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $632596676.38
- **C.18.a - Value (excl. sponsor support):** $632596676.38
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $753091910.29
- **C.18.a - Value (excl. sponsor support):** $753091910.29
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.609000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UJ4, C.4 - ISIN: US912797UJ40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1977028201.66
- **C.18.a - Value (excl. sponsor support):** $1977028201.66
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.610000%
- **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):** $2332421631.36
- **C.18.a - Value (excl. sponsor support):** $2332421631.36
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.590000%
- **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):** $621854386.96
- **C.18.a - Value (excl. sponsor support):** $621854386.96
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UM7, C.4 - ISIN: US912797UM78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2163966235.68
- **C.18.a - Value (excl. sponsor support):** $2163966235.68
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UU9, C.4 - ISIN: US912797UU94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $476265100.80
- **C.18.a - Value (excl. sponsor support):** $476265100.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UW5, C.4 - ISIN: US912797UW50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $188250867.60
- **C.18.a - Value (excl. sponsor support):** $188250867.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.615000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UY1, C.4 - ISIN: US912797UY17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3343758764.00
- **C.18.a - Value (excl. sponsor support):** $3343758764.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-12
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.753300%
- **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):** $66910362.83
- **C.18.a - Value (excl. sponsor support):** $66910362.83
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.617400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $521426915.37
- **C.18.a - Value (excl. sponsor support):** $521426915.37
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.691900%
- **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):** $109104789.63
- **C.18.a - Value (excl. sponsor support):** $109104789.63
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.610200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YG9, C.4 - ISIN: US912828YG91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $369345912.17
- **C.18.a - Value (excl. sponsor support):** $369345912.17
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.004400%
- **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):** $282975485.22
- **C.18.a - Value (excl. sponsor support):** $282975485.22
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.624400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YX2, C.4 - ISIN: US912828YX25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1233989951.82
- **C.18.a - Value (excl. sponsor support):** $1233989951.82
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.572700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $555680730.24
- **C.18.a - Value (excl. sponsor support):** $555680730.24
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.844600%
- **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):** $131656047.28
- **C.18.a - Value (excl. sponsor support):** $131656047.28
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.694300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $704920922.82
- **C.18.a - Value (excl. sponsor support):** $704920922.82
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.722600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1772464938.09
- **C.18.a - Value (excl. sponsor support):** $1772464938.09
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.670500%
- **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):** $814813023.49
- **C.18.a - Value (excl. sponsor support):** $814813023.49
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.553900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1788683586.88
- **C.18.a - Value (excl. sponsor support):** $1788683586.88
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.747700%
- **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):** $480168286.52
- **C.18.a - Value (excl. sponsor support):** $480168286.52
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 166: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.654200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $934409076.64
- **C.18.a - Value (excl. sponsor support):** $934409076.64
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 167: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.633700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2100809366.30
- **C.18.a - Value (excl. sponsor support):** $2100809366.30
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 168: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.581400%
- **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):** $2139324037.51
- **C.18.a - Value (excl. sponsor support):** $2139324037.51
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 169: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.577900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $664587564.01
- **C.18.a - Value (excl. sponsor support):** $664587564.01
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.586700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJK8, C.4 - ISIN: US91282CJK80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $338900358.47
- **C.18.a - Value (excl. sponsor support):** $338900358.47
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-11-15
- **C.12 - Maturity Date (WAL):** 2026-11-15
- **C.13 - Final Legal Maturity Date:** 2026-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 171: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.575200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1397613146.88
- **C.18.a - Value (excl. sponsor support):** $1397613146.88
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 172: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.136800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $804080725.63
- **C.18.a - Value (excl. sponsor support):** $804080725.63
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.810000%
- **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):** $2084847851.88
- **C.18.a - Value (excl. sponsor support):** $2084847851.88
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 174: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.723200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1303559402.55
- **C.18.a - Value (excl. sponsor support):** $1303559402.55
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 175: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.673400%
- **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):** $328026795.14
- **C.18.a - Value (excl. sponsor support):** $328026795.14
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 176: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.564400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2369560637.82
- **C.18.a - Value (excl. sponsor support):** $2369560637.82
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 177: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.652700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $956847566.25
- **C.18.a - Value (excl. sponsor support):** $956847566.25
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 178: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.833000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1635686179.15
- **C.18.a - Value (excl. sponsor support):** $1635686179.15
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 179: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.658600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3811090983.86
- **C.18.a - Value (excl. sponsor support):** $3811090983.86
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 180: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.633700%
- **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):** $1700921700.00
- **C.18.a - Value (excl. sponsor support):** $1700921700.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 181: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.577800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $225307963.84
- **C.18.a - Value (excl. sponsor support):** $225307963.84
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.726000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1799450767.98
- **C.18.a - Value (excl. sponsor support):** $1799450767.98
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 183: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.576200%
- **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):** $177914115.99
- **C.18.a - Value (excl. sponsor support):** $177914115.99
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 184: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.581100%
- **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):** $950776307.97
- **C.18.a - Value (excl. sponsor support):** $950776307.97
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 185: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.788000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $611650143.75
- **C.18.a - Value (excl. sponsor support):** $611650143.75
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.758500%
- **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):** $353288697.76
- **C.18.a - Value (excl. sponsor support):** $353288697.76
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 187: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.787000%
- **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):** $1288730567.95
- **C.18.a - Value (excl. sponsor support):** $1288730567.95
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.818000%
- **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):** $504866290.32
- **C.18.a - Value (excl. sponsor support):** $504866290.32
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 189: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.727000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2128719136.07
- **C.18.a - Value (excl. sponsor support):** $2128719136.07
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 190: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.731000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CQM6, C.4 - ISIN: US91282CQM63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $506116810.10
- **C.18.a - Value (excl. sponsor support):** $506116810.10
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-04-30
- **C.13 - Final Legal Maturity Date:** 2028-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: Mitsubishi UFJ Securities (USA) Inc Tri Party Repo

- **C.1 - Title:** Mitsubishi UFJ Securities (USA) Inc Tri Party Repo 3.630000%
- **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: 926QFK004, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 926QFK004_3.63_0601
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL       | 2043-02-01      | 3.0000%  | 0.0000% | $97079.00          | $27035.82          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-01-01      | 3.0000%  | 0.0000% | $67091.00          | $9803.57           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-03-01      | 3.0000%  | 0.0000% | $487669.00         | $7382.53           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-02-01      | 3.0000%  | 0.0000% | $325000.00         | $57532.17          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-03-01      | 2.5000%  | 0.0000% | $10000.00          | $1862.50           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-07-01      | 3.0000%  | 0.0000% | $1340000.00        | $188160.15         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-09-01      | 3.0000%  | 0.0000% | $505510.00         | $83413.41          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2029-10-01      | 3.0000%  | 0.0000% | $120000.00         | $4778.23           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2044-12-01      | 5.0000%  | 0.0000% | $1031826.00        | $46212.02          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2045-06-01      | 3.0000%  | 0.0000% | $800000.00         | $184147.23         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2045-11-01      | 3.5000%  | 0.0000% | $61000.00          | $8088.37           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-10-01      | 3.0000%  | 0.0000% | $80179200.00       | $12640221.90       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-05-01      | 6.0000%  | 0.0000% | $128847.00         | $3847.88           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-09-01      | 6.0000%  | 0.0000% | $17691904.00       | $12210598.47       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-03-01      | 6.0000%  | 0.0000% | $14980752.00       | $11798204.34       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-07-01      | 5.5000%  | 0.0000% | $965000.00         | $922000.54         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-11-01      | 4.5000%  | 0.0000% | $2082132.00        | $1990593.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-12-01      | 5.0000%  | 0.0000% | $15034752.00       | $14490580.75       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-04-01      | 2.0000%  | 0.0000% | $1008.00           | $781.45            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-02-01      | 6.0000%  | 0.0000% | $6426240.00        | $6056650.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-07-01      | 3.0000%  | 0.0000% | $13000.00          | $11175.50          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-05-01      | 2.5000%  | 0.0000% | $1008.00           | $909.92            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-03-01      | 5.5000%  | 0.0000% | $35942000.00       | $35885245.69       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-02-01      | 5.0000%  | 0.0000% | $3000.00           | $447.13            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-11-01      | 5.0000%  | 0.0000% | $2500000.00        | $364286.01         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-01-01      | 4.5000%  | 0.0000% | $84000.00          | $2.76              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2042-01-01      | 6.0000%  | 0.0000% | $220465.00         | $8461.27           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-10-01      | 6.0000%  | 0.0000% | $563404.00         | $33808.42          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-09-01      | 4.0000%  | 0.0000% | $35000.00          | $132.62            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2026-08-01      | 4.0000%  | 0.0000% | $5783552.00        | $2838.65           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2026-11-01      | 4.0000%  | 0.0000% | $10000.00          | $2.95              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-05-01      | 4.5000%  | 0.0000% | $13000.00          | $419.26            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2031-08-01      | 2.5000%  | 0.0000% | $26000.00          | $3005.79           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-08-01      | 3.0000%  | 0.0000% | $47000.00          | $10450.50          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2031-11-01      | 2.0000%  | 0.0000% | $21000.00          | $2875.89           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-12-01      | 3.0000%  | 0.0000% | $690000.00         | $171551.68         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $543.25            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-01-01      | 4.5000%  | 0.0000% | $3000.00           | $294.22            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-01-01      | 3.5000%  | 0.0000% | $161000.00         | $34319.13          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-05-01      | 3.0000%  | 0.0000% | $28000.00          | $3527.09           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-05-01      | 2.5000%  | 0.0000% | $60000.00          | $10682.86          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-05-01      | 3.0000%  | 0.0000% | $804500.00         | $122670.65         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-07-01      | 3.0000%  | 0.0000% | $456795.00         | $39645.70          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-08-01      | 3.0000%  | 0.0000% | $319500.00         | $49975.97          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2042-12-01      | 3.0000%  | 0.0000% | $45902.00          | $6066.27           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-01-01      | 3.0000%  | 0.0000% | $46430.00          | $6204.86           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-01-01      | 3.0000%  | 0.0000% | $269932.00         | $51551.98          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-01-01      | 2.5000%  | 0.0000% | $257000.00         | $42732.86          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-03-01      | 3.5000%  | 0.0000% | $14000.00          | $3547.29           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2032-05-01      | 2.5000%  | 0.0000% | $8000.00           | $1105.64           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2031-04-01      | 3.5000%  | 0.0000% | $3343000.00        | $98197.73          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-08-01      | 2.5000%  | 0.0000% | $254851.00         | $8700.19           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-10-01      | 3.0000%  | 0.0000% | $700000.00         | $121559.27         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2031-08-01      | 4.0000%  | 0.0000% | $43000.00          | $4276.15           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-05-01      | 5.5000%  | 0.0000% | $30000.00          | $310.98            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-04-01      | 5.5000%  | 0.0000% | $475000.00         | $2337.85           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-03-01      | 5.0000%  | 0.0000% | $27000.00          | $200.55            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-01-01      | 5.5000%  | 0.0000% | $5572112.00        | $41586.42          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-05-01      | 5.0000%  | 0.0000% | $99997.00          | $798.08            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-06-01      | 5.0000%  | 0.0000% | $75500.00          | $630.23            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-10-01      | 5.5000%  | 0.0000% | $1045000.00        | $13779.35          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-01-01      | 5.5000%  | 0.0000% | $18985000.00       | $186577.51         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-05-01      | 6.0000%  | 0.0000% | $260000.00         | $2529.13           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-03-01      | 5.5000%  | 0.0000% | $845000.00         | $8856.09           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-05-01      | 5.5000%  | 0.0000% | $1503872.00        | $2580.99           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-03-01      | 5.5000%  | 0.0000% | $299999.00         | $3195.44           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-05-01      | 6.0000%  | 0.0000% | $321658.00         | $658.57            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $55667.27          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-05-01      | 2.0000%  | 0.0000% | $18000.00          | $7035.28           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-08-01      | 2.5000%  | 0.0000% | $400000.00         | $204771.17         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-12-01      | 2.5000%  | 0.0000% | $8285344.00        | $4180749.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-01-01      | 3.0000%  | 0.0000% | $4271288.00        | $2244566.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-04-01      | 3.5000%  | 0.0000% | $72000.00          | $50722.83          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-12-01      | 4.5000%  | 0.0000% | $12361616.00       | $11754684.53       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $844.37            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.5000%  | 0.0000% | $15771380.00       | $9822652.85        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-05-01      | 3.0000%  | 0.0000% | $350000.00         | $212155.89         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-04-01      | 3.0000%  | 0.0000% | $200000.00         | $136508.86         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-05-01      | 4.0000%  | 0.0000% | $200000.00         | $126857.94         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-07-01      | 4.5000%  | 0.0000% | $449707.00         | $328379.96         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-06-01      | 4.5000%  | 0.0000% | $8818.00           | $6450.25           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 4.0000%  | 0.0000% | $5000.00           | $3737.44           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 5.0000%  | 0.0000% | $10372320.00       | $7366004.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-03-01      | 5.0000%  | 0.0000% | $200000.00         | $131934.56         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-03-01      | 4.5000%  | 0.0000% | $10000.00          | $1924.71           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2031-11-01      | 2.0000%  | 0.0000% | $408000.00         | $55568.96          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2032-12-01      | 4.0000%  | 0.0000% | $1620000.00        | $125047.81         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-07-01      | 5.0000%  | 0.0000% | $170000.00         | $37920.70          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-01-01      | 3.5000%  | 0.0000% | $4000000.00        | $627332.80         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2032-06-01      | 2.5000%  | 0.0000% | $1551930.00        | $240684.58         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-06-01      | 3.0000%  | 0.0000% | $204000.00         | $32337.76          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-03-01      | 4.0000%  | 0.0000% | $225000.00         | $70170.00          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-02-01      | 3.0000%  | 0.0000% | $22000.00          | $3055.55           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-11-01      | 3.0000%  | 0.0000% | $10000.00          | $1729.62           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2029-05-01      | 4.0000%  | 0.0000% | $69999.00          | $74.67             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-11-01      | 5.0000%  | 0.0000% | $890000.00         | $238394.93         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-04-01      | 3.5000%  | 0.0000% | $534000.00         | $122870.87         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-09-01      | 3.0000%  | 0.0000% | $35000.00          | $10632.00          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-09-01      | 2.0000%  | 0.0000% | $165000.00         | $81295.91          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-05-01      | 2.5000%  | 0.0000% | $499000.00         | $181288.03         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-07-01      | 2.5000%  | 0.0000% | $2100000.00        | $800957.15         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-08-01      | 2.5000%  | 0.0000% | $68500.00          | $31693.21          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-08-01      | 3.0000%  | 0.0000% | $1669284.00        | $679311.48         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-10-01      | 2.5000%  | 0.0000% | $836310.00         | $421403.49         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-09-01      | 4.5000%  | 0.0000% | $300000.00         | $153410.53         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-07-01      | 5.0000%  | 0.0000% | $50000.00          | $24912.71          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-01-01      | 2.5000%  | 0.0000% | $358701.00         | $211246.77         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-05-01      | 3.5000%  | 0.0000% | $4076136.00        | $2589306.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-12-01      | 5.0000%  | 0.0000% | $16000.00          | $7532.54           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-04-01      | 3.0000%  | 0.0000% | $15000.00          | $9543.86           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-10-01      | 2.5000%  | 0.0000% | $63757.00          | $37872.56          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-10-01      | 3.0000%  | 0.0000% | $300000.00         | $168994.77         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-12-01      | 2.5000%  | 0.0000% | $23818.00          | $14556.73          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-02-01      | 3.0000%  | 0.0000% | $55000.00          | $30822.20          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-03-01      | 3.0000%  | 0.0000% | $24952608.00       | $16966563.51       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-04-01      | 3.5000%  | 0.0000% | $8000.00           | $4218.43           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.5000%  | 0.0000% | $359000.00         | $250597.97         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-06-01      | 4.5000%  | 0.0000% | $175000.00         | $118323.86         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 5.5000%  | 0.0000% | $5768580.00        | $4087431.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 5.0000%  | 0.0000% | $5985560.00        | $4552964.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-09-01      | 5.5000%  | 0.0000% | $34967.00          | $28960.35          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-05-01      | 4.5000%  | 0.0000% | $3359000.00        | $363580.12         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-05-01      | 4.5000%  | 0.0000% | $2585000.00        | $282602.95         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-02-01      | 3.5000%  | 0.0000% | $140000.00         | $21344.80          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-03-01      | 3.5000%  | 0.0000% | $388000.00         | $87646.53          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-08-01      | 5.0000%  | 0.0000% | $34123000.00       | $2544886.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-10-01      | 4.5000%  | 0.0000% | $12000.00          | $2307.63           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-10-01      | 4.5000%  | 0.0000% | $671061.00         | $50434.86          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-02-01      | 4.5000%  | 0.0000% | $76000.00          | $6804.02           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-07-01      | 2.5000%  | 0.0000% | $3400000.00        | $1649338.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-04-01      | 3.0000%  | 0.0000% | $44000.00          | $10068.05          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-09-01      | 5.0000%  | 0.0000% | $1153936.00        | $912943.41         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-09-01      | 5.5000%  | 0.0000% | $400000.00         | $302970.30         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-09-01      | 5.5000%  | 0.0000% | $18596928.00       | $17429987.28       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-09-01      | 6.0000%  | 0.0000% | $19639872.00       | $19689219.73       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-09-01      | 6.5000%  | 0.0000% | $3709040.00        | $3880145.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2031-05-01      | 2.5000%  | 0.0000% | $1767536.00        | $193872.85         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-08-01      | 3.0000%  | 0.0000% | $7000.00           | $1766.11           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-05-01      | 4.5000%  | 0.0000% | $572000.00         | $49192.59          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2029-05-01      | 3.5000%  | 0.0000% | $748476.00         | $31272.77          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2039-05-01      | 6.0000%  | 0.0000% | $1496.00           | $876.74            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-02-01      | 6.5000%  | 0.0000% | $426791.00         | $9856.33           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-10-01      | 2.5000%  | 0.0000% | $1700000.00        | $874450.87         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-11-01      | 2.5000%  | 0.0000% | $305657.00         | $155600.95         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-11-01      | 2.5000%  | 0.0000% | $122000.00         | $63347.92          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-11-01      | 2.5000%  | 0.0000% | $36500.00          | $19120.41          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-05-01      | 2.5000%  | 0.0000% | $200000.00         | $112362.90         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $761.39            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-07-01      | 4.5000%  | 0.0000% | $20000.00          | $16374.54          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-10-01      | 6.0000%  | 0.0000% | $90000.00          | $59948.70          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-10-01      | 6.0000%  | 0.0000% | $696000.00         | $399550.90         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-07-01      | 2.5000%  | 0.0000% | $687000.00         | $484332.53         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-11-01      | 3.0000%  | 0.0000% | $12000.00          | $8480.06           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-12-01      | 4.0000%  | 0.0000% | $20000.00          | $15064.05          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-11-01      | 6.0000%  | 0.0000% | $6030000.00        | $4457194.54        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-05-01      | 3.0000%  | 0.0000% | $835000.00         | $606797.89         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-11-01      | 6.0000%  | 0.0000% | $1765916.00        | $1263937.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 6.0000%  | 0.0000% | $115000.00         | $84234.39          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 3.5000%  | 0.0000% | $7000.00           | $5609.52           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-01-01      | 2.5000%  | 0.0000% | $79000.00          | $54941.25          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-02-01      | 5.5000%  | 0.0000% | $500000.00         | $358025.66         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-02-01      | 5.0000%  | 0.0000% | $1600000.00        | $1142646.03        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2041-07-01      | 6.0000%  | 0.0000% | $100000.00         | $62414.36          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-07-01      | 6.5000%  | 0.0000% | $5750000.00        | $3842354.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-06-01      | 5.0000%  | 0.0000% | $2700000.00        | $2232683.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 3.5000%  | 0.0000% | $16000.00          | $12094.55          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-11-01      | 6.5000%  | 0.0000% | $1039.00           | $614.34            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-03-01      | 6.5000%  | 0.0000% | $700000.00         | $416975.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-05-01      | 6.0000%  | 0.0000% | $1490000.00        | $1255857.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-12-01      | 6.5000%  | 0.0000% | $346000.00         | $135196.97         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-01-01      | 5.0000%  | 0.0000% | $5218616.00        | $4441047.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-01-01      | 5.5000%  | 0.0000% | $10000.00          | $7643.30           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-01-01      | 6.0000%  | 0.0000% | $9396128.00        | $5307822.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-07-01      | 5.0000%  | 0.0000% | $51000.00          | $29557.35          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-07-01      | 4.5000%  | 0.0000% | $10000.00          | $8730.86           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-02-25      | 3.0000%  | 0.0000% | $1024.00           | $783.46            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-06-01      | 2.0000%  | 0.0000% | $30000.00          | $21989.18          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $776.87            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $748.57            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-08-01      | 5.0000%  | 0.0000% | $11952272.00       | $9721414.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-04-25      | 3.5000%  | 0.0000% | $1008.00           | $714.94            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-03-01      | 5.0000%  | 0.0000% | $1577086.00        | $1374759.51        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-04-01      | 6.5000%  | 0.0000% | $1634520.00        | $1231635.40        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $949.91            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1015.34           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-09-01      | 5.5000%  | 0.0000% | $5150000.00        | $61973.84          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-12-01      | 6.5000%  | 0.0000% | $12386320.00       | $78651.19          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-06-01      | 5.5000%  | 0.0000% | $3341544.00        | $19616.52          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2041-07-01      | 5.5000%  | 0.0000% | $935000.00         | $12821.97          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-07-01      | 3.0000%  | 0.0000% | $198000.00         | $1291.53           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-03-01      | 5.5000%  | 0.0000% | $75000.00          | $9460.40           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-09-01      | 6.5000%  | 0.0000% | $2000000.00        | $6066.58           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-05-01      | 6.0000%  | 0.0000% | $2090000.00        | $16521.90          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-10-01      | 5.0000%  | 0.0000% | $1155000.00        | $1007533.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-11-01      | 2.5000%  | 0.0000% | $525000.00         | $346998.39         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-03-01      | 3.0000%  | 0.0000% | $193000.00         | $141330.96         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-04-01      | 4.5000%  | 0.0000% | $3460000.00        | $101454.72         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-06-01      | 5.5000%  | 0.0000% | $5593256.00        | $10520.26          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-10-01      | 5.5000%  | 0.0000% | $14700000.00       | $181359.89         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-06-01      | 5.5000%  | 0.0000% | $51540480.00       | $313001.96         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-07-01      | 5.5000%  | 0.0000% | $1613752.00        | $22176.04          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-01-01      | 5.5000%  | 0.0000% | $1764000.00        | $65420.32          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-12-01      | 2.5000%  | 0.0000% | $40000.00          | $855.88            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2042-12-01      | 2.5000%  | 0.0000% | $811366.00         | $146468.99         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-01-01      | 2.0000%  | 0.0000% | $3500000.00        | $84772.12          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2032-02-01      | 3.5000%  | 0.0000% | $18962000.00       | $807865.93         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-04-01      | 3.0000%  | 0.0000% | $3240000.00        | $307488.22         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-04-01      | 3.0000%  | 0.0000% | $60000.00          | $6078.41           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2044-04-01      | 4.0000%  | 0.0000% | $12000.00          | $975.63            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2031-10-01      | 2.0000%  | 0.0000% | $73000.00          | $8800.45           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-05-01      | 4.0000%  | 0.0000% | $9000.00           | $829.92            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-05-01      | 3.5000%  | 0.0000% | $33000.00          | $4016.47           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2032-08-01      | 3.0000%  | 0.0000% | $500000.00         | $47803.63          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-08-01      | 2.5000%  | 0.0000% | $3000000.00        | $77311.68          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-01-01      | 3.5000%  | 0.0000% | $96000.00          | $12494.30          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-07-01      | 4.5000%  | 0.0000% | $48243904.00       | $3477328.41        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $554.51            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-08-01      | 2.0000%  | 0.0000% | $694000.00         | $407497.67         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-10-01      | 2.5000%  | 0.0000% | $255000.00         | $149050.84         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-11-01      | 2.5000%  | 0.0000% | $7000.00           | $4183.31           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-12-01      | 2.5000%  | 0.0000% | $10000.00          | $4866.07           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-04-01      | 5.0000%  | 0.0000% | $72000.00          | $6103.68           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-07-01      | 4.5000%  | 0.0000% | $2440000.00        | $240098.84         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-05-01      | 4.5000%  | 0.0000% | $21000.00          | $2208.85           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-07-01      | 4.5000%  | 0.0000% | $306525.00         | $28771.48          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-11-01      | 2.5000%  | 0.0000% | $75000.00          | $14376.52          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-05-01      | 5.5000%  | 0.0000% | $3000.00           | $21.98             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-01-01      | 5.5000%  | 0.0000% | $97146.00          | $7308.08           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-12-01      | 3.0000%  | 0.0000% | $6078648.00        | $974839.81         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-01-01      | 2.5000%  | 0.0000% | $1090000.00        | $235849.51         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-07-01      | 2.5000%  | 0.0000% | $511000.00         | $171384.67         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-08-01      | 2.5000%  | 0.0000% | $1754666.00        | $623675.82         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-08-01      | 2.0000%  | 0.0000% | $500000.00         | $218409.88         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-01-01      | 3.0000%  | 0.0000% | $5000.00           | $2306.54           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-07-01      | 2.5000%  | 0.0000% | $1117902.00        | $731554.31         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-07-01      | 5.5000%  | 0.0000% | $26000.00          | $20397.09          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 3.5000%  | 0.0000% | $16000.00          | $13286.45          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-11-01      | 5.5000%  | 0.0000% | $3131864.00        | $10384.53          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-10-01      | 4.5000%  | 0.0000% | $18000.00          | $14776.52          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-04-01      | 3.0000%  | 0.0000% | $2605000.00        | $356839.93         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-05-01      | 5.5000%  | 0.0000% | $2368660.00        | $1898554.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-04-01      | 2.5000%  | 0.0000% | $38000.00          | $22490.20          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $732.95            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-07-01      | 6.0000%  | 0.0000% | $797000.00         | $454819.58         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-10-01      | 6.0000%  | 0.0000% | $300000.00         | $195539.01         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-01-01      | 5.0000%  | 0.0000% | $172982.00         | $152520.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-02-01      | 5.0000%  | 0.0000% | $13000.00          | $8236.37           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-02-01      | 5.0000%  | 0.0000% | $12000.00          | $10454.87          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-02-01      | 6.0000%  | 0.0000% | $61000.00          | $39024.53          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-02-01      | 3.5000%  | 0.0000% | $7000.00           | $5987.64           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-03-01      | 5.5000%  | 0.0000% | $306000.00         | $241197.99         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-04-01      | 4.5000%  | 0.0000% | $41615.00          | $37753.07          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-06-01      | 5.0000%  | 0.0000% | $67000.00          | $60817.86          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $858.76            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $669.53            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1687.61           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1561.25           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-10-01      | 5.0000%  | 0.0000% | $20000.00          | $16903.63          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-02-01      | 5.0000%  | 0.0000% | $15000.00          | $14511.79          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-01-01      | 6.0000%  | 0.0000% | $5578240.00        | $5360176.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2041-01-01      | 5.0000%  | 0.0000% | $3000.00           | $2852.83           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-03-01      | 4.5000%  | 0.0000% | $66857856.00       | $63713840.21       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-03-01      | 5.5000%  | 0.0000% | $20000.00          | $19879.39          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2029-04-01      | 4.0000%  | 0.0000% | $16384.00          | $11.77             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-03-01      | 5.0000%  | 0.0000% | $5896500.00        | $4823247.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-03-01      | 4.5000%  | 0.0000% | $32000.00          | $20201.40          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-04-01      | 5.5000%  | 0.0000% | $4372000.00        | $3173685.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-05-01      | 6.0000%  | 0.0000% | $1524000.00        | $893615.64         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-05-01      | 5.5000%  | 0.0000% | $32000.00          | $15611.73          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-06-01      | 6.5000%  | 0.0000% | $7000.00           | $3300.78           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-02-01      | 2.0000%  | 0.0000% | $656000.00         | $414166.27         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-02-01      | 2.5000%  | 0.0000% | $1662000.00        | $1040642.51        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-03-01      | 3.0000%  | 0.0000% | $21080480.00       | $13280110.84       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-04-01      | 3.0000%  | 0.0000% | $6000.00           | $3939.05           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-05-01      | 2.0000%  | 0.0000% | $1008.00           | $647.96            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-06-01      | 3.5000%  | 0.0000% | $3000.00           | $1541.37           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 3.5000%  | 0.0000% | $15000.00          | $11342.41          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-01-01      | 4.0000%  | 0.0000% | $2535000.00        | $1441497.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 3.0000%  | 0.0000% | $15000.00          | $10201.88          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-03-01      | 5.5000%  | 0.0000% | $11492032.00       | $7779945.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 6.0000%  | 0.0000% | $1902000.00        | $1109950.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-04-01      | 4.5000%  | 0.0000% | $58000.00          | $30350.98          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-04-01      | 4.0000%  | 0.0000% | $482000.00         | $269249.98         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 5.5000%  | 0.0000% | $8626800.00        | $6006481.65        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 4.0000%  | 0.0000% | $44000.00          | $34427.26          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 3.5000%  | 0.0000% | $50000.00          | $38654.98          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-09-01      | 6.0000%  | 0.0000% | $1387500.00        | $808912.07         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-08-01      | 5.0000%  | 0.0000% | $718000.00         | $398208.67         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-10-01      | 5.5000%  | 0.0000% | $768000.00         | $377529.28         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-11-01      | 6.0000%  | 0.0000% | $18264000.00       | $11053017.69       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 4.5000%  | 0.0000% | $350000.00         | $269006.97         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-03-01      | 5.0000%  | 0.0000% | $425000.00         | $289120.08         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-07-01      | 6.0000%  | 0.0000% | $195000.00         | $117161.19         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-08-01      | 5.5000%  | 0.0000% | $4000.00           | $2907.52           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-12-01      | 3.0000%  | 0.0000% | $125000.00         | $83076.20          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-01-01      | 4.5000%  | 0.0000% | $1024.00           | $780.80            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-12-01      | 5.0000%  | 0.0000% | $47000.00          | $37773.11          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-09-01      | 6.0000%  | 0.0000% | $35000.00          | $23317.85          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-09-01      | 5.5000%  | 0.0000% | $1400000.00        | $994754.61         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-01-01      | 4.5000%  | 0.0000% | $250000.00         | $201605.75         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-11-01      | 6.5000%  | 0.0000% | $2150000.00        | $946035.73         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-05-01      | 3.0000%  | 0.0000% | $5231000.00        | $2220930.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-02-01      | 5.5000%  | 0.0000% | $23064032.00       | $16520385.96       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-01-01      | 5.0000%  | 0.0000% | $176000.00         | $92935.51          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.0000%  | 0.0000% | $40000.00          | $28377.01          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-03-01      | 4.5000%  | 0.0000% | $350000.00         | $207037.71         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-05-01      | 3.0000%  | 0.0000% | $13000.00          | $8125.36           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 4.5000%  | 0.0000% | $2500.00           | $1778.91           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $1040.00           | $762.92            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $3000000.00        | $2458526.51        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $778.59            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $9640000.00        | $6686701.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-07-01      | 3.5000%  | 0.0000% | $50000.00          | $34203.86          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-03-01      | 2.5000%  | 0.0000% | $130000.00         | $83694.93          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-01-01      | 6.0000%  | 0.0000% | $100000.00         | $63069.58          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-02-01      | 3.5000%  | 0.0000% | $7000.00           | $5059.93           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-01-01      | 6.0000%  | 0.0000% | $545000.00         | $366898.35         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-11-01      | 3.0000%  | 0.0000% | $1017.00           | $711.97            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-10-01      | 4.0000%  | 0.0000% | $43889856.00       | $19030345.86       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1133.44           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-08-01      | 2.5000%  | 0.0000% | $2149104.00        | $1251455.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-08-01      | 2.0000%  | 0.0000% | $450000.00         | $253251.87         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-08-01      | 2.5000%  | 0.0000% | $125000.00         | $75192.10          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-09-01      | 2.5000%  | 0.0000% | $760000.00         | $472384.93         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $75785.64          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 5.0000%  | 0.0000% | $40000.00          | $31151.82          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 5.5000%  | 0.0000% | $1595000.00        | $1110941.35        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 5.5000%  | 0.0000% | $4804650.00        | $3546967.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-10-01      | 2.5000%  | 0.0000% | $1024.00           | $715.86            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-08-01      | 5.5000%  | 0.0000% | $320000.00         | $74157.79          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-09-01      | 3.5000%  | 0.0000% | $492000.00         | $172607.35         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2045-10-01      | 4.5000%  | 0.0000% | $104000.00         | $31245.82          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-02-01      | 5.5000%  | 0.0000% | $18529248.00       | $12924517.24       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-07-01      | 5.0000%  | 0.0000% | $13212144.00       | $12398502.43       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-05-01      | 5.0000%  | 0.0000% | $150000.00         | $142090.01         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 4.5000%  | 0.0000% | $455000.00         | $413526.57         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-04-01      | 6.0000%  | 0.0000% | $22290816.00       | $19800883.50       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 3.5000%  | 0.0000% | $142000.00         | $123684.23         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-02-01      | 6.0000%  | 0.0000% | $46017.00          | $34003.15          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-07-01      | 2.5000%  | 0.0000% | $24000.00          | $17745.67          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-06-01      | 5.5000%  | 0.0000% | $300000.00         | $215899.24         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-08-01      | 5.5000%  | 0.0000% | $1316000.00        | $736834.23         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 5.5000%  | 0.0000% | $565000.00         | $432072.35         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-04-01      | 2.5000%  | 0.0000% | $5444000.00        | $4025678.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1032.33           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1029.57           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1004.96           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-01-01      | 3.0000%  | 0.0000% | $2437368.00        | $2152251.51        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-02-01      | 3.0000%  | 0.0000% | $6061928.00        | $5359634.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-11-01      | 2.5000%  | 0.0000% | $12712240.00       | $10753847.62       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-08-01      | 5.0000%  | 0.0000% | $18000.00          | $3732.04           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-02-01      | 3.5000%  | 0.0000% | $100000.00         | $27337.98          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-11-01      | 3.5000%  | 0.0000% | $18000.00          | $2242.48           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-07-01      | 5.0000%  | 0.0000% | $4014000.00        | $566499.44         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-08-01      | 4.5000%  | 0.0000% | $37000.00          | $7751.72           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-04-01      | 4.5000%  | 0.0000% | $795000.00         | $121606.54         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-02-01      | 4.5000%  | 0.0000% | $6649984.00        | $6377832.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-05-01      | 5.0000%  | 0.0000% | $3820520.00        | $3804267.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-12-01      | 3.0000%  | 0.0000% | $24418464.00       | $19200542.10       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-01-01      | 6.0000%  | 0.0000% | $1075000.00        | $772353.64         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-05-01      | 3.5000%  | 0.0000% | $1674012.00        | $1385368.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-02-01      | 4.5000%  | 0.0000% | $1360778.00        | $1238208.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-10-01      | 2.5000%  | 0.0000% | $3411844.00        | $2674368.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-10-01      | 6.0000%  | 0.0000% | $10000.00          | $7947.18           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 3.0000%  | 0.0000% | $80000.00          | $64789.90          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-03-01      | 4.5000%  | 0.0000% | $400000.00         | $70815.02          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-10-01      | 5.0000%  | 0.0000% | $287000.00         | $83542.47          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-03-01      | 5.0000%  | 0.0000% | $400000.00         | $64485.45          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 6.0000%  | 0.0000% | $1604544.00        | $1117949.77        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-08-01      | 6.0000%  | 0.0000% | $138968.00         | $104381.97         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-02-01      | 6.0000%  | 0.0000% | $19005000.00       | $15063200.32       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-02-01      | 6.0000%  | 0.0000% | $8168912.00        | $7153032.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-03-01      | 5.5000%  | 0.0000% | $281804.00         | $223608.25         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-03-01      | 5.5000%  | 0.0000% | $6253464.00        | $5406869.15        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-04-01      | 5.5000%  | 0.0000% | $1010000.00        | $816504.13         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-05-01      | 5.5000%  | 0.0000% | $20000.00          | $15883.67          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-05-01      | 6.0000%  | 0.0000% | $17000.00          | $12260.11          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-06-01      | 5.5000%  | 0.0000% | $386000.00         | $296624.29         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-07-01      | 5.5000%  | 0.0000% | $820000.00         | $692803.42         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-01-01      | 6.0000%  | 0.0000% | $18401440.00       | $16398733.38       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-08-01      | 6.0000%  | 0.0000% | $452215.00         | $366229.73         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-11-01      | 6.0000%  | 0.0000% | $681000.00         | $594429.97         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-12-01      | 5.0000%  | 0.0000% | $47000.00          | $44124.33          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-01-01      | 5.5000%  | 0.0000% | $1040.00           | $1004.36           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-02-01      | 6.0000%  | 0.0000% | $450259.00         | $405419.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-01-01      | 4.5000%  | 0.0000% | $1543734.00        | $1479159.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-01-01      | 4.5000%  | 0.0000% | $3097304.00        | $2822630.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.0000%  | 0.0000% | $800000.00         | $553816.95         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.0000%  | 0.0000% | $1678200.00        | $1166531.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-01-01      | 6.0000%  | 0.0000% | $25000.00          | $15285.34          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $380000.00         | $267932.78         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 4.5000%  | 0.0000% | $290000.00         | $217989.93         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-10-01      | 4.5000%  | 0.0000% | $5789.00           | $2814.55           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 5.0000%  | 0.0000% | $900000.00         | $662902.46         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 5.0000%  | 0.0000% | $183000.00         | $138600.84         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 5.5000%  | 0.0000% | $434231.00         | $279819.46         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-02-01      | 6.0000%  | 0.0000% | $150000.00         | $103929.18         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-09-01      | 2.5000%  | 0.0000% | $93295.00          | $55717.81          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-06-01      | 5.0000%  | 0.0000% | $4586440.00        | $467711.70         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2045-11-01      | 4.5000%  | 0.0000% | $80000.00          | $18094.99          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2045-11-01      | 4.5000%  | 0.0000% | $15041.00          | $1831.24           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-08-01      | 3.0000%  | 0.0000% | $5955.00           | $1236.90           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2031-08-01      | 3.5000%  | 0.0000% | $12000000.00       | $855830.27         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2045-09-01      | 4.0000%  | 0.0000% | $31380000.00       | $4070685.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2031-03-01      | 3.0000%  | 0.0000% | $22040.00          | $2340.55           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-04-01      | 3.0000%  | 0.0000% | $68515.00          | $448.62            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-07-01      | 7.0000%  | 0.0000% | $4012808.00        | $12985.82          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-11-01      | 5.0000%  | 0.0000% | $37906.00          | $803.63            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-04-01      | 5.5000%  | 0.0000% | $4160000.00        | $14761.48          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-05-01      | 5.5000%  | 0.0000% | $1600000.00        | $5587.78           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2031-08-01      | 6.5000%  | 0.0000% | $8093696.00        | $2091.00           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2041-02-01      | 5.5000%  | 0.0000% | $3338984.00        | $76728.24          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-03-01      | 3.0000%  | 0.0000% | $299000.00         | $1893.57           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2026-10-01      | 4.5000%  | 0.0000% | $131072.00         | $39.01             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2026-09-01      | 4.5000%  | 0.0000% | $48000.00          | $1.87              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2026-08-01      | 4.5000%  | 0.0000% | $786405.00         | $29.01             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.55           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2041-05-01      | 4.5000%  | 0.0000% | $3260680.00        | $3208652.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-08-01      | 6.5000%  | 0.0000% | $828000.00         | $8431.01           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-06-01      | 5.5000%  | 0.0000% | $126340.00         | $10625.96          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-02-01      | 6.5000%  | 0.0000% | $4996.00           | $2676.02           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-03-01      | 6.0000%  | 0.0000% | $1394.00           | $1074.60           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $882.18            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $872.34            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1021.62           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $967.68            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-04-01      | 5.0000%  | 0.0000% | $5629492.00        | $5533847.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $754.13            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $838.69            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-01-01      | 5.0000%  | 0.0000% | $92198716.00       | $90300303.63       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2032-01-01      | 4.5000%  | 0.0000% | $841000.00         | $33375.57          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2029-02-01      | 4.0000%  | 0.0000% | $1117000.00        | $1637.64           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-10-01      | 4.0000%  | 0.0000% | $276000.00         | $19707.23          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2041-09-01      | 5.5000%  | 0.0000% | $3330940.00        | $241559.53         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-05-01      | 4.0000%  | 0.0000% | $95999.00          | $4.08              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2032-01-01      | 4.5000%  | 0.0000% | $250000.00         | $11642.82          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-05-01      | 3.5000%  | 0.0000% | $27000.00          | $2726.31           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-03-01      | 3.5000%  | 0.0000% | $12000.00          | $1780.17           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-06-01      | 3.0000%  | 0.0000% | $465000.00         | $178310.88         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-03-01      | 4.0000%  | 0.0000% | $132000.00         | $37466.16          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-08-01      | 2.5000%  | 0.0000% | $150000.00         | $26254.63          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-08-01      | 3.5000%  | 0.0000% | $1175000.00        | $224015.31         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-07-01      | 3.5000%  | 0.0000% | $54055.00          | $21047.50          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-01-01      | 2.5000%  | 0.0000% | $150000.00         | $65175.68          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-09-01      | 5.0000%  | 0.0000% | $200000.00         | $57281.24          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-11-01      | 2.5000%  | 0.0000% | $14866080.00       | $8097477.47        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-09-01      | 3.5000%  | 0.0000% | $14000.00          | $3119.98           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-01-01      | 2.5000%  | 0.0000% | $1018408.00        | $560663.03         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-08-01      | 4.5000%  | 0.0000% | $200000.00         | $61825.73          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-08-01      | 5.0000%  | 0.0000% | $169000.00         | $52358.38          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-05-01      | 2.0000%  | 0.0000% | $2814016.00        | $1450945.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-03-01      | 2.0000%  | 0.0000% | $9000.00           | $3604.79           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-10-01      | 4.0000%  | 0.0000% | $7000.00           | $1928.70           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-06-01      | 2.5000%  | 0.0000% | $25000.00          | $13832.99          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-06-01      | 4.5000%  | 0.0000% | $60000.00          | $22778.81          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-02-01      | 2.5000%  | 0.0000% | $619000.00         | $89302.59          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-09-01      | 5.0000%  | 0.0000% | $6841000.00        | $1175410.03        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-09-01      | 5.0000%  | 0.0000% | $114000.00         | $26305.55          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-02-01      | 3.5000%  | 0.0000% | $1000000.00        | $126406.84         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-01-01      | 3.5000%  | 0.0000% | $30000.00          | $6867.93           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-12-01      | 4.5000%  | 0.0000% | $17999.00          | $2.12              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-02-01      | 3.0000%  | 0.0000% | $4750.00           | $987.15            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-09-01      | 3.0000%  | 0.0000% | $4000000.00        | $2314639.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-11-01      | 2.0000%  | 0.0000% | $45963000.00       | $26807752.49       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-11-01      | 2.0000%  | 0.0000% | $50000.00          | $28643.20          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-11-01      | 3.0000%  | 0.0000% | $4745000.00        | $2872027.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-03-01      | 3.0000%  | 0.0000% | $13000.00          | $6342.24           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-08-01      | 4.5000%  | 0.0000% | $31000.00          | $4550.21           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-10-01      | 4.5000%  | 0.0000% | $2096376.00        | $168070.63         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-10-01      | 3.0000%  | 0.0000% | $6215344.00        | $1891133.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-05-01      | 2.5000%  | 0.0000% | $2028000.00        | $1073318.04        | Agency Mortgage-Backed Securities |

### Security 192: Barclays Bank PLC Tri Party Repo

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926SGH006, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 926SGH006_3.61_0601
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-07-07      | NA       | 0.0000% | $300.00            | $298.91            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-29      | NA       | 0.0000% | $1000.00           | $984.90            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-20      | NA       | 0.0000% | $2200.00           | $2182.44           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-27      | NA       | 0.0000% | $800.00            | $793.06            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-23      | NA       | 0.0000% | $3000.00           | $2993.35           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2027-03-18      | NA       | 0.0000% | $13400000.00       | $13012900.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 4.3750%  | 0.0000% | $32569000.00       | $31441962.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 3.8750%  | 0.0000% | $1000.00           | $919.94            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2044-02-15      | 1.3750%  | 0.0000% | $8200000.00        | $9662637.70        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 3.3750%  | 0.0000% | $12580300.00       | $10227997.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $8093000.00        | $4411658.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $146.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $800.00            | $569.60            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2056-02-15      | 2.3750%  | 0.0000% | $2694900.00        | $2569887.38        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $500.00            | $492.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $1300.00           | $1274.07           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $400.00            | $372.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 1.6250%  | 0.0000% | $129900.00         | $129331.11         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-05-15      | 4.3750%  | 0.0000% | $700.00            | $697.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.1250%  | 0.0000% | $10559600.00       | $10378306.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 0.6250%  | 0.0000% | $300.00            | $292.47            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $288067900.00      | $251872678.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $1000.00           | $868.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $2076900.00        | $1974299.12        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-01-15      | 0.1250%  | 0.0000% | $600.00            | $655.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $138399200.00      | $137779322.22      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 4.1250%  | 0.0000% | $2699700.00        | $2714450.30        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $9219800.00        | $9253128.10        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $52273900.00       | $52617841.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $4833100.00        | $4881770.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $7499700.00        | $7427202.02        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $46594000.00       | $47116163.77       | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-01-31      | 3.7260%  | 0.0000% | $6195200.00        | $6215696.24        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $200.00            | $202.44            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $4636000.00        | $4666405.60        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $88500000.00       | $90169471.78       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $200.00            | $205.26            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-08-15      | 4.2500%  | 0.0000% | $179900.00         | $179914.13         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $1027700.00        | $1002170.04        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2036-01-15      | 1.8750%  | 0.0000% | $30232300.00       | $30439602.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-15      | 3.5000%  | 0.0000% | $23868100.00       | $23700859.86       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-06      | NA       | 0.0000% | $3700.00           | $3675.59           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $3057000.00        | $3075052.86        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.7500%  | 0.0000% | $8098300.00        | $8061347.77        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 5.3750%  | 0.0000% | $300.00            | $320.56            | U.S. Treasuries (including strips) |

### Security 193: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 3.619900%
- **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: 927NEF002, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: 927NEF002_3.62_0601
- **C.18 - Value (incl. sponsor support):** $370000000.00
- **C.18.a - Value (excl. sponsor support):** $370000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-02-20      | 2.3829%  | 0.0000% | $25777777.00       | $337207.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-07-20      | 8.1579%  | 0.0000% | $6826544.00        | $6316319.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-25      | 4.5521%  | 0.0000% | $54599999.00       | $36155457.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 4.5621%  | 0.0000% | $2900000.00        | $2059642.38        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-04-25      | 1.7379%  | 0.0000% | $300000.00         | $12633.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-25      | 4.6121%  | 0.0000% | $1468820.00        | $1013778.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-25      | 1.5379%  | 0.0000% | $57899264.00       | $2028166.92        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-08-25      | 2.1879%  | 0.0000% | $126101407.00      | $6073800.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-25      | 4.5621%  | 0.0000% | $1500000.00        | $1457649.43        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-03-25      | 2.8879%  | 0.0000% | $890585.00         | $82804.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-25      | 1.8379%  | 0.0000% | $88364209.00       | $4032008.84        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-10-25      | 1.7379%  | 0.0000% | $4002853.00        | $169571.64         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-05-20      | 1.9965%  | 0.0000% | $100000000.00      | $5488012.25        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-05-20      | 1.9965%  | 0.0000% | $40329700.00       | $2222978.00        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP                      | 2031-03-25      | 4.0000%  | 0.0000% | $18569738.00       | $17447029.23       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2051-01-25      | 5.5000%  | 0.0000% | $17138913.00       | $2271248.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-25      | 0.0879%  | 0.0000% | $499691000.00      | $4211872.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-25      | NA       | 0.0000% | $108091962.00      | $576594.75         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2056-06-25      | 0.9836%  | 0.0000% | $136305920.00      | $2728474.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-08-15      | 2.3427%  | 0.0000% | $292000000.00      | $4078671.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-07-15      | 2.0402%  | 0.0000% | $42126259.00       | $311323.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-04-25      | 2.2734%  | 0.0000% | $13909024.00       | $583610.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-25      | NA       | 0.0000% | $200000000.00      | $5956.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-25      | 2.4879%  | 0.0000% | $27289562.00       | $1191036.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-25      | 4.6621%  | 0.0000% | $8700000.00        | $5097315.77        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2047-08-15      | 2.1427%  | 0.0000% | $92672821.00       | $3480236.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-25      | 2.3879%  | 0.0000% | $100009.00         | $3781.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-25      | 2.2879%  | 0.0000% | $41591340.00       | $1909006.08        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 13.4274% | 0.0000% | $4342031.00        | $3561469.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-25      | 4.7121%  | 0.0000% | $4898000.00        | $3984656.57        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-02-25      | 1.4379%  | 0.0000% | $120931584.00      | $3757286.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-25      | 4.5621%  | 0.0000% | $2105080.00        | $1367355.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-25      | 4.6121%  | 0.0000% | $399000.00         | $294852.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-25      | 1.3879%  | 0.0000% | $38835950.00       | $543933.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2061-09-25      | 5.5000%  | 0.0000% | $71176176.00       | $9461518.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-25      | 4.9121%  | 0.0000% | $2300000.00        | $1786752.61        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-11-25      | 1.7879%  | 0.0000% | $80910339.00       | $3351813.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-25      | 2.2879%  | 0.0000% | $60000000.00       | $3184168.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-25      | 4.8121%  | 0.0000% | $2400000.00        | $1552067.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-25      | 1.5879%  | 0.0000% | $300311.00         | $6018.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-25      | 4.5621%  | 0.0000% | $2891231.00        | $1985260.86        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-02-25      | 2.1379%  | 0.0000% | $55408460.00       | $2501365.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-25      | 4.7721%  | 0.0000% | $2200000.00        | $1640539.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-25      | 2.1879%  | 0.0000% | $300141.00         | $21001.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-25      | 4.5121%  | 0.0000% | $1554122.00        | $1011480.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-06-20      | 2.4749%  | 0.0000% | $38401462.00       | $2353858.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-08-20      | 2.0749%  | 0.0000% | $30000000.00       | $1158065.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-11-20      | 3.4749%  | 0.0000% | $9783137.00        | $509762.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-10-20      | 3.3749%  | 0.0000% | $12230104.00       | $644999.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-02-20      | 2.3749%  | 0.0000% | $50000000.00       | $847065.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 1.7749%  | 0.0000% | $99899900.00       | $4203773.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 3.5749%  | 0.0000% | $49886411.00       | $4494984.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-11-20      | 2.2949%  | 0.0000% | $60000000.00       | $1430714.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-04-20      | 1.6749%  | 0.0000% | $90812126.00       | $1427140.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-07-20      | 0.8749%  | 0.0000% | $100095.00         | $1065.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-08-20      | 4.7751%  | 0.0000% | $1862941.00        | $1760525.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-08-20      | 0.8749%  | 0.0000% | $100000000.00      | $2034457.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-02-20      | 2.3329%  | 0.0000% | $70798857.00       | $1042114.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-07-20      | 2.3829%  | 0.0000% | $74239973.00       | $995514.85         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-11-25      | 0.9879%  | 0.0000% | $136950283.00      | $2902269.12        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-11-25      | 1.0879%  | 0.0000% | $207536448.00      | $4072089.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-25      | 4.7621%  | 0.0000% | $1551140.00        | $1430267.97        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-12-25      | 1.8379%  | 0.0000% | $99900000.00       | $6797001.85        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-12-25      | 1.9379%  | 0.0000% | $114228252.00      | $4730423.39        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-12-25      | 1.1879%  | 0.0000% | $148728067.00      | $3909497.63        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-12-25      | 1.9379%  | 0.0000% | $212754177.00      | $9952473.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-25      | 1.9379%  | 0.0000% | $238419932.00      | $10512471.73       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-12-25      | 1.9379%  | 0.0000% | $106618580.00      | $6645691.40        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-03-25      | 1.4679%  | 0.0000% | $119498024.00      | $6055318.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-04-25      | 0.3579%  | 0.0000% | $100000000.00      | $946792.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 4.6121%  | 0.0000% | $15573700.00       | $14062122.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-04-25      | 1.9879%  | 0.0000% | $28529248.00       | $1908524.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-05-25      | 2.6179%  | 0.0000% | $50000000.00       | $4809143.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-25      | 4.6121%  | 0.0000% | $2500000.00        | $2289338.65        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-08-25      | 1.4879%  | 0.0000% | $99700001.00       | $2126463.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-25      | 1.3879%  | 0.0000% | $199700000.00      | $4883165.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-25      | 1.2879%  | 0.0000% | $43428413.00       | $1051410.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-25      | 0.2879%  | 0.0000% | $199697920.00      | $1736154.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-25      | 4.7121%  | 0.0000% | $1408600.00        | $1300988.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-25      | 2.1934%  | 0.0000% | $61089106.00       | $679092.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-25      | 2.7234%  | 0.0000% | $10073651.00       | $130311.38         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2047-06-25      | 1.9610%  | 0.0000% | $30087455.00       | $190071.99         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2047-05-25      | 2.1582%  | 0.0000% | $38875846.00       | $208029.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-25      | 2.4734%  | 0.0000% | $100098.00         | $2297.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2059-08-25      | 1.9697%  | 0.0000% | $10710080.00       | $101648.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-25      | 4.5000%  | 0.0000% | $16731000.00       | $928888.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-25      | 4.0000%  | 0.0000% | $62199671.00       | $4255511.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-25      | 2.5000%  | 0.0000% | $25645280.00       | $1831288.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-25      | 2.2357%  | 0.0000% | $161810442.00      | $4163988.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2061-03-25      | 2.0154%  | 0.0000% | $37520384.00       | $1024684.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-25      | 5.0000%  | 0.0000% | $46913724.00       | $4477980.49        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2056-06-25      | 0.9449%  | 0.0000% | $150000000.00      | $1511397.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-04-20      | 2.5749%  | 0.0000% | $30299593.00       | $1447409.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-05-20      | 2.2249%  | 0.0000% | $51807801.00       | $1693552.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-06-20      | 2.1749%  | 0.0000% | $25000000.00       | $1601755.84        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2051-06-20      | 5.5000%  | 0.0000% | $13913912.00       | $1779795.44        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-01-20      | 4.7251%  | 0.0000% | $1000052.00        | $974881.97         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-01-20      | 2.0749%  | 0.0000% | $75835756.00       | $4373171.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-03-20      | 1.4249%  | 0.0000% | $100000000.00      | $3306667.68        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-05-20      | 1.9965%  | 0.0000% | $100000000.00      | $6502312.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-08-20      | 2.3329%  | 0.0000% | $33952064.00       | $929187.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-09-20      | 2.3329%  | 0.0000% | $47819824.00       | $1706359.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-09-20      | 2.3329%  | 0.0000% | $29250000.00       | $1020611.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-10-20      | 0.7829%  | 0.0000% | $20000000.00       | $135909.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-02-20      | NA       | 0.0000% | $100340.00         | $123.01            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-03-20      | NA       | 0.0000% | $200000000.00      | $314528.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-08-20      | 3.0000%  | 0.0000% | $18485964.00       | $1523066.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-08-20      | 3.0000%  | 0.0000% | $27694635.00       | $1718753.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-01-20      | 2.0000%  | 0.0000% | $22400000.00       | $1705981.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-01-20      | 2.5000%  | 0.0000% | $99900000.00       | $8150256.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-05-20      | 3.0000%  | 0.0000% | $25719183.00       | $13208879.28       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-08-20      | 3.0000%  | 0.0000% | $6566656.00        | $519756.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-01-20      | NA       | 0.0000% | $52800002.00       | $178353.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2074-05-20      | 0.9089%  | 0.0000% | $1851308.00        | $133878.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-12-16      | 2.2605%  | 0.0000% | $2726690.00        | $120991.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-07-20      | 0.3749%  | 0.0000% | $228748871.00      | $2800037.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-06-20      | 2.4549%  | 0.0000% | $8000000.00        | $463485.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-07-20      | 0.4249%  | 0.0000% | $249600000.00      | $2571033.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-02-20      | 2.6549%  | 0.0000% | $23095959.00       | $1602869.77        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-06-25      | NA       | 0.0000% | $5012728.00        | $3759500.89        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-06-25      | 1.0585%  | 0.0000% | $43029696.00       | $865310.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-25      | 2.8534%  | 0.0000% | $285232406.00      | $455328.57         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-12-01      | 4.4100%  | 0.0000% | $27711329.00       | $27378571.36       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-06-20      | 2.9529%  | 0.0000% | $148140003.00      | $410315.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-08-20      | 2.2829%  | 0.0000% | $102857142.00      | $830487.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-01-20      | 2.5829%  | 0.0000% | $83866385.00       | $347652.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-01-16      | 0.7605%  | 0.0000% | $193004487.00      | $241181.81         | Agency Mortgage-Backed Securities |

### Security 194: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.619900%
- **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: 930PNG000, C.3 - LEI: 8I5DZWZKVSZI1NUHU748, C.5 - Other ID: 930PNG000_3.62_0601
- **C.18 - Value (incl. sponsor support):** $1684000000.00
- **C.18.a - Value (excl. sponsor support):** $1684000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL           | 2035-11-01      | 5.5000%  | 0.0000% | $11258020.00       | $858019.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2036-10-01      | 6.0000%  | 0.0000% | $2007872.00        | $466134.79         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-05-01      | 6.0000%  | 0.0000% | $196730.00         | $72618.81          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-03-01      | 6.0000%  | 0.0000% | $1523938.00        | $1192239.36        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-05-01      | 5.5000%  | 0.0000% | $29943.00          | $26509.82          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-07-01      | 6.5000%  | 0.0000% | $1395438.00        | $479466.65         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-03-01      | 7.0000%  | 0.0000% | $1076134.00        | $1155669.57        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-12-01      | 5.0000%  | 0.0000% | $161849.00         | $151301.93         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-11-01      | 5.0000%  | 0.0000% | $2683804.00        | $2435650.25        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-01-01      | 7.0000%  | 0.0000% | $1056192.00        | $714627.99         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-12-01      | 5.5000%  | 0.0000% | $1148368.00        | $1145483.60        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-04-01      | 5.5000%  | 0.0000% | $1869974.00        | $1863414.37        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2035-07-01      | 2.5000%  | 0.0000% | $7850000.00        | $2335195.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-01-01      | 4.0000%  | 0.0000% | $1800000.00        | $601222.91         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-01-01      | 3.0000%  | 0.0000% | $13985000.00       | $9520412.56        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-01-01      | 3.0000%  | 0.0000% | $2091000.00        | $1285640.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2051-11-01      | 3.0000%  | 0.0000% | $125000.00         | $76912.29          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-06-01      | 5.0000%  | 0.0000% | $58000.00          | $42854.01          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2053-11-01      | 5.0000%  | 0.0000% | $59000.00          | $47900.90          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2049-01-01      | 3.0000%  | 0.0000% | $1564396.00        | $208627.80         | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL | 2030-12-01      | 5.3030%  | 0.0000% | $5000000.00        | $6372.09           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2038-09-01      | 5.5000%  | 0.0000% | $6134904.00        | $37025.04          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2038-10-01      | 6.0000%  | 0.0000% | $1755584.00        | $75231.07          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2039-04-01      | 6.0000%  | 0.0000% | $100000.00         | $9793.06           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2032-02-01      | 2.0000%  | 0.0000% | $45788.00          | $7062.52           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2033-04-01      | 3.0000%  | 0.0000% | $167000.00         | $16236.92          | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL | 2035-10-01      | 6.2300%  | 0.0000% | $1675000.00        | $17771.29          | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL | 2036-04-01      | 5.7500%  | 0.0000% | $1500000.00        | $5360.67           | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL | 2038-02-01      | 5.8970%  | 0.0000% | $898000.00         | $5998.35           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2033-10-01      | 5.5000%  | 0.0000% | $4999500.00        | $31910.19          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2037-11-01      | 6.0000%  | 0.0000% | $1068168.00        | $72792.49          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2040-06-01      | 5.0000%  | 0.0000% | $9000000.00        | $128280.53         | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL | 2045-07-01      | 6.2730%  | 0.0000% | $927000.00         | $44718.18          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2039-03-01      | 5.0000%  | 0.0000% | $1850000.00        | $26401.08          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2036-10-01      | 1.5000%  | 0.0000% | $1000000.00        | $505973.68         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2037-05-01      | 3.5000%  | 0.0000% | $24000.00          | $12582.10          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2038-08-01      | 6.0000%  | 0.0000% | $2050000.00        | $946688.31         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2028-04-01      | 2.5000%  | 0.0000% | $2225000.00        | $43438.70          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-06-01      | 4.5000%  | 0.0000% | $2070328.00        | $473895.68         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-06-01      | 4.5000%  | 0.0000% | $2100000.00        | $461972.95         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2057-06-01      | 3.0000%  | 0.0000% | $7690000.00        | $2613256.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2031-12-01      | 2.0000%  | 0.0000% | $141906.00         | $40004.79          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2027-07-01      | 1.0500%  | 0.0000% | $28292000.00       | $27353686.40       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2042-07-01      | 6.2100%  | 0.0000% | $2215000.00        | $284183.20         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2049-03-01      | 3.5000%  | 0.0000% | $400000.00         | $53372.73          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2050-07-01      | 3.0000%  | 0.0000% | $1700000.00        | $523481.42         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2050-08-01      | 2.5000%  | 0.0000% | $1885000.00        | $869734.34         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2051-03-01      | 2.1700%  | 0.0000% | $163590.00         | $108123.58         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $65815.80          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2051-09-01      | 4.0000%  | 0.0000% | $1487726.00        | $1044510.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-03-01      | 5.0000%  | 0.0000% | $55500.00          | $53838.99          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2051-11-01      | 1.5000%  | 0.0000% | $91984.00          | $62895.75          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2037-04-01      | 2.0000%  | 0.0000% | $3242844.00        | $1842386.38        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 6.0000%  | 0.0000% | $15830816.00       | $12303218.03       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-04-01      | 5.0000%  | 0.0000% | $37994944.00       | $37607580.30       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2053-02-01      | 6.0000%  | 0.0000% | $2076064.00        | $1677497.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2053-04-01      | 5.5000%  | 0.0000% | $2129208.00        | $2081559.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2053-08-01      | 5.0000%  | 0.0000% | $2200000.00        | $1622040.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2035-05-01      | 4.6700%  | 0.0000% | $75220000.00       | $75395204.08       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2035-05-01      | 4.4000%  | 0.0000% | $10578000.00       | $10398927.39       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2032-11-01      | 4.2800%  | 0.0000% | $28402000.00       | $28047710.30       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2032-03-01      | 2.5000%  | 0.0000% | $1051082.00        | $252927.60         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2046-04-01      | 4.0000%  | 0.0000% | $1661906.00        | $261068.34         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2048-10-01      | 4.5000%  | 0.0000% | $1397596.00        | $276859.01         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2048-11-01      | 4.5000%  | 0.0000% | $140000.00         | $24960.03          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2046-02-01      | 4.0000%  | 0.0000% | $31061568.00       | $4147808.71        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2048-11-01      | 5.0000%  | 0.0000% | $104000.00         | $12744.84          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2032-07-15      | 7.5000%  | 0.0000% | $900000.00         | $12413.07          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2039-07-25      | 6.5000%  | 0.0000% | $5121768.00        | $264757.57         | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL | 2035-01-01      | 6.2220%  | 0.0000% | $780000.00         | $5256.79           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2037-02-01      | 1.5000%  | 0.0000% | $794689.00         | $469034.86         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2042-02-01      | 2.0000%  | 0.0000% | $629867.00         | $384911.28         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2040-10-01      | 4.0000%  | 0.0000% | $72488.00          | $65112.69          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2041-05-01      | 4.5000%  | 0.0000% | $4468208.00        | $4438275.47        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2035-02-01      | 4.0780%  | 0.0000% | $107644314.00      | $239087.73         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2036-12-01      | 4.6600%  | 0.0000% | $13295612.00       | $7236.47           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2039-12-01      | 5.5000%  | 0.0000% | $166625000.00      | $2454937.31        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2044-12-01      | 5.0000%  | 0.0000% | $1499878.00        | $169709.66         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2034-08-01      | 3.5000%  | 0.0000% | $10545680.00       | $1435636.58        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2031-07-01      | 2.5000%  | 0.0000% | $83000.00          | $7774.61           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2031-10-01      | 8.0000%  | 0.0000% | $36566144.00       | $148630.74         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2034-06-01      | 5.5000%  | 0.0000% | $3637988.00        | $29171.93          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2034-02-01      | 5.8750%  | 0.0000% | $4200000.00        | $5689.19           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-05-01      | 5.5000%  | 0.0000% | $1738000.00        | $1265124.94        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-12-01      | 4.5000%  | 0.0000% | $61600.00          | $51969.86          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2039-09-01      | 5.5000%  | 0.0000% | $3716172.00        | $2760534.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2037-08-01      | 1.5000%  | 0.0000% | $22721088.00       | $17030904.16       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-02-01      | 6.5000%  | 0.0000% | $79986944.00       | $59977857.26       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2045-04-01      | 7.0000%  | 0.0000% | $3283624.00        | $2374160.49        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-10-01      | 5.5090%  | 0.0000% | $18530432.00       | $15850078.50       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-11-01      | 5.0000%  | 0.0000% | $200000.00         | $193980.78         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-11-01      | 6.5000%  | 0.0000% | $24320000.00       | $21693047.79       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-01-01      | 6.0000%  | 0.0000% | $33868352.00       | $33719357.18       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-02-01      | 4.5000%  | 0.0000% | $51636352.00       | $49482936.11       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2046-04-01      | 5.5000%  | 0.0000% | $5240352.00        | $5328914.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2036-02-01      | 4.3900%  | 0.0000% | $9750000.00        | $9566918.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2031-04-01      | 4.2290%  | 0.0000% | $19360672.00       | $19406154.52       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2033-05-01      | 4.4400%  | 0.0000% | $21000000.00       | $20731396.00       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2048-05-01      | 4.5000%  | 0.0000% | $1900000.00        | $205657.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2048-11-01      | 4.5000%  | 0.0000% | $50179264.00       | $14631169.77       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2050-07-01      | 3.0000%  | 0.0000% | $1872448.00        | $707721.72         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-08-01      | 2.0000%  | 0.0000% | $200000.00         | $91923.46          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2037-03-01      | 2.0000%  | 0.0000% | $43761792.00       | $24251158.58       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-10-01      | 4.0000%  | 0.0000% | $16000.00          | $11726.16          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2053-08-01      | 5.0000%  | 0.0000% | $33000.00          | $25936.18          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-07-01      | 6.0000%  | 0.0000% | $64590720.00       | $36859628.98       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2044-08-01      | 5.0000%  | 0.0000% | $866838.00         | $574232.21         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-09-01      | 6.0000%  | 0.0000% | $2740000.00        | $1704756.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2039-10-01      | 5.0000%  | 0.0000% | $8000.00           | $5351.97           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2039-09-01      | 4.0000%  | 0.0000% | $285578.00         | $207602.21         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-11-01      | 3.5000%  | 0.0000% | $208939.00         | $178242.51         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-05-01      | 6.0000%  | 0.0000% | $15380400.00       | $9816696.54        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-11-01      | 5.0000%  | 0.0000% | $51055552.00       | $48584979.02       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-11-01      | 3.0000%  | 0.0000% | $6453456.00        | $5963849.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2041-03-01      | 6.0000%  | 0.0000% | $3040236.00        | $3035248.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2041-02-01      | 4.0000%  | 0.0000% | $148525312.00      | $139581639.47      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2039-07-01      | 6.1680%  | 0.0000% | $8500000.00        | $152867.28         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2055-09-01      | 7.0000%  | 0.0000% | $1195600.00        | $1271521.10        | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL | 2056-04-01      | 5.1340%  | 0.0000% | $1189500.00        | $1184587.44        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2053-10-01      | 6.5000%  | 0.0000% | $49950000.00       | $30474573.56       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2055-04-01      | 7.0000%  | 0.0000% | $12858520.00       | $11343202.26       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2055-11-01      | 5.0000%  | 0.0000% | $813835.00         | $774928.83         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2056-01-01      | 6.0000%  | 0.0000% | $50266880.00       | $47287252.61       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2056-03-01      | 4.5000%  | 0.0000% | $4031310.00        | $3866578.75        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-06-01      | 5.0000%  | 0.0000% | $7576000.00        | $7490049.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-06-01      | 5.0000%  | 0.0000% | $9250320.00        | $9129583.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-06-01      | 6.5000%  | 0.0000% | $1086362.00        | $1152467.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-06-01      | 6.0000%  | 0.0000% | $2598150.00        | $2707978.13        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2041-06-01      | 6.0000%  | 0.0000% | $7094672.00        | $7335583.41        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 6.0000%  | 0.0000% | $24801728.00       | $22217535.18       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2053-07-01      | 4.0000%  | 0.0000% | $515000.00         | $444408.08         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-09-01      | 6.5000%  | 0.0000% | $23142752.00       | $18691940.95       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 5.5000%  | 0.0000% | $780000.00         | $729070.59         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2047-11-01      | 3.0000%  | 0.0000% | $37119424.00       | $33198726.65       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-08-01      | 3.0000%  | 0.0000% | $18019872.00       | $15845508.41       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-02-01      | 2.5000%  | 0.0000% | $90416384.00       | $76458666.11       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-06-01      | 4.5000%  | 0.0000% | $76227200.00       | $73414111.41       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2050-03-01      | 3.0000%  | 0.0000% | $2000000.00        | $577855.39         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2050-03-01      | 3.0000%  | 0.0000% | $523000.00         | $181870.48         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2056-04-01      | 4.5000%  | 0.0000% | $4625616.00        | $4470310.94        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2056-04-01      | 6.0000%  | 0.0000% | $1707284.00        | $1767799.82        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2056-06-01      | 6.0000%  | 0.0000% | $9178416.00        | $9453352.39        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2056-06-01      | 5.0000%  | 0.0000% | $8348896.00        | $8278371.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2056-06-01      | 5.5000%  | 0.0000% | $14135888.00       | $14335441.19       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2056-06-01      | 5.0000%  | 0.0000% | $8448304.00        | $8362358.47        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-12-01      | 3.5000%  | 0.0000% | $121187584.00      | $109915519.02      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2036-12-01      | 5.5000%  | 0.0000% | $400000.00         | $14158.06          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2033-08-01      | 4.5860%  | 0.0000% | $7000000.00        | $106502.89         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2044-02-01      | 3.0000%  | 0.0000% | $1478556.00        | $952707.28         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2053-11-01      | 6.5000%  | 0.0000% | $5995440.00        | $5413173.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2050-10-01      | 4.5000%  | 0.0000% | $2854236.00        | $704474.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2041-05-01      | 2.5000%  | 0.0000% | $1100000.00        | $636995.76         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2037-02-01      | 1.5000%  | 0.0000% | $1800000.00        | $1115328.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2037-03-01      | 2.5000%  | 0.0000% | $355000.00         | $198878.37         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2037-05-01      | 2.5000%  | 0.0000% | $3084944.00        | $1845301.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-05-01      | 3.5000%  | 0.0000% | $2450000.00        | $1702034.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-07-01      | 5.0000%  | 0.0000% | $2000000.00        | $1426200.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2053-08-01      | 5.0000%  | 0.0000% | $2359276.00        | $1891461.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-02-01      | 5.0000%  | 0.0000% | $923878.00         | $793542.14         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-01-01      | 4.5000%  | 0.0000% | $3910892.00        | $2965602.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-01-01      | 6.5000%  | 0.0000% | $1319574.00        | $1409218.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-02-01      | 5.0000%  | 0.0000% | $2533396.00        | $2464905.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-02-01      | 4.5000%  | 0.0000% | $10691120.00       | $10011247.17       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-02-01      | 6.0000%  | 0.0000% | $1033546.00        | $1069747.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-12-01      | 6.0000%  | 0.0000% | $2227228.00        | $2321131.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-05-01      | 5.5000%  | 0.0000% | $20891552.00       | $21486434.31       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-03-01      | 5.0000%  | 0.0000% | $1826000.00        | $1804243.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-05-01      | 6.0000%  | 0.0000% | $1022982.00        | $1064020.63        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-05-01      | 5.0000%  | 0.0000% | $7633000.00        | $7594818.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-06-01      | 5.0000%  | 0.0000% | $2473888.00        | $2457607.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-05-01      | 5.5000%  | 0.0000% | $3272816.00        | $3318968.52        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2041-04-01      | 5.0000%  | 0.0000% | $25802624.00       | $25840059.35       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-05-01      | 5.5000%  | 0.0000% | $18321152.00       | $18559707.65       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-06-01      | 4.5000%  | 0.0000% | $14130064.00       | $13616280.74       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-06-01      | 5.5000%  | 0.0000% | $10923695.00       | $11108390.41       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-05-01      | 5.0000%  | 0.0000% | $9819072.00        | $9711836.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-05-01      | 6.0000%  | 0.0000% | $1014800.00        | $1048664.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-03-01      | 6.0000%  | 0.0000% | $19752512.00       | $17300670.34       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 6.0000%  | 0.0000% | $1313500.00        | $1005809.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-07-01      | 6.0000%  | 0.0000% | $370957.00         | $291345.88         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 6.5000%  | 0.0000% | $1375476.00        | $1433663.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 6.0000%  | 0.0000% | $2638604.00        | $1968738.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-01-01      | 5.0000%  | 0.0000% | $100000.00         | $93007.21          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-10-01      | 6.5000%  | 0.0000% | $1019102.00        | $953669.54         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-03-01      | 5.5000%  | 0.0000% | $2138784.00        | $2171317.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-11-01      | 6.0000%  | 0.0000% | $1718112.00        | $1486512.53        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-12-01      | 4.0000%  | 0.0000% | $1555150.00        | $1441583.25        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2046-09-01      | 3.0000%  | 0.0000% | $2043876.00        | $410760.33         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2041-04-01      | 6.5000%  | 0.0000% | $3720364.00        | $3895061.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2035-08-01      | 5.6150%  | 0.0000% | $4746000.00        | $27794.18          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2038-05-01      | 5.5000%  | 0.0000% | $294950400.00      | $2082150.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2035-11-01      | 7.5000%  | 0.0000% | $6873480.00        | $311049.74         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2037-02-01      | 6.0720%  | 0.0000% | $3000000.00        | $16831.53          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2037-04-01      | 5.1400%  | 0.0000% | $19300000.00       | $72947.16          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2044-03-01      | 5.0000%  | 0.0000% | $750000.00         | $104367.40         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2051-12-01      | 2.5000%  | 0.0000% | $348141000.00      | $211599082.43      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2049-11-01      | 3.0000%  | 0.0000% | $2520000.00        | $367612.62         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-03-01      | 2.5000%  | 0.0000% | $75000.00          | $13870.59          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2050-06-01      | 3.0000%  | 0.0000% | $179000.00         | $45000.61          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2050-08-01      | 3.0000%  | 0.0000% | $2050000.00        | $568586.14         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2039-04-01      | 5.5000%  | 0.0000% | $407000.00         | $207606.47         | Agency Mortgage-Backed Securities |

### Security 195: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: 8I5DZWZKVSZI1NUHU748, C.5 - Other ID: 930PNJ004_3.61_0601
- **C.18 - Value (incl. sponsor support):** $13254000000.00
- **C.18.a - Value (excl. sponsor support):** $13254000000.00
- **C.19 - Percentage of Net Assets:** 5.8300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS          | 2029-05-15      | NA       | 0.0000% | $230904207.71      | $204667486.20      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 3.8750%  | 0.0000% | $1791097600.00     | $1785421942.67     | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-04-15      | 1.2500%  | 0.0000% | $800960000.00      | $797936836.47      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 3.8750%  | 0.0000% | $390158000.00      | $386929313.20      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 3.5000%  | 0.0000% | $2354086400.00     | $2335281233.50     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $100012800.00      | $96343236.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $231363200.00      | $231197677.96      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $2189827200.00     | $2265504884.73     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $691816800.00      | $452445374.07      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $795794000.00      | $714814433.43      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $977497500.00      | $992761144.71      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $386352000.00      | $266442583.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $1538214400.00     | $1453616470.26     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $815032000.00      | $655661926.06      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $1180512000.00     | $880055462.33      | U.S. Treasuries (including strips) |

### Security 196: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: 8I5DZWZKVSZI1NUHU748, C.5 - Other ID: 930PNJ004_3.63_0608
- **C.18 - Value (incl. sponsor support):** $935000000.00
- **C.18.a - Value (excl. sponsor support):** $935000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $100.59            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $434134400.00      | $382927459.47      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-04-15      | 1.6250%  | 0.0000% | $548518400.00      | $570772462.63      | U.S. Treasuries (including strips) |

### Security 197: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930REQ004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930REQ004_3.61_0601
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2042-05-15      | 3.0000%  | 0.0000% | $78196600.00       | $61913980.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 3.0000%  | 0.0000% | $4808100.00        | $3608581.48        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $26425200.00       | $23776040.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $169118200.00      | $165778126.58      | U.S. Treasuries (including strips) |

### Security 198: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.619900%
- **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: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_3.62_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL | 2040-06-01      | 5.0000%  | 0.0000% | $2233569.00        | $1995774.00        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-07-01      | 5.5000%  | 0.0000% | $6699430.00        | $5475988.99        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-07-01      | 6.0000%  | 0.0000% | $1864100.00        | $1480998.66        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-08-01      | 4.5000%  | 0.0000% | $3822948.00        | $3561236.34        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-08-01      | 6.0000%  | 0.0000% | $1330400.00        | $958326.63         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-08-01      | 5.5000%  | 0.0000% | $1334423.00        | $740318.42         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-09-01      | 4.5000%  | 0.0000% | $2139515.00        | $2039392.29        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-10-01      | 5.5000%  | 0.0000% | $796226.00         | $477953.70         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-05-01      | 4.5000%  | 0.0000% | $1439321.00        | $1430441.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-12-01      | 4.0000%  | 0.0000% | $668851.00         | $611063.10         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-01-01      | 4.5000%  | 0.0000% | $2291617.00        | $2242213.99        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-03-01      | 6.0000%  | 0.0000% | $2033634.00        | $2087978.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-03-01      | 4.0000%  | 0.0000% | $2439247.00        | $2349321.11        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-12-01      | 6.0000%  | 0.0000% | $100000.00         | $90282.78          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-12-01      | 5.0000%  | 0.0000% | $1200000.00        | $1123603.16        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-12-01      | 5.0000%  | 0.0000% | $2203382.00        | $2109435.46        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2034-01-01      | 6.0000%  | 0.0000% | $972931.00         | $4997.11           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2038-05-01      | 6.0000%  | 0.0000% | $3498354.00        | $73094.47          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-04-01      | 5.0000%  | 0.0000% | $48000.00          | $1972.47           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2042-08-01      | 3.5000%  | 0.0000% | $262814.00         | $26223.54          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2042-08-01      | 3.5000%  | 0.0000% | $445882.00         | $49187.92          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2043-05-01      | 3.5000%  | 0.0000% | $100000.00         | $13645.83          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2049-05-01      | 3.5000%  | 0.0000% | $11706619.00       | $2195320.77        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2030-06-01      | 7.0000%  | 0.0000% | $25534284.00       | $7946.52           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2037-03-01      | 6.0000%  | 0.0000% | $1239414.00        | $9445.65           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2037-03-01      | 6.5000%  | 0.0000% | $1901938.00        | $26708.90          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2033-04-01      | 3.5000%  | 0.0000% | $2000000.00        | $186056.30         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2039-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1388.99           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2035-02-01      | 2.5000%  | 0.0000% | $2000000.00        | $336864.46         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2035-06-01      | 2.5000%  | 0.0000% | $3000.00           | $698.36            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2037-07-01      | 3.5000%  | 0.0000% | $317000.00         | $171128.35         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2037-02-01      | 2.0000%  | 0.0000% | $75000.00          | $41436.92          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-01-01      | 5.5000%  | 0.0000% | $7699007.00        | $4961518.41        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-01-01      | 2.0000%  | 0.0000% | $1074000.00        | $647120.02         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2046-09-01      | 3.5000%  | 0.0000% | $90233.00          | $26134.90          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-06-01      | 3.5000%  | 0.0000% | $7200.00           | $4820.01           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-09-01      | 5.0000%  | 0.0000% | $260000.00         | $189621.45         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2051-07-01      | 3.0000%  | 0.0000% | $701220.00         | $449299.49         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $72675.39          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2053-03-01      | 5.5000%  | 0.0000% | $100000.00         | $82511.42          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-04-01      | 2.5000%  | 0.0000% | $1532624.00        | $1149657.16        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-09-01      | 7.5000%  | 0.0000% | $43040000.00       | $26569198.18       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-06-01      | 5.0000%  | 0.0000% | $1583318.00        | $1569943.54        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-06-01      | 6.0000%  | 0.0000% | $2402995.00        | $2482357.92        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-01-01      | 6.0000%  | 0.0000% | $3390069.00        | $3457608.47        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 7.5000%  | 0.0000% | $2553780.00        | $1196324.59        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 5.0000%  | 0.0000% | $2287454.00        | $2230039.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 5.5000%  | 0.0000% | $18333000.00       | $16606443.18       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 6.0000%  | 0.0000% | $179622.00         | $140342.62         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 5.5000%  | 0.0000% | $8886587.00        | $8817159.65        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.0000%  | 0.0000% | $2139534.00        | $2100633.75        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-05-01      | 5.0000%  | 0.0000% | $17702069.00       | $17299984.79       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-02-01      | 6.5000%  | 0.0000% | $8954916.00        | $7984567.23        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-06-01      | 3.0000%  | 0.0000% | $40468133.00       | $33489990.05       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.5000%  | 0.0000% | $4926605.00        | $4546565.76        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2049-05-01      | 4.0000%  | 0.0000% | $1011419.00        | $901728.12         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.5000%  | 0.0000% | $32654199.00       | $29572770.02       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 6.5000%  | 0.0000% | $17457800.00       | $15524260.52       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-06-01      | 2.0000%  | 0.0000% | $19568222.00       | $15392574.02       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-08-01      | 3.0000%  | 0.0000% | $7779361.00        | $6853594.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 6.5000%  | 0.0000% | $8484048.00        | $7960898.35        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-03-01      | 6.0000%  | 0.0000% | $5117873.00        | $5328158.21        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 4.0000%  | 0.0000% | $116140188.00      | $104205397.28      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-05-01      | 4.0000%  | 0.0000% | $44132942.00       | $41297667.68       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-05-01      | 5.0000%  | 0.0000% | $515219.00         | $519809.03         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-03-01      | 4.5000%  | 0.0000% | $3589446.00        | $3431125.27        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 6.0000%  | 0.0000% | $1173711.00        | $1216650.13        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $1079500.00        | $1090487.96        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-03-01      | 6.0000%  | 0.0000% | $1743700.00        | $1496287.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-03-01      | 4.0000%  | 0.0000% | $3267560.00        | $3055903.64        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-04-01      | 5.0000%  | 0.0000% | $1043324.00        | $1038915.86        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-04-01      | 4.5000%  | 0.0000% | $3150960.00        | $3028907.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-04-01      | 4.5000%  | 0.0000% | $625644.00         | $601759.46         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-05-01      | 6.0000%  | 0.0000% | $4505000.00        | $2617603.07        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2045-08-01      | 3.5000%  | 0.0000% | $2491374.00        | $1731411.57        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2049-07-01      | 3.0000%  | 0.0000% | $261000.00         | $68352.77          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2049-08-01      | 3.5000%  | 0.0000% | $2144788.00        | $772733.06         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-03-01      | 3.0000%  | 0.0000% | $4000.00           | $2736.74           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-06-01      | 3.5000%  | 0.0000% | $6569552.00        | $4158269.44        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-09-01      | 6.0000%  | 0.0000% | $1552597.00        | $1066640.36        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2053-03-01      | 5.5000%  | 0.0000% | $180000.00         | $81637.13          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2053-06-01      | 5.5000%  | 0.0000% | $58631186.00       | $45442965.96       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2034-07-01      | 3.0000%  | 0.0000% | $400000.00         | $66339.79          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2046-02-01      | 4.5000%  | 0.0000% | $7792275.00        | $7434541.04        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2035-11-01      | 5.5000%  | 0.0000% | $2141224.00        | $2045490.38        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-05-01      | 4.5000%  | 0.0000% | $5087691.00        | $4896419.26        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2031-05-01      | 2.0000%  | 0.0000% | $3000000.00        | $928078.35         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-04-01      | 5.5000%  | 0.0000% | $317268.00         | $229558.77         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-04-01      | 4.5000%  | 0.0000% | $1021163.00        | $802661.49         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-05-01      | 5.0000%  | 0.0000% | $1180511.00        | $947979.57         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-05-01      | 4.5000%  | 0.0000% | $27130402.00       | $26295708.05       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-01-01      | 6.5000%  | 0.0000% | $78000.00          | $52867.03          | Agency Mortgage-Backed Securities |

### Security 199: MUFG Securities Repo

- **C.1 - Title:** MUFG Securities Repo 3.619900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 931NXA006, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 931NXA006_3.62_0601
- **C.18 - Value (incl. sponsor support):** $2015000000.00
- **C.18.a - Value (excl. sponsor support):** $2015000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-10-31      | 3.6250%  | 0.0000% | $99999900.00       | $98223067.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $72797900.00       | $72515264.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $85455900.00       | $81998622.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $99999900.00       | $95116531.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $99999900.00       | $95431290.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $499999900.00      | $475033356.31      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $99999900.00       | $94006096.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $50770900.00       | $50738994.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $93699900.00       | $92629655.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $249999900.00      | $249712748.05      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $295567900.00      | $298568619.61      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $8825900.00        | $8919499.98        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $14406500.00       | $14455239.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $139999900.00      | $138208541.99      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $95965900.00       | $96285188.72       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 3.6250%  | 0.0000% | $99499900.00       | $98075790.69       | U.S. Treasuries (including strips) |

### Security 200: Prudential Legacy Insurance Company of New Jersey Repo

- **C.1 - Title:** Prudential Legacy Insurance Company of New Jersey Repo 3.639900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 932HJC000, C.3 - LEI: 54930052BY4D7ZQAQT90, C.5 - Other ID: 932HJC000_3.64_0601
- **C.18 - Value (incl. sponsor support):** $147556250.00
- **C.18.a - Value (excl. sponsor support):** $147556250.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $38273437.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $50000000.00       | $29214217.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $48215353.26       | U.S. Treasuries (including strips) |
| STRIPS          | 2040-02-15      | NA       | 0.0000% | $20000000.00       | $10286560.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-12-31      | 3.8750%  | 0.0000% | $25000000.00       | $24836239.64       | U.S. Treasuries (including strips) |

### Security 201: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 3.619900%
- **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: 932KXR004, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 932KXR004_3.62_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 - JPM

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL           | 2055-12-01      | 6.0000%  | 0.0000% | $4670935.00        | $4767474.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-11-01      | 4.0000%  | 0.0000% | $5870000.00        | $1036063.56        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2051-04-01      | 2.5000%  | 0.0000% | $19610.00          | $10091.69          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2051-11-01      | 2.0000%  | 0.0000% | $699549.00         | $461967.96         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2051-02-01      | 2.0000%  | 0.0000% | $75000.00          | $34659.97          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2036-04-01      | 2.0000%  | 0.0000% | $2710000.00        | $1289413.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2037-03-01      | 2.5000%  | 0.0000% | $5853048.00        | $3281262.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2042-04-01      | 3.5000%  | 0.0000% | $800000.00         | $465505.35         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-05-01      | 3.5000%  | 0.0000% | $898936.00         | $624381.79         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2037-05-01      | 2.0000%  | 0.0000% | $2912272.00        | $1710737.03        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-06-01      | 3.5000%  | 0.0000% | $15000.00          | $10230.99          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2047-08-01      | 4.0000%  | 0.0000% | $3375744.00        | $2925972.03        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2037-10-01      | 4.5000%  | 0.0000% | $167889.00         | $81625.76          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-11-01      | 5.0000%  | 0.0000% | $100000.00         | $76346.54          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2053-01-01      | 6.0000%  | 0.0000% | $480000.00         | $347919.69         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2038-05-01      | 4.5000%  | 0.0000% | $52000.00          | $28598.85          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2053-09-01      | 4.0000%  | 0.0000% | $6955280.00        | $4498455.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2053-10-01      | 5.5000%  | 0.0000% | $457375.00         | $384752.14         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2044-03-01      | 7.0000%  | 0.0000% | $1057308.00        | $792640.15         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2042-06-01      | 3.5000%  | 0.0000% | $1519000.00        | $404749.85         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2044-12-01      | 3.0000%  | 0.0000% | $2927416.00        | $1131174.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2047-04-01      | 3.0000%  | 0.0000% | $1019254.00        | $412768.77         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2048-04-01      | 4.0000%  | 0.0000% | $2310000.00        | $309596.24         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2048-05-01      | 4.5000%  | 0.0000% | $271595.00         | $30793.87          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2034-07-01      | 3.0000%  | 0.0000% | $207100.00         | $35340.45          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-11-01      | 5.0000%  | 0.0000% | $100226944.00      | $89456658.62       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-11-01      | 6.0000%  | 0.0000% | $13455000.00       | $11048264.71       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-04-01      | 5.0000%  | 0.0000% | $994540.00         | $982957.00         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-05-01      | 5.0000%  | 0.0000% | $4539512.00        | $4517962.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-05-01      | 4.5000%  | 0.0000% | $5492328.00        | $5291945.91        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 6.5000%  | 0.0000% | $104809344.00      | $75913648.50       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-09-01      | 3.5000%  | 0.0000% | $98000.00          | $85359.54          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2051-07-01      | 2.5000%  | 0.0000% | $300000.00         | $163381.59         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-12-01      | 5.5000%  | 0.0000% | $24506944.00       | $24284864.23       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2048-02-01      | 3.5000%  | 0.0000% | $721000.00         | $79652.25          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2034-06-01      | 3.5000%  | 0.0000% | $477000.00         | $37665.37          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2043-12-01      | 4.5000%  | 0.0000% | $3200000.00        | $532720.01         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2047-07-01      | 4.0000%  | 0.0000% | $5495816.00        | $1921012.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2035-11-01      | 6.0550%  | 0.0000% | $1759872.00        | $69531.76          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-11-01      | 6.0000%  | 0.0000% | $3000000.00        | $205402.15         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2044-11-01      | 3.5000%  | 0.0000% | $1100000.00        | $203527.15         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2043-07-01      | 3.0000%  | 0.0000% | $1525000.00        | $214862.89         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2035-05-01      | 5.5000%  | 0.0000% | $459141.00         | $7171.64           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2053-11-01      | 5.5000%  | 0.0000% | $2944208.00        | $1991693.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-04-01      | 5.5000%  | 0.0000% | $2097476.00        | $1397981.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-09-01      | 6.0000%  | 0.0000% | $3380000.00        | $3202316.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-05-01      | 5.5000%  | 0.0000% | $1952112.00        | $988835.02         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-06-01      | 6.5000%  | 0.0000% | $4954192.00        | $3886178.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-06-01      | 6.0000%  | 0.0000% | $6474670.00        | $3001426.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-10-01      | 6.0000%  | 0.0000% | $1452172.00        | $1323163.51        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2039-10-01      | 6.0000%  | 0.0000% | $1000000.00        | $507221.86         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-10-01      | 4.5000%  | 0.0000% | $324191.00         | $262850.78         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2039-12-01      | 5.5000%  | 0.0000% | $1180754.00        | $957993.52         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-02-01      | 5.5000%  | 0.0000% | $5602984.00        | $4529742.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-02-01      | 7.0000%  | 0.0000% | $1360552.00        | $1159758.87        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-03-01      | 7.0000%  | 0.0000% | $1253628.00        | $1324710.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-05-01      | 6.5000%  | 0.0000% | $1782032.00        | $1653428.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-05-01      | 6.0000%  | 0.0000% | $93228.00          | $71120.72          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-04-01      | 5.0000%  | 0.0000% | $4233552.00        | $4107928.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-04-01      | 6.0000%  | 0.0000% | $1052696.00        | $607036.00         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 6.5000%  | 0.0000% | $636690.00         | $667325.28         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 5.5000%  | 0.0000% | $4329344.00        | $3943834.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 6.5000%  | 0.0000% | $3391824.00        | $2679900.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-12-01      | 5.0000%  | 0.0000% | $1704340.00        | $1691315.57        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 7.5000%  | 0.0000% | $1479462.00        | $1302537.49        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-12-01      | 7.5000%  | 0.0000% | $200000.00         | $213056.65         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 5.0000%  | 0.0000% | $993538.00         | $971534.46         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 6.5000%  | 0.0000% | $20285056.00       | $20049142.89       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 6.5000%  | 0.0000% | $2093832.00        | $2178513.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 6.5000%  | 0.0000% | $1311422.00        | $1374907.31        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 7.0000%  | 0.0000% | $1548374.00        | $1574689.74        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 7.0000%  | 0.0000% | $9706928.00        | $8781606.85        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-11-01      | 7.0000%  | 0.0000% | $1495056.00        | $1586116.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 6.0000%  | 0.0000% | $30812576.00       | $30000357.79       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-10-01      | 5.0000%  | 0.0000% | $24446400.00       | $22033470.26       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-10-01      | 6.0000%  | 0.0000% | $1039454.00        | $965114.36         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-11-01      | 6.0000%  | 0.0000% | $20964992.00       | $20802407.88       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-11-01      | 6.0000%  | 0.0000% | $12444048.00       | $11351921.56       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-11-01      | 6.0000%  | 0.0000% | $9048144.00        | $9244276.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-10-01      | 6.0000%  | 0.0000% | $3454612.00        | $3571722.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-12-01      | 6.0000%  | 0.0000% | $1481664.00        | $1533822.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-09-01      | 5.5000%  | 0.0000% | $8778768.00        | $7552785.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-09-01      | 5.0000%  | 0.0000% | $8313840.00        | $6898714.87        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-10-01      | 5.0000%  | 0.0000% | $107291.00         | $92053.74          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-11-01      | 6.0000%  | 0.0000% | $1380140.00        | $1267114.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-10-01      | 6.5000%  | 0.0000% | $122719.00         | $73746.17          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-12-01      | 6.0000%  | 0.0000% | $1108542.00        | $1080427.91        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-12-01      | 6.0000%  | 0.0000% | $2002364.00        | $2037377.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-12-01      | 7.0000%  | 0.0000% | $1033022.00        | $1106331.65        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-12-01      | 5.0000%  | 0.0000% | $4389792.00        | $4320927.52        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-01-01      | 5.5000%  | 0.0000% | $1445016.00        | $1463257.57        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-12-01      | 6.0000%  | 0.0000% | $9955728.00        | $10159176.66       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-04-01      | 5.0000%  | 0.0000% | $169803520.00      | $167416176.78      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 6.0000%  | 0.0000% | $5518384.00        | $4287369.45        | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL | 2056-06-01      | 5.3830%  | 0.0000% | $26288768.00       | $26648865.71       | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL | 2056-05-01      | 4.6080%  | 0.0000% | $134674688.00      | $133178908.17      | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL     | 2028-09-01      | 3.0000%  | 0.0000% | $1150000.00        | $33333.28          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-11-01      | 6.0000%  | 0.0000% | $2079504.00        | $2121651.35        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2048-03-01      | 4.5000%  | 0.0000% | $1259232.00        | $204667.66         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2037-01-01      | 2.5000%  | 0.0000% | $1410912.00        | $982514.75         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-05-01      | 3.5000%  | 0.0000% | $100038.00         | $67183.81          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-06-01      | 3.5000%  | 0.0000% | $5080776.00        | $3538897.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2051-08-01      | 3.0000%  | 0.0000% | $1000000.00        | $682576.42         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2051-12-01      | 3.0000%  | 0.0000% | $1035342.00        | $745525.46         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 6.5000%  | 0.0000% | $2302368.00        | $2200661.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 6.5000%  | 0.0000% | $11742096.00       | $9777168.56        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-04-01      | 6.5000%  | 0.0000% | $1282902.00        | $956843.40         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 4.0000%  | 0.0000% | $2619724.00        | $2143299.15        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-07-01      | 4.5000%  | 0.0000% | $1343356.00        | $1191067.36        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2037-04-01      | 2.0000%  | 0.0000% | $89292.00          | $53566.54          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-04-01      | 3.0000%  | 0.0000% | $164799232.00      | $112482776.25      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2037-05-01      | 3.0000%  | 0.0000% | $65102.00          | $32858.09          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-07-01      | 5.0000%  | 0.0000% | $400000.00         | $249282.97         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-06-01      | 4.0000%  | 0.0000% | $700000.00         | $446728.03         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2037-09-01      | 2.0000%  | 0.0000% | $216959.00         | $147689.22         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-02-01      | 6.5000%  | 0.0000% | $4894192.00        | $4019637.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-02-01      | 4.0000%  | 0.0000% | $1031148.00        | $968483.77         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $5980000.00        | $3514798.53        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2053-04-01      | 7.0000%  | 0.0000% | $3204940.00        | $1089846.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2038-04-01      | 4.0000%  | 0.0000% | $1790228.00        | $1009541.41        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2053-05-01      | 4.5000%  | 0.0000% | $4217000.00        | $3033912.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2053-08-01      | 5.5000%  | 0.0000% | $1180984.00        | $831241.28         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2039-12-01      | 6.0500%  | 0.0000% | $7893700.00        | $8622861.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2034-11-01      | 4.7800%  | 0.0000% | $25755000.00       | $26127514.60       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2032-04-01      | 4.3400%  | 0.0000% | $18130000.00       | $18023967.71       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2048-06-01      | 4.5000%  | 0.0000% | $350000.00         | $41227.77          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2048-08-01      | 5.0000%  | 0.0000% | $108206800.00      | $23785169.08       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2050-10-01      | 2.0000%  | 0.0000% | $100000.00         | $48243.27          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2050-10-01      | 2.5000%  | 0.0000% | $500000.00         | $247104.64         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2036-06-01      | 2.0000%  | 0.0000% | $9216912.00        | $5057419.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2036-06-01      | 2.5000%  | 0.0000% | $500000.00         | $277432.44         | Agency Mortgage-Backed Securities |

### Security 202: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932KXR004, C.3 - LEI: 8I5DZWZKVSZI1NUHU748, C.5 - Other ID: 932KXR004_3.74_0925
- **C.18 - Value (incl. sponsor support):** $3240000000.00
- **C.18.a - Value (excl. sponsor support):** $3240000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC REMICS                    | 2055-09-25      | 2.2379%  | 0.0000% | $50000000.00       | $2420650.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-25      | 1.6379%  | 0.0000% | $20000000.00       | $816430.20         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-09-25      | 1.5879%  | 0.0000% | $131918848.00      | $3970494.27        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2053-04-25      | 6.0000%  | 0.0000% | $24633216.00       | $3812462.23        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-09-25      | 0.6879%  | 0.0000% | $187500000.00      | $2033715.13        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-09-25      | 1.5879%  | 0.0000% | $50000000.00       | $1198697.96        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-09-25      | 1.6379%  | 0.0000% | $65177344.00       | $1610465.93        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-10-25      | 1.6379%  | 0.0000% | $227224064.00      | $13220974.01       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-09-25      | 3.4879%  | 0.0000% | $46595456.00       | $3681610.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-25      | 1.7379%  | 0.0000% | $292332160.00      | $17108203.37       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-05-20      | 0.0500%  | 0.0000% | $122572800.00      | $108235.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-05-20      | 1.8749%  | 0.0000% | $400000000.00      | $5519060.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-06-20      | 6.0000%  | 0.0000% | $2142320.00        | $2650484.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-07-20      | 0.0500%  | 0.0000% | $14221312.00       | $11196.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-04-16      | 0.6769%  | 0.0000% | $50000000.00       | $2590625.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-08-20      | 2.9749%  | 0.0000% | $32691776.00       | $1093692.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-08-20      | 4.6251%  | 0.0000% | $2200000.00        | $1684873.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-08-20      | 2.0749%  | 0.0000% | $34801088.00       | $1735168.38        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-11-20      | 3.4649%  | 0.0000% | $150000000.00      | $2716021.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-07-20      | 2.0749%  | 0.0000% | $71201536.00       | $2082223.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-10-20      | 0.1500%  | 0.0000% | $128999424.00      | $104730.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-06-16      | 0.7676%  | 0.0000% | $100000000.00      | $6196251.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-02-25      | 1.1879%  | 0.0000% | $200000000.00      | $6343596.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 2.6670%  | 0.0000% | $119463552.00      | $5130299.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-25      | 2.6379%  | 0.0000% | $100000000.00      | $5791837.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-25      | 1.4379%  | 0.0000% | $56000000.00       | $1791714.30        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-10-25      | 1.7379%  | 0.0000% | $73228160.00       | $3998175.62        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-11-25      | 1.1879%  | 0.0000% | $180000000.00      | $6868717.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-25      | 2.4379%  | 0.0000% | $38724480.00       | $1892967.32        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-09-25      | 3.6879%  | 0.0000% | $26114944.00       | $1952024.86        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-01-25      | 2.0379%  | 0.0000% | $88418304.00       | $6545750.72        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-03-25      | 6.0000%  | 0.0000% | $12502944.00       | $2195774.11        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-08-25      | 1.9879%  | 0.0000% | $216584960.00      | $13754635.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-02-25      | 1.3879%  | 0.0000% | $200614144.00      | $8852105.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-12-20      | 2.0749%  | 0.0000% | $27777760.00       | $576542.92         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-12-20      | 2.7749%  | 0.0000% | $27777760.00       | $810895.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-12-20      | 2.0749%  | 0.0000% | $30000000.00       | $1261548.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-04-20      | 0.0500%  | 0.0000% | $101780800.00      | $108663.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-09-20      | 1.7749%  | 0.0000% | $85500000.00       | $1657568.58        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-05-20      | 1.8749%  | 0.0000% | $60452480.00       | $1885594.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-01-20      | 3.3749%  | 0.0000% | $50000000.00       | $2987511.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-01-20      | 2.1249%  | 0.0000% | $50000000.00       | $1554804.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-01-20      | 2.2749%  | 0.0000% | $10000000.00       | $240133.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-01-20      | 2.8749%  | 0.0000% | $49500000.00       | $2042736.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-01-20      | 6.0000%  | 0.0000% | $11347152.00       | $934884.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-02-20      | 2.4249%  | 0.0000% | $50209152.00       | $841747.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-02-20      | 2.1049%  | 0.0000% | $70000000.00       | $2266179.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-02-20      | 3.3249%  | 0.0000% | $55696240.00       | $2457414.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-01-20      | 2.6249%  | 0.0000% | $138083584.00      | $1054137.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-02-20      | 3.3749%  | 0.0000% | $25000000.00       | $1095287.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-01-20      | 2.9749%  | 0.0000% | $91762048.00       | $927750.17         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-02-20      | 2.4749%  | 0.0000% | $30749952.00       | $1380253.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 6.0000%  | 0.0000% | $5555552.00        | $412382.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 3.5749%  | 0.0000% | $70000000.00       | $6307307.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-03-20      | 1.6949%  | 0.0000% | $75000000.00       | $1204938.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 1.6749%  | 0.0000% | $35000000.00       | $524583.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-06-20      | NA       | 0.0000% | $30000000.00       | $127424.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-06-20      | NA       | 0.0000% | $84983808.00       | $20594.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-07-20      | 2.4549%  | 0.0000% | $30500000.00       | $1877606.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-10-20      | 5.0000%  | 0.0000% | $5795344.00        | $94992.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-08-20      | 0.0500%  | 0.0000% | $49999872.00       | $42801.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-01-20      | 0.1000%  | 0.0000% | $55000000.00       | $134867.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-01-20      | 0.0500%  | 0.0000% | $139997184.00      | $111367.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-02-20      | 2.6749%  | 0.0000% | $17642144.00       | $758144.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-02-20      | 0.0500%  | 0.0000% | $112955392.00      | $111217.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-02-20      | 0.1100%  | 0.0000% | $5000000.00        | $7284.77           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-02-20      | 6.0000%  | 0.0000% | $5751856.00        | $545354.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-02-20      | 0.0600%  | 0.0000% | $135438336.00      | $107594.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-02-20      | 6.0000%  | 0.0000% | $8125000.00        | $707532.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-12-20      | 4.5000%  | 0.0000% | $23158240.00       | $1392454.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2035-09-20      | NA       | 0.0000% | $77024000.00       | $1707284.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-04-16      | 0.2135%  | 0.0000% | $292814848.00      | $5031.51           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-02-16      | 1.2500%  | 0.0000% | $166592512.00      | $5454.40           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-01-20      | 5.0000%  | 0.0000% | $50000000.00       | $686361.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-01-16      | 3.0605%  | 0.0000% | $496144640.00      | $1596051.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-01-16      | 1.1737%  | 0.0000% | $85000000.00       | $88402.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2039-10-16      | 2.5605%  | 0.0000% | $42024960.00       | $10430.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-09-16      | NA       | 0.0000% | $155099136.00      | $55488.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-03-16      | NA       | 0.0000% | $130072576.00      | $31331.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-04-16      | 0.5301%  | 0.0000% | $177586176.00      | $24758.89          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP                      | 2050-06-15      | 3.0000%  | 0.0000% | $2272012.00        | $112933.63         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-04-25      | 4.5000%  | 0.0000% | $15645680.00       | $13745878.56       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2049-11-25      | 1.5000%  | 0.0000% | $35000000.00       | $1627379.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-25      | 1.9879%  | 0.0000% | $142856960.00      | $6671204.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-03-25      | 5.5000%  | 0.0000% | $25529664.00       | $22454922.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-11-15      | 2.6927%  | 0.0000% | $76636672.00       | $755555.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-03-15      | 2.6927%  | 0.0000% | $26508896.00       | $197124.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-25      | 5.0000%  | 0.0000% | $16066208.00       | $16033852.24       | Agency Mortgage-Backed Securities |
| FANNIE MAE-ACES                       | 2030-04-25      | 0.0364%  | 0.0000% | $440751000.00      | $1409080.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-25      | 5.0000%  | 0.0000% | $14028720.00       | $13659404.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-25      | 5.0000%  | 0.0000% | $18836768.00       | $18844047.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-25      | 5.0000%  | 0.0000% | $14785792.00       | $15003122.31       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-03-25      | 2.2879%  | 0.0000% | $78196000.00       | $5701643.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-25      | 5.0000%  | 0.0000% | $6504752.00        | $6291260.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-25      | 0.1000%  | 0.0000% | $75000000.00       | $104786.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-25      | 0.7379%  | 0.0000% | $100000000.00      | $1052096.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-25      | 5.0000%  | 0.0000% | $3643980.00        | $3520473.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-03-15      | 4.0000%  | 0.0000% | $17844739.00       | $57906.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-04-15      | 3.5000%  | 0.0000% | $11058576.00       | $41268.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-05-15      | 3.5000%  | 0.0000% | $1600000.00        | $2325542.51        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-02-25      | 6.5000%  | 0.0000% | $11141000.00       | $1118435.17        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-03-25      | 2.3879%  | 0.0000% | $45821120.00       | $1657249.30        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-01-25      | 1.5379%  | 0.0000% | $154768640.00      | $3022594.38        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-11-25      | 0.5879%  | 0.0000% | $41250000.00       | $310833.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-25      | 0.6879%  | 0.0000% | $2259000000.00     | $21007459.87       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-11-25      | 0.0100%  | 0.0000% | $599998464.00      | $85638.91          | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-06-25      | 0.0100%  | 0.0000% | $1094238208.00     | $200319.56         | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS                    | 2052-03-15      | 3.0000%  | 0.0000% | $130979.00         | $11210.98          | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS                    | 2052-02-15      | 2.5000%  | 0.0000% | $134052.00         | $9425.39           | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP                      | 2050-06-15      | 3.0000%  | 0.0000% | $447235.00         | $16529.03          | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS                    | 2049-11-15      | 3.0000%  | 0.0000% | $759779.00         | $26051.60          | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS                    | 2050-06-15      | 3.5000%  | 0.0000% | $893989.00         | $39525.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-05-04      | 0.6100%  | 0.0000% | $32500000.00       | $389286.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-09-25      | NA       | 0.0000% | $100000.00         | $75267.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2060-12-16      | 0.7454%  | 0.0000% | $50049280.00       | $619664.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2060-12-16      | 0.6432%  | 0.0000% | $100017664.00      | $1056868.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2060-11-16      | 0.6534%  | 0.0000% | $137614336.00      | $1112171.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-03-16      | 0.7166%  | 0.0000% | $90056832.00       | $977003.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-05-16      | 0.8408%  | 0.0000% | $15400000.00       | $721932.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-06-16      | 0.9664%  | 0.0000% | $300000000.00      | $16997945.61       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-11-16      | 0.8761%  | 0.0000% | $16300000.00       | $970716.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-10-16      | 0.8493%  | 0.0000% | $20750000.00       | $1025502.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-10-16      | 0.9493%  | 0.0000% | $252959000.00      | $15359129.76       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-06-16      | 0.9831%  | 0.0000% | $267966000.00      | $16560678.97       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-05-16      | 0.9935%  | 0.0000% | $15050000.00       | $950971.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-08-16      | 0.8749%  | 0.0000% | $662500000.00      | $34828104.19       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-05-16      | 0.8263%  | 0.0000% | $25000000.00       | $1278542.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-03-16      | 0.9924%  | 0.0000% | $18625000.00       | $1099180.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-06-16      | 0.8860%  | 0.0000% | $450000000.00      | $22284294.86       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-01-16      | 1.0533%  | 0.0000% | $17500000.00       | $1139218.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-05-16      | 0.9946%  | 0.0000% | $13500000.00       | $817176.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-06-16      | 0.9147%  | 0.0000% | $475000000.00      | $23162862.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-05-16      | 0.9830%  | 0.0000% | $14450000.00       | $800031.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-10-16      | 0.8644%  | 0.0000% | $8200000.00        | $457230.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-01-16      | 0.9403%  | 0.0000% | $24278016.00       | $1496822.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-01-16      | 0.7973%  | 0.0000% | $30000000.00       | $1549989.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-03-16      | 1.2793%  | 0.0000% | $17950000.00       | $1117170.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-08-16      | 1.1448%  | 0.0000% | $12700000.00       | $721089.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-25      | 2.4734%  | 0.0000% | $93654400.00       | $1327549.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-25      | 2.4234%  | 0.0000% | $43627776.00       | $1062772.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-25      | 3.5000%  | 0.0000% | $8478880.00        | $8193312.27        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                        | 2028-03-25      | 3.0337%  | 0.0000% | $25000000.00       | $20542545.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-25      | 2.4734%  | 0.0000% | $185428480.00      | $2516376.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-25      | 0.3064%  | 0.0000% | $13473856.00       | $15575.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-25      | 0.3121%  | 0.0000% | $12312576.00       | $12171.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-25      | 2.4734%  | 0.0000% | $102568448.00      | $1409891.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-25      | 0.3495%  | 0.0000% | $35132544.00       | $41579.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-25      | 5.0000%  | 0.0000% | $3785872.00        | $3815379.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-25      | 1.4879%  | 0.0000% | $78199500.00       | $2943402.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-08-25      | 2.2379%  | 0.0000% | $68632064.00       | $5185035.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-25      | 3.3879%  | 0.0000% | $150000000.00      | $15285065.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-25      | 4.5000%  | 0.0000% | $7898480.00        | $7491011.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-25      | 1.4879%  | 0.0000% | $155315968.00      | $6445195.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-25      | 5.0000%  | 0.0000% | $6715040.00        | $6460906.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-10-25      | 1.5879%  | 0.0000% | $64787712.00       | $1794899.15        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-07-25      | 2.1879%  | 0.0000% | $128447232.00      | $6269129.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2049-12-25      | 3.5000%  | 0.0000% | $6298080.00        | $5143263.92        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                        | 2031-11-25      | 1.7834%  | 0.0000% | $31641440.00       | $27988578.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-25      | 1.6879%  | 0.0000% | $293681664.00      | $16356700.71       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-09-25      | 5.0000%  | 0.0000% | $3177490.00        | $1228812.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-25      | 2.5000%  | 0.0000% | $144902000.00      | $17055859.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-25      | NA       | 0.0000% | $5378000.00        | $24042.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-25      | 2.5000%  | 0.0000% | $74461200.00       | $3032037.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-25      | 2.5000%  | 0.0000% | $1207486.00        | $788438.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-25      | 3.0000%  | 0.0000% | $44997376.00       | $4288241.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-25      | NA       | 0.0000% | $99790000.00       | $132337.89         | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                        | 2030-05-25      | 0.4410%  | 0.0000% | $67000000.00       | $134961.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $1579125.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-25      | 3.5000%  | 0.0000% | $2000000.00        | $1811802.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-25      | 4.5000%  | 0.0000% | $7061983.00        | $7234355.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-25      | 4.5000%  | 0.0000% | $4637584.00        | $4627481.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-25      | 0.3765%  | 0.0000% | $26071488.00       | $107249.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-25      | 1.8879%  | 0.0000% | $48859712.00       | $1082106.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-25      | 5.5000%  | 0.0000% | $3912236.00        | $4571425.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-25      | 6.0000%  | 0.0000% | $4415368.00        | $5621405.05        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                        | 2028-07-25      | NA       | 0.0000% | $724996096.00      | $585313.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-25      | 0.0500%  | 0.0000% | $46776320.00       | $25763.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-25      | 5.5000%  | 0.0000% | $15417000.00       | $17474439.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-25      | 5.5000%  | 0.0000% | $26734208.00       | $30106681.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-25      | 3.0000%  | 0.0000% | $6000000.00        | $5137430.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-25      | 2.1379%  | 0.0000% | $50000000.00       | $1121977.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-25      | 3.4879%  | 0.0000% | $87986880.00       | $2725290.70        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-01-25      | 0.1000%  | 0.0000% | $56774656.00       | $34238.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-25      | 0.0500%  | 0.0000% | $64995328.00       | $19598.25          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-08-25      | 1.5879%  | 0.0000% | $50000000.00       | $666921.23         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-11-25      | 0.0500%  | 0.0000% | $8000000.00        | $12278.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-25      | 1.6379%  | 0.0000% | $31150000.00       | $593698.64         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-06-25      | 2.2379%  | 0.0000% | $94911488.00       | $4625522.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-25      | 5.5000%  | 0.0000% | $49783552.00       | $53393996.83       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-09-16      | 0.8739%  | 0.0000% | $450000000.00      | $22036362.45       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-11-20      | 3.0000%  | 0.0000% | $47883200.00       | $109435.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-12-20      | 2.4829%  | 0.0000% | $23428544.00       | $631582.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-01-20      | 1.9829%  | 0.0000% | $15961824.00       | $354079.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-01-20      | 2.4829%  | 0.0000% | $24520704.00       | $616797.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-01-20      | 2.5329%  | 0.0000% | $63902848.00       | $1189502.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-01-20      | 0.3606%  | 0.0000% | $5661290.00        | $6024.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-05-20      | 0.9329%  | 0.0000% | $60000000.00       | $294317.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-05-16      | 0.9005%  | 0.0000% | $58188096.00       | $424108.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-05-20      | 2.5329%  | 0.0000% | $77205000.00       | $679871.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-05-20      | 3.5000%  | 0.0000% | $9125312.00        | $10715402.42       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-06-20      | 2.5329%  | 0.0000% | $14500000.00       | $256193.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-09-20      | 1.4329%  | 0.0000% | $50000000.00       | $742154.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-08-20      | 2.4829%  | 0.0000% | $11563344.00       | $142309.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-09-20      | 2.4829%  | 0.0000% | $47757504.00       | $742682.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-01-20      | 3.5000%  | 0.0000% | $15661680.00       | $35473.45          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-11-20      | 2.4829%  | 0.0000% | $38751424.00       | $633805.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-11-20      | 2.4829%  | 0.0000% | $52186688.00       | $1101926.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-02-20      | 2.3329%  | 0.0000% | $56361920.00       | $1075496.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-01-20      | 2.3829%  | 0.0000% | $45476720.00       | $533506.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-11-16      | 1.0435%  | 0.0000% | $15000000.00       | $1020257.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-04-16      | 0.7912%  | 0.0000% | $12200000.00       | $601076.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-25      | 2.6879%  | 0.0000% | $100405920.00      | $7377485.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-25      | 1.6879%  | 0.0000% | $40000000.00       | $882909.55         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2053-11-25      | 6.5000%  | 0.0000% | $9821760.00        | $1246945.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-25      | 1.2879%  | 0.0000% | $113686912.00      | $3193569.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-25      | 1.4379%  | 0.0000% | $160028928.00      | $6167316.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-25      | 1.3879%  | 0.0000% | $150000000.00      | $4833512.22        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-07-25      | 1.4879%  | 0.0000% | $150202112.00      | $6564049.72        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-07-25      | 2.2879%  | 0.0000% | $161878528.00      | $7275258.86        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-08-25      | 2.1879%  | 0.0000% | $68503936.00       | $4926324.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-25      | 0.6879%  | 0.0000% | $285000000.00      | $2788774.36        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-08-25      | 2.3379%  | 0.0000% | $53500352.00       | $4002059.21        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-08-25      | 0.6879%  | 0.0000% | $150000000.00      | $1543778.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-11-16      | 0.4050%  | 0.0000% | $151298048.00      | $80273.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-06-16      | 2.3805%  | 0.0000% | $38063744.00       | $139173.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-02-16      | 2.3605%  | 0.0000% | $22448320.00       | $646172.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2035-05-20      | 2.4829%  | 0.0000% | $16789504.00       | $14803.96          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-01-16      | 5.0000%  | 0.0000% | $19435616.00       | $3556419.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-05-20      | 5.0000%  | 0.0000% | $30000000.00       | $457240.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-04-20      | 5.0000%  | 0.0000% | $16400000.00       | $322602.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-02-16      | NA       | 0.0000% | $4166664.00        | $191780.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-03-20      | 5.0000%  | 0.0000% | $85000000.00       | $424365.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-09-16      | 2.8605%  | 0.0000% | $54710960.00       | $372361.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-09-16      | 4.5000%  | 0.0000% | $33566720.00       | $4244890.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-09-20      | 1.6829%  | 0.0000% | $106421600.00      | $240664.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 3.0249%  | 0.0000% | $50000000.00       | $3514474.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 1.6749%  | 0.0000% | $95000000.00       | $2113704.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-04-20      | 2.3749%  | 0.0000% | $190106880.00      | $4436361.48        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-04-20      | 2.0749%  | 0.0000% | $50000000.00       | $1950524.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-04-20      | 0.0500%  | 0.0000% | $19996672.00       | $19293.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-04-20      | 3.5749%  | 0.0000% | $25955520.00       | $1737249.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-02-20      | 1.5749%  | 0.0000% | $20000000.00       | $238196.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-04-20      | 2.2749%  | 0.0000% | $120000000.00      | $4145783.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-04-20      | 2.3249%  | 0.0000% | $50000000.00       | $828743.59         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-05-20      | 0.1000%  | 0.0000% | $44600000.00       | $62733.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-05-20      | 1.6249%  | 0.0000% | $71627520.00       | $2563870.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-05-20      | 0.0500%  | 0.0000% | $14286848.00       | $13113.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-05-20      | 3.5249%  | 0.0000% | $45370112.00       | $1063115.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-05-20      | 3.5749%  | 0.0000% | $87638272.00       | $6180299.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-05-20      | 1.7249%  | 0.0000% | $50000000.00       | $1742285.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-20      | 2.3249%  | 0.0000% | $20000000.00       | $245359.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-20      | 1.6249%  | 0.0000% | $100000000.00      | $846502.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-20      | 1.5749%  | 0.0000% | $100000000.00      | $822465.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-07-20      | 3.0000%  | 0.0000% | $16729600.00       | $1484487.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-07-20      | 2.2500%  | 0.0000% | $34969728.00       | $10835881.64       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-02-20      | 0.4100%  | 0.0000% | $74186560.00       | $259976.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-08-20      | NA       | 0.0000% | $36764096.00       | $141555.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-04-20      | 0.1500%  | 0.0000% | $11690240.00       | $25717.34          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-07-20      | 0.2049%  | 0.0000% | $16952032.00       | $42020.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-07-25      | 0.1500%  | 0.0000% | $163796992.00      | $255325.18         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2048-09-25      | 2.7268%  | 0.0000% | $60445056.00       | $6304408.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-10-15      | NA       | 0.0000% | $123371520.00      | $14961.05          | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2049-04-25      | 2.7803%  | 0.0000% | $49200000.00       | $5580286.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-15      | 0.1000%  | 0.0000% | $57123264.00       | $87441.33          | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-05-25      | 4.4432%  | 0.0000% | $36405184.00       | $36216448.16       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2053-11-25      | 5.0000%  | 0.0000% | $5101720.00        | $5063466.74        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-07-25      | 5.0000%  | 0.0000% | $1012116.00        | $958968.66         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-05-25      | 5.0000%  | 0.0000% | $17896832.00       | $17660627.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-06-25      | 3.0000%  | 0.0000% | $28117024.00       | $1905194.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-11-25      | 2.5000%  | 0.0000% | $20400000.00       | $1067736.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-06-25      | 3.5000%  | 0.0000% | $73432704.00       | $6446831.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2061-03-25      | 0.0500%  | 0.0000% | $119398400.00      | $52738.03          | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2028-05-25      | 0.8920%  | 0.0000% | $160520448.00      | $1922217.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-25      | 2.0000%  | 0.0000% | $3000000.00        | $1759523.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-25      | 2.5000%  | 0.0000% | $1750028.00        | $1131113.19        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2034-10-25      | 2.7351%  | 0.0000% | $3900000.00        | $466885.82         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2051-12-25      | 3.0000%  | 0.0000% | $62936832.00       | $5608310.89        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2049-01-25      | 2.8766%  | 0.0000% | $2623000.00        | $348605.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-25      | NA       | 0.0000% | $37896192.00       | $8121.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-25      | NA       | 0.0000% | $35000000.00       | $46380.34          | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2050-04-25      | 2.9735%  | 0.0000% | $7677000.00        | $1067914.82        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2050-04-25      | 2.7372%  | 0.0000% | $10891000.00       | $839466.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-25      | 4.0000%  | 0.0000% | $3924464.00        | $3748969.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-25      | 1.5879%  | 0.0000% | $73500000.00       | $2754287.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-25      | 0.0500%  | 0.0000% | $49999872.00       | $32074.02          | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2045-07-25      | 2.1881%  | 0.0000% | $8530000.00        | $194218.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-02-15      | 4.0000%  | 0.0000% | $10000000.00       | $9367848.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-05-15      | 0.2631%  | 0.0000% | $12073280.00       | $13940.85          | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2048-10-25      | 2.6909%  | 0.0000% | $39095360.00       | $3877591.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-11-25      | 2.5000%  | 0.0000% | $75000000.00       | $8417658.12        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2049-01-25      | 2.6291%  | 0.0000% | $9800000.00        | $984065.91         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2049-02-25      | 2.6256%  | 0.0000% | $32364000.00       | $3320001.10        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2049-02-25      | 2.6188%  | 0.0000% | $29818000.00       | $3083207.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-09-15      | 5.0000%  | 0.0000% | $12014272.00       | $296454.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-15      | 3.0000%  | 0.0000% | $8617264.00        | $6254667.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-09-20      | NA       | 0.0000% | $50000000.00       | $264794.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-09-20      | 2.5000%  | 0.0000% | $41239936.00       | $4389722.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-10-20      | 3.0000%  | 0.0000% | $45857360.00       | $3727658.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-10-20      | NA       | 0.0000% | $33333312.00       | $199303.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-10-20      | NA       | 0.0000% | $16267456.00       | $62412.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-10-20      | 0.0329%  | 0.0000% | $48646720.00       | $103380.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-10-20      | NA       | 0.0000% | $7000000.00        | $43107.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-10-20      | NA       | 0.0000% | $105656576.00      | $186727.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-10-20      | NA       | 0.0000% | $78537856.00       | $169369.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-12-20      | 0.5329%  | 0.0000% | $24127296.00       | $96727.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-11-20      | NA       | 0.0000% | $63717888.00       | $258136.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-11-20      | NA       | 0.0000% | $73687296.00       | $131631.97         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-12-20      | 5.5000%  | 0.0000% | $7592860.00        | $1259525.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-10-20      | 2.3749%  | 0.0000% | $129552640.00      | $5884101.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-10-20      | NA       | 0.0000% | $28000000.00       | $234227.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-10-20      | NA       | 0.0000% | $103997440.00      | $66880.68          | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2054-10-25      | 4.4351%  | 0.0000% | $30607000.00       | $6967914.69        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2054-11-25      | 4.3808%  | 0.0000% | $20180000.00       | $4540364.59        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2055-01-25      | 4.6818%  | 0.0000% | $7217320.00        | $1784846.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-25      | 0.0500%  | 0.0000% | $132077824.00      | $155482.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-07-20      | 0.0886%  | 0.0000% | $11841936.00       | $13297.52          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-08-20      | 2.5829%  | 0.0000% | $130398720.00      | $7614353.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-09-20      | 2.3146%  | 0.0000% | $31750528.00       | $787131.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-10-20      | 3.0000%  | 0.0000% | $5000000.00        | $406855.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-09-20      | NA       | 0.0000% | $26381440.00       | $133879.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-09-20      | NA       | 0.0000% | $93492320.00       | $368649.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-10-20      | 0.1249%  | 0.0000% | $38997824.00       | $324021.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-10-20      | NA       | 0.0000% | $44953600.00       | $38106.49          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-11-20      | NA       | 0.0000% | $24985600.00       | $6699.64           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-11-20      | NA       | 0.0000% | $60000000.00       | $123756.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-11-20      | 0.0500%  | 0.0000% | $74747904.00       | $52184.67          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-12-20      | 3.5000%  | 0.0000% | $32966720.00       | $9230052.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-12-20      | 3.0000%  | 0.0000% | $26024864.00       | $3265334.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-12-20      | NA       | 0.0000% | $73110400.00       | $73751.34          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-01-20      | 3.5000%  | 0.0000% | $33114048.00       | $12303375.26       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-04-16      | 0.8172%  | 0.0000% | $375000000.00      | $17258289.71       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-01-20      | NA       | 0.0000% | $143237120.00      | $42568.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-11-20      | 0.0500%  | 0.0000% | $117633024.00      | $107692.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-11-20      | 2.6749%  | 0.0000% | $6617256.00        | $503581.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-12-20      | 5.0000%  | 0.0000% | $15308720.00       | $17805185.14       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-12-20      | 0.1000%  | 0.0000% | $24997888.00       | $15299.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-08-20      | 0.0500%  | 0.0000% | $30000000.00       | $37773.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-03-20      | NA       | 0.0000% | $29999104.00       | $6164.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-03-20      | NA       | 0.0000% | $50000000.00       | $324382.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-02-20      | NA       | 0.0000% | $84082688.00       | $5303.76           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-03-20      | 3.0000%  | 0.0000% | $1158000.00        | $792586.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-04-20      | 0.1000%  | 0.0000% | $123290368.00      | $129225.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-04-20      | 0.1749%  | 0.0000% | $16525696.00       | $145056.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-07-20      | NA       | 0.0000% | $49987584.00       | $8973.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-03-20      | 5.5000%  | 0.0000% | $46903424.00       | $3228281.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-05-20      | NA       | 0.0000% | $53074624.00       | $187457.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-03-20      | NA       | 0.0000% | $10998848.00       | $19045.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-03-20      | NA       | 0.0000% | $11000000.00       | $15375.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-03-20      | 2.6329%  | 0.0000% | $3524000.00        | $283769.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-05-20      | 1.2500%  | 0.0000% | $12000000.00       | $4417066.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-05-20      | NA       | 0.0000% | $32216832.00       | $125457.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-05-20      | NA       | 0.0000% | $18870600.00       | $64964.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-05-20      | NA       | 0.0000% | $10000000.00       | $26946.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-05-20      | NA       | 0.0000% | $51310592.00       | $28234.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-05-20      | 0.0329%  | 0.0000% | $7000000.00        | $94835.56          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-04-20      | NA       | 0.0000% | $8000000.00        | $9126.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-07-16      | 0.8511%  | 0.0000% | $50471440.00       | $3349995.28        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-06-20      | 0.1000%  | 0.0000% | $50000000.00       | $66854.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-12-20      | 3.5000%  | 0.0000% | $714285.00         | $60407.48          | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-12-20      | 2.3249%  | 0.0000% | $50000000.00       | $1387259.30        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 0.1500%  | 0.0000% | $23000000.00       | $31958.84          | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2049-11-25      | 1.5000%  | 0.0000% | $33153664.00       | $1975128.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2057-07-16      | 0.4602%  | 0.0000% | $97075840.00       | $725815.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-07-16      | 0.4328%  | 0.0000% | $175000000.00      | $5824257.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-08-16      | 1.2038%  | 0.0000% | $6000000.00        | $496751.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-05-16      | 0.9794%  | 0.0000% | $180000000.00      | $11195576.34       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-01-16      | 0.9696%  | 0.0000% | $6800000.00        | $424260.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-02-16      | 0.1000%  | 0.0000% | $120230528.00      | $534833.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-03-16      | 0.7559%  | 0.0000% | $215806000.00      | $9650569.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-03-16      | 0.7467%  | 0.0000% | $237500000.00      | $10475197.99       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-03-16      | 0.9053%  | 0.0000% | $150000000.00      | $10255586.86       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-02-16      | 0.8080%  | 0.0000% | $15100000.00       | $752686.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-07-16      | 0.4507%  | 0.0000% | $150000000.00      | $6671866.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-11-16      | 0.3807%  | 0.0000% | $211332000.00      | $6722296.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-07-16      | 0.3174%  | 0.0000% | $225298000.00      | $6060551.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-07-16      | 0.4998%  | 0.0000% | $225000000.00      | $9436094.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-07-16      | 1.0022%  | 0.0000% | $200000000.00      | $13563870.52       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2066-02-16      | 0.4340%  | 0.0000% | $100000000.00      | $4754921.99        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2068-01-16      | 0.8127%  | 0.0000% | $150000000.00      | $11442058.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-07-16      | 0.7175%  | 0.0000% | $200000000.00      | $10641801.81       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-02-16      | 0.7787%  | 0.0000% | $116691712.00      | $6984799.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-07-16      | 0.3311%  | 0.0000% | $150000000.00      | $5951226.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-08-16      | 0.6268%  | 0.0000% | $144291584.00      | $8132841.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-06-16      | 0.7632%  | 0.0000% | $100000000.00      | $5906274.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2066-02-16      | 0.7698%  | 0.0000% | $75000000.00       | $3914115.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-07-16      | 0.6594%  | 0.0000% | $81695104.00       | $5045162.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2066-12-16      | 1.0540%  | 0.0000% | $50000000.00       | $3572632.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2066-12-16      | 0.9235%  | 0.0000% | $150000000.00      | $11252742.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-25      | 2.5379%  | 0.0000% | $100000000.00      | $5161539.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-25      | 5.0000%  | 0.0000% | $11053328.00       | $10624645.55       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2051-07-25      | 1.5000%  | 0.0000% | $75000000.00       | $6496097.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2037-05-25      | 4.5000%  | 0.0000% | $5000000.00        | $4895027.87        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-07-20      | 0.8549%  | 0.0000% | $100000000.00      | $1047375.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-01-15      | 3.0000%  | 0.0000% | $6236488.00        | $5992034.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-06-15      | 2.2427%  | 0.0000% | $3000000.00        | $30768.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-08-15      | 2.2927%  | 0.0000% | $13148352.00       | $70498.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 3.0000%  | 0.0000% | $100000.00         | $126632.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-12-15      | 3.0000%  | 0.0000% | $11956820.00       | $15160543.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-02-15      | 3.5000%  | 0.0000% | $15199904.00       | $117654.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2067-04-16      | 0.5041%  | 0.0000% | $150000000.00      | $9049604.06        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2067-05-16      | 0.5940%  | 0.0000% | $91400000.00       | $5559915.42        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-01-20      | 1.4749%  | 0.0000% | $42105680.00       | $975138.87         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2052-12-20      | 1.4749%  | 0.0000% | $141803264.00      | $3275523.49        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-06-20      | 0.6249%  | 0.0000% | $167636224.00      | $1584935.13        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-06-20      | 0.0500%  | 0.0000% | $25665536.00       | $17593.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-06-20      | 2.8249%  | 0.0000% | $103511040.00      | $4466649.15        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2065-06-20      | 1.5749%  | 0.0000% | $55000000.00       | $2000832.26        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-12-20      | 2.2749%  | 0.0000% | $30000000.00       | $794986.80         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-05-20      | 2.1749%  | 0.0000% | $32891328.00       | $1878901.87        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-06-20      | 0.0500%  | 0.0000% | $23100000.00       | $25796.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-06-20      | 0.6749%  | 0.0000% | $650000000.00      | $6231626.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-07-20      | 5.0000%  | 0.0000% | $1156576.00        | $1157595.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-03-16      | 2.4605%  | 0.0000% | $315000000.00      | $1958337.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-04-16      | 2.4605%  | 0.0000% | $314560960.00      | $1895387.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-05-20      | 2.4829%  | 0.0000% | $27092256.00       | $144681.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-07-20      | 2.4829%  | 0.0000% | $41322624.00       | $189192.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-05-20      | 3.5000%  | 0.0000% | $2500000.00        | $1968336.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-10-20      | 2.0029%  | 0.0000% | $43805823.00       | $242932.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-10-20      | 2.1362%  | 0.0000% | $16006048.00       | $60860.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-11-20      | 1.9829%  | 0.0000% | $25515744.00       | $413528.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-12-20      | 2.1362%  | 0.0000% | $16131168.00       | $72716.72          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-12-20      | 2.4829%  | 0.0000% | $29461760.00       | $188594.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-03-20      | 6.0000%  | 0.0000% | $33925120.00       | $481893.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2057-12-16      | 0.7258%  | 0.0000% | $200046000.00      | $1744389.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-07-16      | 0.6584%  | 0.0000% | $110895104.00      | $374786.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-01-16      | 0.6942%  | 0.0000% | $6855000.00        | $27131.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-16      | 0.2393%  | 0.0000% | $114393088.00      | $50626.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-16      | 0.1702%  | 0.0000% | $94732288.00       | $16909.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2042-01-20      | 2.3829%  | 0.0000% | $13613296.00       | $66582.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-02-20      | 2.3829%  | 0.0000% | $24395776.00       | $6002.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-10-16      | 0.6097%  | 0.0000% | $205095424.00      | $687460.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2057-07-16      | 0.6664%  | 0.0000% | $128725000.00      | $1313716.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-12-16      | 0.4609%  | 0.0000% | $86996608.00       | $141900.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2057-07-16      | 0.3152%  | 0.0000% | $104944000.00      | $203621.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2057-07-16      | 0.7179%  | 0.0000% | $185404480.00      | $1616603.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-05-20      | 4.5000%  | 0.0000% | $17715744.00       | $442738.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-08-20      | 5.5000%  | 0.0000% | $5471470.00        | $5935.14           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-08-20      | 2.8829%  | 0.0000% | $27887040.00       | $120375.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-06-20      | 2.1362%  | 0.0000% | $16748032.00       | $76789.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-09-20      | 6.0000%  | 0.0000% | $35697088.00       | $571607.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-09-20      | 2.1362%  | 0.0000% | $17018360.00       | $64041.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2059-02-16      | 0.5443%  | 0.0000% | $72000000.00       | $740014.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2059-10-16      | 0.7965%  | 0.0000% | $139356672.00      | $1610315.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2057-08-16      | 0.6629%  | 0.0000% | $114995000.00      | $530535.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2058-12-16      | 0.3458%  | 0.0000% | $149111000.00      | $553665.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2059-08-16      | 0.7640%  | 0.0000% | $150000000.00      | $2097715.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2059-05-16      | 0.5957%  | 0.0000% | $114434080.00      | $1119049.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2059-05-16      | 0.6349%  | 0.0000% | $162972416.00      | $1303613.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-12-20      | 1.9629%  | 0.0000% | $44885440.00       | $338909.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2057-02-16      | 0.6457%  | 0.0000% | $74070000.00       | $808518.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2058-05-16      | 0.7935%  | 0.0000% | $85872384.00       | $598078.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2057-12-16      | 0.7834%  | 0.0000% | $104310144.00      | $823134.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2058-03-16      | 0.7378%  | 0.0000% | $55340544.00       | $273504.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2058-05-16      | 0.8759%  | 0.0000% | $151204000.00      | $1571249.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2058-03-16      | 0.7332%  | 0.0000% | $104532320.00      | $675192.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2058-05-16      | 0.7290%  | 0.0000% | $116062720.00      | $1559911.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2058-03-16      | 0.9859%  | 0.0000% | $104827008.00      | $1274451.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2058-06-16      | 0.7401%  | 0.0000% | $170005504.00      | $2457508.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-02-20      | 2.1362%  | 0.0000% | $17548832.00       | $124094.48         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-10-20      | 2.3749%  | 0.0000% | $200000000.00      | $10286305.52       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-10-20      | 2.4249%  | 0.0000% | $90000000.00       | $4826849.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-11-20      | 2.3749%  | 0.0000% | $157753856.00      | $8805233.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-11-20      | 3.0749%  | 0.0000% | $137500000.00      | $6902690.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-11-20      | 3.0749%  | 0.0000% | $120330000.00      | $5874056.33        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2051-06-20      | 5.0000%  | 0.0000% | $38654208.00       | $22195736.15       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-12-20      | 4.5000%  | 0.0000% | $11837232.00       | $10645510.07       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-04-16      | 0.7081%  | 0.0000% | $85128960.00       | $824590.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-01-16      | 0.8845%  | 0.0000% | $17000000.00       | $465512.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-06-16      | 0.7691%  | 0.0000% | $100514048.00      | $1715106.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-09-20      | 0.3749%  | 0.0000% | $895659000.00      | $9012263.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-06-20      | 2.0749%  | 0.0000% | $138651360.00      | $10306782.63       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-07-20      | 1.2049%  | 0.0000% | $25283680.00       | $596046.79         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-07-20      | 5.0000%  | 0.0000% | $3057232.00        | $2720417.13        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2051-12-20      | 5.5000%  | 0.0000% | $2739380.00        | $401359.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-04-20      | 1.9749%  | 0.0000% | $86094720.00       | $5868411.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-04-20      | 1.9749%  | 0.0000% | $95181568.00       | $5299998.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-04-20      | 1.3249%  | 0.0000% | $50000000.00       | $1324851.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2066-03-20      | 1.3249%  | 0.0000% | $30918272.00       | $1320093.50        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2066-03-20      | 4.6751%  | 0.0000% | $918273.00         | $916303.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-07-20      | 5.5000%  | 0.0000% | $32802240.00       | $27179806.78       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-04-20      | 2.0749%  | 0.0000% | $48463232.00       | $2784709.74        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-05-20      | 4.0000%  | 0.0000% | $5173608.00        | $4969438.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-04-20      | 2.0749%  | 0.0000% | $33762176.00       | $1956551.15        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-02-20      | 3.0000%  | 0.0000% | $53954816.00       | $49558217.89       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-02-20      | 5.5000%  | 0.0000% | $41003776.00       | $22332621.57       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-02-20      | 0.7249%  | 0.0000% | $204500000.00      | $3011694.69        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-01-20      | 0.8749%  | 0.0000% | $100000000.00      | $1862616.66        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-02-20      | 0.7249%  | 0.0000% | $50000000.00       | $1103425.96        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-02-20      | 2.0749%  | 0.0000% | $100000000.00      | $4788829.40        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-01-20      | 4.5000%  | 0.0000% | $9710944.00        | $8267666.55        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2066-02-20      | 1.3749%  | 0.0000% | $46303168.00       | $1018009.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-11-20      | 0.7749%  | 0.0000% | $50000000.00       | $630729.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-11-20      | 0.6749%  | 0.0000% | $175000000.00      | $3449298.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-05-20      | 0.6749%  | 0.0000% | $200000000.00      | $2891627.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-05-20      | 4.6251%  | 0.0000% | $100000000.00      | $91982541.12       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-05-20      | 0.8749%  | 0.0000% | $100000000.00      | $1816377.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-08-20      | 0.3749%  | 0.0000% | $449176576.00      | $4651288.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-06-20      | 0.6249%  | 0.0000% | $100000000.00      | $1327006.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-06-20      | 0.6749%  | 0.0000% | $100000000.00      | $1415127.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-25      | 6.5000%  | 0.0000% | $19649728.00       | $140731.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-25      | 2.0000%  | 0.0000% | $28680000.00       | $1171143.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-25      | 4.5000%  | 0.0000% | $12166656.00       | $290206.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-25      | 3.5000%  | 0.0000% | $14000000.00       | $120168.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-25      | NA       | 0.0000% | $388000.00         | $90677.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-25      | 2.1734%  | 0.0000% | $41307072.00       | $451642.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-25      | 6.0000%  | 0.0000% | $38904896.00       | $771073.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-25      | 3.0000%  | 0.0000% | $2337000.00        | $1173179.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-25      | 2.2734%  | 0.0000% | $49314688.00       | $1008321.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-25      | 4.0000%  | 0.0000% | $10270000.00       | $260677.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-25      | 2.3734%  | 0.0000% | $33000000.00       | $264383.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-25      | 2.2734%  | 0.0000% | $23365792.00       | $409576.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-25      | 2.3734%  | 0.0000% | $67082240.00       | $237392.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-25      | 2.3734%  | 0.0000% | $147449856.00      | $2266896.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-25      | 2.2734%  | 0.0000% | $39259968.00       | $783361.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-25      | 3.5000%  | 0.0000% | $4753512.00        | $4792981.44        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                        | 2027-02-25      | 2.9610%  | 0.0000% | $2540000.00        | $1836408.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-25      | 3.5000%  | 0.0000% | $24798000.00       | $8349537.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-25      | 2.4734%  | 0.0000% | $34494080.00       | $371725.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-25      | 2.3234%  | 0.0000% | $17306336.00       | $129432.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-25      | 3.5000%  | 0.0000% | $6500000.00        | $4194710.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-25      | 2.3234%  | 0.0000% | $17752256.00       | $401660.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-07-20      | 5.1451%  | 0.0000% | $100000000.00      | $67513374.32       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2065-07-20      | 2.3249%  | 0.0000% | $62648832.00       | $3116468.76        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-07-20      | 0.7499%  | 0.0000% | $80000000.00       | $779498.52         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-07-20      | 2.2249%  | 0.0000% | $58519104.00       | $3229457.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-08-20      | 2.2749%  | 0.0000% | $97352704.00       | $5445372.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-08-20      | 4.5000%  | 0.0000% | $89248512.00       | $72181120.84       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-07-20      | 1.5749%  | 0.0000% | $65000000.00       | $2593592.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-07-20      | 0.6749%  | 0.0000% | $390000000.00      | $3874865.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-08-20      | 2.2749%  | 0.0000% | $122428928.00      | $4060118.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-08-20      | 0.8749%  | 0.0000% | $2000000000.00     | $22725643.34       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-08-20      | 0.8749%  | 0.0000% | $307000000.00      | $6782731.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-08-20      | 2.9749%  | 0.0000% | $187249664.00      | $10951362.43       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 2.9249%  | 0.0000% | $204966912.00      | $21700092.95       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 2.8971%  | 0.0000% | $58624576.00       | $4186284.09        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 0.7749%  | 0.0000% | $80000000.00       | $1543270.85        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2065-04-20      | 1.0649%  | 0.0000% | $25000000.00       | $363781.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-01-15      | 2.3853%  | 0.0000% | $1276254.00        | $658029.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-04-15      | 4.0000%  | 0.0000% | $9553792.00        | $79295.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-07-15      | 6.0000%  | 0.0000% | $39759104.00       | $482817.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-08-15      | 4.0000%  | 0.0000% | $4346936.00        | $3638454.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-08-15      | 3.5000%  | 0.0000% | $7303000.00        | $9961705.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-09-15      | 3.0000%  | 0.0000% | $31890000.00       | $12903639.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-04-15      | 3.0000%  | 0.0000% | $6500000.00        | $7921245.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-05-15      | 2.3427%  | 0.0000% | $130080960.00      | $1584719.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-05-15      | 2.3427%  | 0.0000% | $30000000.00       | $229669.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-05-15      | 2.3427%  | 0.0000% | $614344704.00      | $7489729.80        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2044-08-25      | 2.0366%  | 0.0000% | $25142000.00       | $84182.57          | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2044-11-25      | 1.9063%  | 0.0000% | $14981000.00       | $111468.80         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2044-12-25      | 1.8769%  | 0.0000% | $18835000.00       | $195991.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-01-15      | 4.0000%  | 0.0000% | $3088000.00        | $3811382.74        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2045-05-25      | 2.1442%  | 0.0000% | $11760000.00       | $233444.18         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-09-25      | 1.6879%  | 0.0000% | $47048896.00       | $2406231.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-25      | 1.6879%  | 0.0000% | $276034560.00      | $16465340.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-25      | 1.3879%  | 0.0000% | $300000000.00      | $6415392.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-09-25      | 0.0500%  | 0.0000% | $30000000.00       | $50218.95          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2053-02-25      | 6.0000%  | 0.0000% | $15515280.00       | $2257924.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-25      | 1.5000%  | 0.0000% | $40713792.00       | $1989219.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-02-16      | 0.9877%  | 0.0000% | $15875000.00       | $1058698.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-10-16      | 0.9668%  | 0.0000% | $237500000.00      | $14179433.30       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-07-16      | 0.5562%  | 0.0000% | $125000000.00      | $5047830.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-12-16      | 0.8766%  | 0.0000% | $93704800.00       | $6396088.55        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2027-12-25      | 2.0422%  | 0.0000% | $14642000.00       | $447874.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-01-15      | 3.5000%  | 0.0000% | $7000000.00        | $5926033.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-05-15      | 2.4427%  | 0.0000% | $97046080.00       | $1263343.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-15      | 2.4427%  | 0.0000% | $56250000.00       | $608922.72         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 1.6249%  | 0.0000% | $139000000.00      | $5926310.97        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2051-07-20      | 6.0000%  | 0.0000% | $20183328.00       | $2305702.27        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 5.0000%  | 0.0000% | $3958000.00        | $3734721.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-07-20      | 5.0000%  | 0.0000% | $27826208.00       | $17093768.07       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-02-20      | 2.3829%  | 0.0000% | $9801000.00        | $172288.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-02-20      | 5.5000%  | 0.0000% | $63392448.00       | $1322500.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-02-20      | 2.3329%  | 0.0000% | $68614000.00       | $690504.07         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2068-05-16      | 0.9186%  | 0.0000% | $150000000.00      | $12292417.12       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-03-20      | 2.3329%  | 0.0000% | $79855360.00       | $698417.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-04-20      | 0.0300%  | 0.0000% | $22691840.00       | $6873.69           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-03-20      | 0.0300%  | 0.0000% | $27295744.00       | $7618.87           | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-09-20      | 2.9749%  | 0.0000% | $52000000.00       | $4389942.65        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-09-20      | 3.5749%  | 0.0000% | $87500000.00       | $8582382.25        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-09-20      | 2.9249%  | 0.0000% | $81741952.00       | $6884243.70        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2065-09-20      | 1.1249%  | 0.0000% | $28245344.00       | $409038.86         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-09-20      | 4.5000%  | 0.0000% | $6970992.00        | $6557825.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-09-20      | 2.3749%  | 0.0000% | $50000000.00       | $3489501.83        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-09-20      | 2.3749%  | 0.0000% | $120000000.00      | $7555481.83        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2051-07-20      | 6.0000%  | 0.0000% | $23362496.00       | $2081646.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2051-07-20      | 5.2500%  | 0.0000% | $76114048.00       | $56894670.77       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 2.9249%  | 0.0000% | $51303488.00       | $4209148.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-05-20      | 2.3829%  | 0.0000% | $62000000.00       | $394361.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-05-20      | 2.3829%  | 0.0000% | $25000000.00       | $362840.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-05-20      | 2.3329%  | 0.0000% | $25609312.00       | $398930.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-02-20      | 4.0000%  | 0.0000% | $11533856.00       | $300176.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-06-20      | 4.0000%  | 0.0000% | $150000000.00      | $28292888.11       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-10-20      | 1.0000%  | 0.0000% | $39756544.00       | $285972.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-09-16      | 2.3105%  | 0.0000% | $6702112.00        | $398777.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-08-20      | 0.0200%  | 0.0000% | $99991552.00       | $17955.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-08-20      | NA       | 0.0000% | $149999616.00      | $123039.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-05-15      | 4.0000%  | 0.0000% | $12296000.00       | $5015395.60        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2046-11-25      | 2.2932%  | 0.0000% | $16102460.00       | $869800.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-01-15      | 6.0000%  | 0.0000% | $26603424.00       | $1065371.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-15      | 2.2927%  | 0.0000% | $13558330.00       | $124578.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-07-25      | 3.5000%  | 0.0000% | $40267200.00       | $1007202.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-15      | 4.0000%  | 0.0000% | $562500.00         | $5553.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-04-15      | 6.0000%  | 0.0000% | $10570000.00       | $592642.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-15      | 2.2927%  | 0.0000% | $15546760.00       | $288593.21         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2026-09-25      | 0.6676%  | 0.0000% | $289225000.00      | $520002.28         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2046-12-25      | 1.8527%  | 0.0000% | $551000.00         | $32408.70          | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2027-10-25      | 2.3080%  | 0.0000% | $6000000.00        | $2402199.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-04-25      | 3.0000%  | 0.0000% | $17325500.00       | $195990.19         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2030-01-25      | 2.0690%  | 0.0000% | $1000000.00        | $924568.22         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2048-05-25      | 3.3830%  | 0.0000% | $43001344.00       | $5044326.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-25      | 2.3734%  | 0.0000% | $98595840.00       | $2600300.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-15      | 0.1500%  | 0.0000% | $7464136.00        | $11872.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-03-15      | 0.3734%  | 0.0000% | $39666304.00       | $191824.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-02-15      | 0.6500%  | 0.0000% | $10428416.00       | $6087.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-10-15      | 0.1500%  | 0.0000% | $9122704.00        | $11959.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-01-15      | 0.5411%  | 0.0000% | $24906720.00       | $143355.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-05-15      | 3.5000%  | 0.0000% | $13000.00          | $11325.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-15      | 0.4177%  | 0.0000% | $12660592.00       | $1923795.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-12-15      | 4.0000%  | 0.0000% | $24277536.00       | $5560304.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-07-15      | 2.8427%  | 0.0000% | $55904128.00       | $370795.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-08-15      | 2.2427%  | 0.0000% | $37174976.00       | $457872.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-08-15      | 2.8427%  | 0.0000% | $48358400.00       | $1025454.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-08-15      | 3.5000%  | 0.0000% | $2692068.00        | $340313.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-12-15      | 3.0000%  | 0.0000% | $68758656.00       | $404579.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-01-15      | 3.0000%  | 0.0000% | $26735552.00       | $153345.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-01-15      | 0.9436%  | 0.0000% | $10000000.00       | $1455193.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-09-20      | 0.0400%  | 0.0000% | $49995776.00       | $22844.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-09-20      | NA       | 0.0000% | $29999104.00       | $23395.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-02-20      | 2.2329%  | 0.0000% | $52761280.00       | $210772.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-04-16      | 2.3105%  | 0.0000% | $43921728.00       | $724097.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-04-16      | 0.2521%  | 0.0000% | $35232384.00       | $72459.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-08-20      | 0.5901%  | 0.0000% | $60735488.00       | $60537.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-07-16      | 2.2605%  | 0.0000% | $39134080.00       | $881588.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-03-20      | 3.0000%  | 0.0000% | $497262.00         | $6962.94           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-12-20      | 3.0000%  | 0.0000% | $914710.00         | $11141.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-02-16      | 0.6155%  | 0.0000% | $90575360.00       | $1621862.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-01-20      | 3.5000%  | 0.0000% | $1516974.00        | $497771.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-01-20      | NA       | 0.0000% | $100000000.00      | $109337.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-01-20      | 3.5000%  | 0.0000% | $317333.00         | $21541.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-03-20      | NA       | 0.0000% | $169996288.00      | $124899.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-02-20      | 0.0725%  | 0.0000% | $247779328.00      | $214534.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-07-20      | 0.1274%  | 0.0000% | $149854464.00      | $241892.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-04-20      | 2.3829%  | 0.0000% | $7225312.00        | $116147.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-05-20      | 5.0000%  | 0.0000% | $17101800.00       | $352401.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-07-20      | 2.4829%  | 0.0000% | $107000000.00      | $5615491.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-04-20      | 3.0000%  | 0.0000% | $30556160.00       | $25492.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2038-04-20      | 3.5000%  | 0.0000% | $22360416.00       | $89482.71          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-08-20      | 0.2635%  | 0.0000% | $20955104.00       | $62710.28          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2042-03-16      | 3.5000%  | 0.0000% | $18249600.00       | $21891931.25       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-08-20      | 5.0000%  | 0.0000% | $21703072.00       | $122346.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2042-05-16      | 2.8605%  | 0.0000% | $20000000.00       | $610379.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-01-20      | 3.5000%  | 0.0000% | $32761408.00       | $321121.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2042-09-20      | 4.0000%  | 0.0000% | $93001472.00       | $1247328.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-02-16      | 1.8105%  | 0.0000% | $35091584.00       | $133272.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-02-16      | 2.4105%  | 0.0000% | $22530784.00       | $93769.39          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-03-20      | 2.5129%  | 0.0000% | $37714240.00       | $198730.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-10-16      | 0.2394%  | 0.0000% | $123456512.00      | $343731.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-10-16      | 0.0509%  | 0.0000% | $158089216.00      | $37611.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-04-16      | 3.0000%  | 0.0000% | $9564000.00        | $9260115.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-03-16      | 0.4807%  | 0.0000% | $99999744.00       | $97270.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-04-16      | 0.3392%  | 0.0000% | $116967680.00      | $216089.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-05-16      | 0.1106%  | 0.0000% | $155451392.00      | $11184.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-09-16      | 0.1434%  | 0.0000% | $101285888.00      | $40907.03          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-08-20      | 2.9829%  | 0.0000% | $17901696.00       | $91009.56          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-12-20      | 2.4229%  | 0.0000% | $16725000.00       | $235091.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-12-20      | 4.5000%  | 0.0000% | $56978500.00       | $232206.61         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-07-20      | 0.1000%  | 0.0000% | $42396224.00       | $72675.15          | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-07-20      | 2.2749%  | 0.0000% | $57668672.00       | $2266035.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-04-20      | 2.5249%  | 0.0000% | $252487680.00      | $10128089.74       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-12-20      | 4.5000%  | 0.0000% | $9415520.00        | $7881984.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-12-20      | 1.8749%  | 0.0000% | $298885120.00      | $16989715.35       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-01-20      | 5.5000%  | 0.0000% | $59579200.00       | $58201726.92       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-01-20      | 0.6249%  | 0.0000% | $100000000.00      | $2123537.72        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-01-20      | 4.0000%  | 0.0000% | $12896512.00       | $10033913.30       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-01-20      | 5.5000%  | 0.0000% | $21177920.00       | $18034479.99       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-01-20      | 4.5000%  | 0.0000% | $564779.00         | $438708.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-09-16      | 1.3872%  | 0.0000% | $41422848.00       | $41303.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-12-20      | 1.8249%  | 0.0000% | $80000000.00       | $4066270.40        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-01-20      | 2.9749%  | 0.0000% | $200000000.00      | $5257883.13        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-02-20      | 0.0500%  | 0.0000% | $99999744.00       | $50663.13          | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-09-20      | 1.6249%  | 0.0000% | $50000000.00       | $921291.83         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-02-20      | 2.3749%  | 0.0000% | $67652480.00       | $3855846.59        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-11-20      | 1.4749%  | 0.0000% | $51000000.00       | $2082519.55        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-07-20      | 2.3249%  | 0.0000% | $56367120.00       | $1344476.46        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-04-20      | 0.1000%  | 0.0000% | $56991744.00       | $49901.89          | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-02-20      | 1.7249%  | 0.0000% | $139664128.00      | $2787123.60        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-03-20      | 2.4249%  | 0.0000% | $37500000.00       | $2676305.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-02-20      | 1.5749%  | 0.0000% | $200000000.00      | $7578042.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-04-20      | 0.9749%  | 0.0000% | $100000000.00      | $1018456.51        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-03-20      | 2.9749%  | 0.0000% | $40000000.00       | $2740727.34        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-03-20      | 0.8749%  | 0.0000% | $200000000.00      | $1720212.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2065-02-20      | 0.1500%  | 0.0000% | $104712064.00      | $384819.84         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2050-06-20      | 0.1159%  | 0.0000% | $36494912.00       | $159280.08         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-02-20      | 3.5749%  | 0.0000% | $50000000.00       | $1420763.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-04-20      | 2.3249%  | 0.0000% | $109452960.00      | $4286195.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-03-20      | 2.3249%  | 0.0000% | $67507456.00       | $3402861.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-04-20      | 3.4749%  | 0.0000% | $85000000.00       | $5180447.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-03-20      | 0.7249%  | 0.0000% | $156250000.00      | $1132937.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-04-20      | 2.8249%  | 0.0000% | $50000000.00       | $3158851.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-04-20      | 1.5249%  | 0.0000% | $125000000.00      | $4233002.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-05-20      | 1.4749%  | 0.0000% | $135000000.00      | $3034351.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-05-20      | 3.4249%  | 0.0000% | $175000000.00      | $15012853.16       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-05-20      | 0.6249%  | 0.0000% | $200000000.00      | $1861612.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-05-20      | 0.5749%  | 0.0000% | $200000000.00      | $1627245.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-04-20      | 0.6749%  | 0.0000% | $325000000.00      | $2424861.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-05-20      | 1.5249%  | 0.0000% | $157692160.00      | $3660842.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-10-20      | 1.8249%  | 0.0000% | $285213184.00      | $14925233.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-25      | 2.7734%  | 0.0000% | $74642304.00       | $767687.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-25      | 2.7734%  | 0.0000% | $40000000.00       | $260384.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-25      | 2.7734%  | 0.0000% | $38333312.00       | $373828.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-25      | 2.7734%  | 0.0000% | $76284032.00       | $302498.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-25      | 4.5000%  | 0.0000% | $1869332.00        | $221214.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-25      | 2.2734%  | 0.0000% | $55000000.00       | $486697.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-25      | 2.9234%  | 0.0000% | $8333328.00        | $108168.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-25      | 1.7734%  | 0.0000% | $119725312.00      | $641033.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-25      | NA       | 0.0000% | $59862656.00       | $3435290.94        | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2030-07-25      | NA       | 0.0000% | $44593200.00       | $32532835.28       | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2030-07-25      | 0.1000%  | 0.0000% | $44593200.00       | $154683.87         | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS        | 2038-01-25      | NA       | 0.0000% | $427593728.00      | $292883.97         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2030-01-25      | 0.1000%  | 0.0000% | $202808320.00      | $571468.82         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2029-08-25      | 0.1000%  | 0.0000% | $489726000.00      | $1140433.95        | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2050-02-25      | 0.1000%  | 0.0000% | $235679744.00      | $157853.11         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2049-10-25      | 0.1000%  | 0.0000% | $226049024.00      | $265105.32         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2052-08-25      | 0.1000%  | 0.0000% | $234310912.00      | $660470.44         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2030-04-25      | 0.1000%  | 0.0000% | $256553472.00      | $806546.90         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2030-04-25      | NA       | 0.0000% | $102621568.00      | $44015621.97       | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2029-10-25      | 0.1000%  | 0.0000% | $255243008.00      | $754441.67         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2030-06-25      | 0.1000%  | 0.0000% | $237713664.00      | $724260.76         | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS        | 2041-01-25      | 0.6824%  | 0.0000% | $8022000.00        | $131371.23         | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS        | 2041-06-25      | 0.6215%  | 0.0000% | $208000000.00      | $3552589.03        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP                      | 2036-05-01      | 3.9927%  | 0.0000% | $163946496.00      | $76911.55          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP                      | 2042-02-15      | 3.5000%  | 0.0000% | $47477440.00       | $486880.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-25      | 4.0000%  | 0.0000% | $9366750.00        | $26103.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-25      | 3.5000%  | 0.0000% | $5680000.00        | $3741459.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-25      | 2.3734%  | 0.0000% | $76362880.00       | $1058336.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-25      | 5.5000%  | 0.0000% | $65493632.00       | $1333759.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-25      | 3.5000%  | 0.0000% | $1425000.00        | $1061101.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-25      | 6.0000%  | 0.0000% | $18688928.00       | $505308.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-25      | 0.2234%  | 0.0000% | $100000000.00      | $347352.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-25      | 6.5000%  | 0.0000% | $22956736.00       | $941115.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-25      | 2.2734%  | 0.0000% | $52222912.00       | $257109.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-25      | 2.3734%  | 0.0000% | $21200000.00       | $234343.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-25      | 2.3734%  | 0.0000% | $21600000.00       | $205461.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-25      | 2.8734%  | 0.0000% | $16443136.00       | $219612.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-25      | 2.4234%  | 0.0000% | $3511552.00        | $36545.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-25      | 4.0000%  | 0.0000% | $21488000.00       | $65366.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-25      | 3.0000%  | 0.0000% | $1600000.00        | $2247893.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-25      | 4.0000%  | 0.0000% | $15762496.00       | $358861.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-25      | 1.0734%  | 0.0000% | $28571424.00       | $75977.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $553198.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-25      | NA       | 0.0000% | $4000000.00        | $481430.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-09-25      | 3.0234%  | 0.0000% | $37575296.00       | $109636.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-25      | 3.0000%  | 0.0000% | $35666624.00       | $260067.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-25      | NA       | 0.0000% | $4640000.00        | $97234.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-25      | NA       | 0.0000% | $16000000.00       | $2524830.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-12-25      | NA       | 0.0000% | $2675000.00        | $270057.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-25      | 6.0000%  | 0.0000% | $51114496.00       | $1739638.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-25      | 2.5234%  | 0.0000% | $134349000.00      | $1100385.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-25      | 2.3734%  | 0.0000% | $64500000.00       | $1371008.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-25      | 1.8734%  | 0.0000% | $21854240.00       | $137071.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-03-16      | 0.7248%  | 0.0000% | $100809728.00      | $1359460.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-04-16      | 0.7271%  | 0.0000% | $110000000.00      | $1701141.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-25      | 2.3234%  | 0.0000% | $18620928.00       | $397078.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-25      | 2.3234%  | 0.0000% | $78461952.00       | $2117586.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-25      | 4.0000%  | 0.0000% | $33843456.00       | $846095.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-25      | 2.3234%  | 0.0000% | $14787744.00       | $459878.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-25      | 2.3734%  | 0.0000% | $54965920.00       | $1217388.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-25      | 2.5734%  | 0.0000% | $133024000.00      | $3838161.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-25      | 0.3230%  | 0.0000% | $132816128.00      | $204432.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-25      | 0.4801%  | 0.0000% | $108516096.00      | $283487.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-25      | 3.5000%  | 0.0000% | $7393224.00        | $89959.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-25      | 2.3734%  | 0.0000% | $54672000.00       | $1422232.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-25      | 3.0000%  | 0.0000% | $2381000.00        | $807699.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2060-03-25      | 4.0000%  | 0.0000% | $15293872.00       | $973597.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-25      | NA       | 0.0000% | $4538904.00        | $1137066.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-25      | 4.0000%  | 0.0000% | $72732416.00       | $4478518.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-07-16      | 0.6976%  | 0.0000% | $38018720.00       | $755461.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-06-16      | 0.7326%  | 0.0000% | $133131008.00      | $3745044.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-07-16      | 1.0046%  | 0.0000% | $75398528.00       | $1475961.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-11-16      | 0.6706%  | 0.0000% | $91023616.00       | $1638008.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-06-16      | 0.8840%  | 0.0000% | $8500000.00        | $289497.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-10-16      | 0.6950%  | 0.0000% | $285230080.00      | $10954389.23       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-12-16      | 0.5844%  | 0.0000% | $113438000.00      | $3614522.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2060-09-16      | 1.2712%  | 0.0000% | $121710336.00      | $9170217.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-02-16      | 0.7884%  | 0.0000% | $44516000.00       | $1238435.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2030-03-16      | 0.5000%  | 0.0000% | $244516000.00      | $1245883.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2060-05-16      | 1.8710%  | 0.0000% | $57656896.00       | $5071040.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-10-16      | 0.7460%  | 0.0000% | $297500000.00      | $11267698.17       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-09-16      | 0.8049%  | 0.0000% | $312500000.00      | $12575868.49       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2060-08-16      | 0.8835%  | 0.0000% | $11700000.00       | $512293.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2060-05-16      | 0.9029%  | 0.0000% | $11800000.00       | $470359.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-25      | 2.6879%  | 0.0000% | $75000000.00       | $5200474.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-25      | 1.7879%  | 0.0000% | $253077504.00      | $11258824.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-25      | 8.5559%  | 0.0000% | $1481000.00        | $128552.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-07-15      | 4.5909%  | 0.0000% | $1314286.00        | $98462.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-25      | 5.5000%  | 0.0000% | $162996224.00      | $112597.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-25      | 6.6468%  | 0.0000% | $9262430.00        | $266409.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-25      | 2.8734%  | 0.0000% | $142570240.00      | $218670.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-25      | 2.8734%  | 0.0000% | $49987584.00       | $10876.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-25      | 3.0034%  | 0.0000% | $186379264.00      | $235272.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-25      | 1.4862%  | 0.0000% | $85789056.00       | $597228.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-25      | 6.0000%  | 0.0000% | $124093000.00      | $196129.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-01-15      | 2.4927%  | 0.0000% | $100000000.00      | $325708.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-25      | 1.2734%  | 0.0000% | $67764224.00       | $60724.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-25      | 2.8234%  | 0.0000% | $330000000.00      | $773293.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-11-15      | 2.3927%  | 0.0000% | $109641728.00      | $13175.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-25      | 2.9034%  | 0.0000% | $102262912.00      | $230607.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-25      | 5.0000%  | 0.0000% | $71002624.00       | $280718.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-25      | 0.7734%  | 0.0000% | $53747712.00       | $28015.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-25      | 2.2734%  | 0.0000% | $13910016.00       | $7567.34           | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SCRT                    | 2056-01-25      | 3.0000%  | 0.0000% | $6000000.00        | $4811360.00        | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SLST                    | 2060-09-25      | 4.7500%  | 0.0000% | $3000000.00        | $710226.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-12-16      | 0.7851%  | 0.0000% | $195346432.00      | $91507.45          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-02-16      | NA       | 0.0000% | $170164224.00      | $77731.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-09-16      | 1.5620%  | 0.0000% | $152254720.00      | $579801.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-10-20      | 1.9849%  | 0.0000% | $50396544.00       | $2076360.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-09-20      | 2.0749%  | 0.0000% | $89176832.00       | $2862653.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-09-20      | 2.0749%  | 0.0000% | $10000000.00       | $242716.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-09-20      | 0.0500%  | 0.0000% | $65921024.00       | $37104.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-09-20      | 1.9749%  | 0.0000% | $115921152.00      | $4183822.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-09-20      | 0.0500%  | 0.0000% | $53858304.00       | $34500.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-09-20      | 2.0749%  | 0.0000% | $25514784.00       | $832075.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-11-20      | 1.8749%  | 0.0000% | $50000000.00       | $429755.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-11-20      | 1.8749%  | 0.0000% | $56784640.00       | $1568873.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-12-20      | 2.0749%  | 0.0000% | $40000000.00       | $400688.50         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-08-20      | 3.0249%  | 0.0000% | $45220096.00       | $1294170.16        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2064-08-20      | 1.5249%  | 0.0000% | $75000000.00       | $659654.65         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-11-20      | 0.1000%  | 0.0000% | $223702528.00      | $347082.77         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-09-20      | 1.1749%  | 0.0000% | $200000000.00      | $4781029.99        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-09-20      | 2.3749%  | 0.0000% | $101984896.00      | $2918745.45        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-09-20      | 1.7249%  | 0.0000% | $50000000.00       | $2338516.80        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-11-20      | 1.0749%  | 0.0000% | $100000000.00      | $2497476.59        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-11-20      | 1.6249%  | 0.0000% | $50000000.00       | $1893273.46        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-11-20      | 0.7249%  | 0.0000% | $220000000.00      | $1838184.28        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2047-09-20      | 1.3749%  | 0.0000% | $37044800.00       | $106070.78         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2045-02-20      | 1.3749%  | 0.0000% | $60061312.00       | $371405.60         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2050-11-20      | 1.3749%  | 0.0000% | $53622208.00       | $472502.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-11-20      | 2.3249%  | 0.0000% | $469099520.00      | $21528343.41       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-10-20      | 6.0000%  | 0.0000% | $33333312.00       | $2832458.38        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2046-08-20      | 1.6949%  | 0.0000% | $42559296.00       | $242564.08         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2064-10-20      | 1.1249%  | 0.0000% | $149632000.00      | $1672633.56        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-12-20      | 3.0749%  | 0.0000% | $150000000.00      | $3227272.05        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-12-20      | 1.8249%  | 0.0000% | $150000000.00      | $1784828.77        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-10-20      | 2.4249%  | 0.0000% | $100000000.00      | $1709047.25        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2062-09-20      | 1.6949%  | 0.0000% | $26326208.00       | $182014.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-11-20      | 6.5000%  | 0.0000% | $400000.00         | $83424.53          | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-08-20      | 3.4749%  | 0.0000% | $50670000.00       | $1352626.17        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-12-20      | 1.6249%  | 0.0000% | $100000000.00      | $3823102.08        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2064-10-20      | 1.8249%  | 0.0000% | $121094656.00      | $1705418.16        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-11-20      | 2.4749%  | 0.0000% | $50280896.00       | $1483585.17        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-01-20      | 2.4549%  | 0.0000% | $100000000.00      | $2126476.45        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-12-20      | 2.4749%  | 0.0000% | $20000000.00       | $1342341.65        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2064-12-20      | 1.8249%  | 0.0000% | $65611008.00       | $1011868.02        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-01-20      | 1.6249%  | 0.0000% | $50000000.00       | $513662.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-20      | 1.7749%  | 0.0000% | $50000000.00       | $435627.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-04-20      | 4.5000%  | 0.0000% | $2236344.00        | $316053.53         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-06-20      | 0.1000%  | 0.0000% | $26400640.00       | $82669.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-20      | 3.6249%  | 0.0000% | $81793536.00       | $3596639.73        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-06-20      | 3.0249%  | 0.0000% | $50000000.00       | $796997.99         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-07-20      | 3.0249%  | 0.0000% | $88444032.00       | $4533086.59        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2068-01-16      | 0.8913%  | 0.0000% | $150000000.00      | $12179712.30       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2068-12-16      | 0.8111%  | 0.0000% | $150000000.00      | $12003204.13       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-07-20      | 4.7751%  | 0.0000% | $50000000.00       | $41205122.85       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-07-20      | 2.2249%  | 0.0000% | $50000000.00       | $1891593.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-07-20      | 3.0249%  | 0.0000% | $282167296.00      | $4335057.63        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-07-20      | 0.1000%  | 0.0000% | $50000000.00       | $86243.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-11-16      | 4.5000%  | 0.0000% | $50000000.00       | $16507959.93       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-12-20      | 2.3329%  | 0.0000% | $62417088.00       | $362137.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-02-16      | 4.5000%  | 0.0000% | $20000000.00       | $5034217.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-04-20      | 2.8829%  | 0.0000% | $25000000.00       | $78349.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-07-16      | 2.3605%  | 0.0000% | $25000000.00       | $195510.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-10-16      | 2.3605%  | 0.0000% | $9535168.00        | $107000.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-05-16      | 1.9403%  | 0.0000% | $89980928.00       | $7409.79           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-11-16      | NA       | 0.0000% | $212992000.00      | $20053.93          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-04-16      | 0.5720%  | 0.0000% | $144572414.00      | $10744.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-10-16      | 2.6704%  | 0.0000% | $101561000.00      | $108224.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-11-16      | 0.7282%  | 0.0000% | $143884288.00      | $18136.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2033-09-20      | 5.5000%  | 0.0000% | $9000000.00        | $1830351.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2035-01-16      | 2.3905%  | 0.0000% | $99942399.00       | $5121.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-25      | 4.0000%  | 0.0000% | $18413000.00       | $4806544.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-11-25      | 2.8234%  | 0.0000% | $28673024.00       | $193904.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-25      | 2.2234%  | 0.0000% | $54729152.00       | $323029.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-25      | 2.7734%  | 0.0000% | $60000000.00       | $917962.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-12-16      | 4.5000%  | 0.0000% | $30020832.00       | $282990.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-05-20      | 2.4829%  | 0.0000% | $28603872.00       | $84854.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-06-20      | 2.4329%  | 0.0000% | $64075000.00       | $421681.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-09-20      | 1.8829%  | 0.0000% | $68045184.00       | $311743.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2057-01-16      | 0.4878%  | 0.0000% | $65159000.00       | $150013.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-06-16      | 0.4019%  | 0.0000% | $112581376.00      | $185606.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-04-16      | 0.4954%  | 0.0000% | $106105472.00      | $143588.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-04-16      | 0.3754%  | 0.0000% | $157089792.00      | $109043.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-04-16      | 0.4519%  | 0.0000% | $134575360.00      | $198529.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-10-16      | 0.3933%  | 0.0000% | $112730752.00      | $225818.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-10-16      | 0.5826%  | 0.0000% | $186330000.00      | $894426.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-11-16      | 1.8105%  | 0.0000% | $66782592.00       | $376013.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-04-20      | 3.0629%  | 0.0000% | $36564096.00       | $75439.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-01-16      | 1.8305%  | 0.0000% | $63160320.00       | $536806.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-11-20      | 2.3829%  | 0.0000% | $23156720.00       | $674035.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-08-20      | 2.3329%  | 0.0000% | $74114560.00       | $652357.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-11-16      | 5.0000%  | 0.0000% | $26428840.00       | $548977.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-11-16      | 5.5000%  | 0.0000% | $20049824.00       | $529155.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-08-20      | 2.4829%  | 0.0000% | $1000000.00        | $25179.56          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-10-16      | 6.0000%  | 0.0000% | $16765696.00       | $467553.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2060-01-16      | 0.3410%  | 0.0000% | $86608768.00       | $717203.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2059-07-16      | 0.5358%  | 0.0000% | $118446336.00      | $1409597.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2058-12-16      | 0.6191%  | 0.0000% | $72822912.00       | $1401343.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2059-12-16      | 0.5533%  | 0.0000% | $85335552.00       | $1182835.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2059-10-16      | 0.5436%  | 0.0000% | $89989504.00       | $1305634.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2060-01-16      | 0.4250%  | 0.0000% | $100152704.00      | $1321485.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2059-05-16      | 0.6027%  | 0.0000% | $62400000.00       | $569452.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2060-01-16      | 0.2442%  | 0.0000% | $195172352.00      | $1402811.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2060-01-16      | 0.2638%  | 0.0000% | $161174528.00      | $951865.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-04-20      | 3.3820%  | 0.0000% | $17346912.00       | $113212.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-05-16      | NA       | 0.0000% | $9932752.00        | $1537908.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-11-20      | 0.0329%  | 0.0000% | $70867584.00       | $276140.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-11-20      | NA       | 0.0000% | $26956864.00       | $147642.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-11-20      | 2.0000%  | 0.0000% | $146731776.00      | $9393194.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-11-20      | 2.5000%  | 0.0000% | $64143200.00       | $5302026.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-12-20      | NA       | 0.0000% | $22500000.00       | $205713.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-11-20      | NA       | 0.0000% | $27994304.00       | $29632.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-12-20      | NA       | 0.0000% | $61566976.00       | $59104.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-12-20      | NA       | 0.0000% | $37291200.00       | $265720.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-12-20      | NA       | 0.0000% | $25000000.00       | $186121.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-05-20      | 3.0000%  | 0.0000% | $5947500.00        | $128545.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-01-20      | 3.0000%  | 0.0000% | $58030500.00       | $4055678.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-10-25      | NA       | 0.0000% | $1263000.00        | $687849.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-15      | NA       | 0.0000% | $2740488.00        | $1484595.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-25      | 1.9879%  | 0.0000% | $50000000.00       | $1013583.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-25      | 0.0500%  | 0.0000% | $100000000.00      | $176404.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-25      | 0.0500%  | 0.0000% | $64847744.00       | $95267.68          | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2028-11-25      | 5.0000%  | 0.0000% | $275000.00         | $257605.93         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-01-25      | 2.8379%  | 0.0000% | $15000000.00       | $289217.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-15      | 2.2427%  | 0.0000% | $114609024.00      | $6752572.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-25      | 0.0500%  | 0.0000% | $283005439.00      | $297276.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-25      | 2.3879%  | 0.0000% | $50000000.00       | $867806.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-25      | 0.0500%  | 0.0000% | $189464576.00      | $46582.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-25      | 6.5000%  | 0.0000% | $19064896.00       | $2307193.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-25      | 2.3379%  | 0.0000% | $70000000.00       | $1692127.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-25      | 2.0879%  | 0.0000% | $50000000.00       | $975381.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-25      | 2.2879%  | 0.0000% | $60000000.00       | $1049067.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-25      | 0.0500%  | 0.0000% | $24993792.00       | $11896.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-25      | 0.0500%  | 0.0000% | $24993792.00       | $9944.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-25      | 2.9279%  | 0.0000% | $50000000.00       | $1281528.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 2.2879%  | 0.0000% | $50000000.00       | $1135662.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 2.9379%  | 0.0000% | $50000000.00       | $1336370.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 2.8879%  | 0.0000% | $75000000.00       | $2004294.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 2.2879%  | 0.0000% | $55000000.00       | $1333044.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 1.6879%  | 0.0000% | $27000000.00       | $382331.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 2.1379%  | 0.0000% | $30000000.00       | $629252.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 2.0879%  | 0.0000% | $93750000.00       | $2813394.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 3.4879%  | 0.0000% | $49689400.00       | $1815461.93        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 3.4879%  | 0.0000% | $51872384.00       | $1688318.66        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 6.5000%  | 0.0000% | $60444992.00       | $4135540.26        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-06-25      | 1.5379%  | 0.0000% | $168074752.00      | $5494639.02        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 2.8879%  | 0.0000% | $58676000.00       | $1788826.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-03-20      | NA       | 0.0000% | $8519824.00        | $10447.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-10-25      | 0.4629%  | 0.0000% | $27424224.00       | $94190.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-02-25      | 0.8500%  | 0.0000% | $11324432.00       | $28860.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-02-25      | 0.2938%  | 0.0000% | $9983856.00        | $26189.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-02-25      | 0.2826%  | 0.0000% | $63927424.00       | $82382.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-03-25      | 0.2686%  | 0.0000% | $39165952.00       | $24490.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-09-25      | 2.5000%  | 0.0000% | $82841920.00       | $9153098.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-10-25      | 4.0000%  | 0.0000% | $19000000.00       | $1403426.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-08-15      | 0.0800%  | 0.0000% | $459177984.00      | $388753.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-04-25      | 0.0800%  | 0.0000% | $295837696.00      | $149418.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-09-20      | NA       | 0.0000% | $41711360.00       | $71956.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-06-20      | 3.0000%  | 0.0000% | $30000000.00       | $3343579.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-08-20      | 2.5829%  | 0.0000% | $16960000.00       | $1393572.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-08-20      | NA       | 0.0000% | $9000000.00        | $35125.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-06-20      | 0.0500%  | 0.0000% | $102236160.00      | $44147.94          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-08-20      | 2.0000%  | 0.0000% | $6794632.00        | $3628975.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-09-20      | NA       | 0.0000% | $73814272.00       | $423738.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-09-20      | 2.5829%  | 0.0000% | $50000000.00       | $4004044.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-07-20      | 2.5829%  | 0.0000% | $17500000.00       | $1358099.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-09-20      | 2.5829%  | 0.0000% | $4365000.00        | $339880.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-09-20      | 0.1249%  | 0.0000% | $100000000.00      | $633325.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-09-20      | 3.0000%  | 0.0000% | $70666624.00       | $6229807.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-09-20      | NA       | 0.0000% | $211705856.00      | $169391.97         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-09-20      | 2.3749%  | 0.0000% | $79452800.00       | $5562111.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-09-20      | 4.0000%  | 0.0000% | $3537032.00        | $2905260.50        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-06-20      | 6.0000%  | 0.0000% | $2686220.00        | $514269.44         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-09-20      | 2.3749%  | 0.0000% | $78143744.00       | $7169933.05        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-10-20      | 1.0749%  | 0.0000% | $166000000.00      | $5215378.55        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-10-20      | 1.7749%  | 0.0000% | $50000000.00       | $2207809.30        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-10-20      | 1.0749%  | 0.0000% | $100000000.00      | $3170792.56        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-08-25      | 2.8379%  | 0.0000% | $50000000.00       | $1196191.69        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 2.2879%  | 0.0000% | $50000000.00       | $1144339.11        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-05-25      | 1.4879%  | 0.0000% | $75854080.00       | $2267308.99        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-08-25      | 1.5379%  | 0.0000% | $40000000.00       | $728960.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-04-16      | 0.8156%  | 0.0000% | $26286112.00       | $1349756.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-25      | 2.4634%  | 0.0000% | $46035904.00       | $712629.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-25      | 0.4908%  | 0.0000% | $16684896.00       | $47885.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-25      | 2.4734%  | 0.0000% | $47510144.00       | $1001145.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2036-09-16      | 5.5000%  | 0.0000% | $19473888.00       | $445737.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-10-16      | 3.0000%  | 0.0000% | $11224848.00       | $11134994.13       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-09-20      | 2.3829%  | 0.0000% | $20257568.00       | $466372.22         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-11-25      | 1.7879%  | 0.0000% | $110047488.00      | $3248075.83        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-11-25      | 2.2379%  | 0.0000% | $44721344.00       | $3130655.35        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-12-25      | 1.5879%  | 0.0000% | $80955904.00       | $2065166.94        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-12-25      | 0.1000%  | 0.0000% | $55000000.00       | $173564.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-25      | 5.0000%  | 0.0000% | $10449440.00       | $10680135.32       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-02-25      | 2.1879%  | 0.0000% | $104634880.00      | $6902749.29        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-09-25      | 1.5379%  | 0.0000% | $86153728.00       | $1242144.47        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2050-06-25      | 6.0000%  | 0.0000% | $12722048.00       | $685296.53         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-10-25      | 0.6879%  | 0.0000% | $140000000.00      | $1243734.74        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-11-25      | 1.5379%  | 0.0000% | $94243840.00       | $1610798.82        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-10-25      | 0.0500%  | 0.0000% | $158957568.00      | $143779.13         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-02-25      | 2.2379%  | 0.0000% | $50000000.00       | $3395711.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-08-25      | 2.2379%  | 0.0000% | $186150000.00      | $8019869.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-25      | 1.5379%  | 0.0000% | $20000000.00       | $508366.18         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 1.5379%  | 0.0000% | $140664576.00      | $3606556.23        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-08-25      | 1.6379%  | 0.0000% | $65222272.00       | $1976027.45        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2052-04-25      | 6.5000%  | 0.0000% | $19558912.00       | $869889.48         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-11-25      | 1.5879%  | 0.0000% | $82000000.00       | $1838626.91        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-11-25      | 1.6879%  | 0.0000% | $50000000.00       | $1288761.87        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-11-25      | 2.4379%  | 0.0000% | $73699584.00       | $3584151.24        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-03-25      | 1.1879%  | 0.0000% | $28636512.00       | $724180.42         | Agency Mortgage-Backed Securities |

### Security 203: RBC Dominion Securities Inc. Tri Party Repo

- **C.1 - Title:** RBC Dominion Securities Inc. Tri Party Repo 3.630000%
- **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: 932UEV004, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: 932UEV004_3.63_0601
- **C.18 - Value (incl. sponsor support):** $249000000.00
- **C.18.a - Value (excl. sponsor support):** $249000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL  | 2053-10-01      | 6.5000%  | 0.0000% | $3610132.00        | $2406285.77        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-08-01      | 6.5000%  | 0.0000% | $1024.00           | $586.60            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2051-11-01      | 3.0000%  | 0.0000% | $1023.00           | $629.45            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-04-01      | 5.5000%  | 0.0000% | $36309521.00       | $36692322.86       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $51738777.00       | $50146323.62       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-07-01      | 4.5000%  | 0.0000% | $620541.00         | $427661.89         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2051-12-01      | 2.0000%  | 0.0000% | $72052999.00       | $44134983.46       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2035-10-01      | 2.0000%  | 0.0000% | $199998541.00      | $76902026.17       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-04-01      | 5.0000%  | 0.0000% | $20499.00          | $20317.37          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $44799000.00       | $43248862.86       | Agency Mortgage-Backed Securities |

### Security 204: Royal Bank of Canada Tri Party Repo

- **C.1 - Title:** Royal Bank of Canada Tri Party Repo 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933UAA003, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: 933UAA003_3.63_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-04-30      | 3.5000%  | 0.0000% | $29630000.00       | $29436283.57       | U.S. Treasuries (including strips) |
| STRIPS          | 2036-05-15      | NA       | 0.0000% | $1062430.00        | $676022.08         | U.S. Treasuries (including strips) |
| STRIPS          | 2035-11-15      | NA       | 0.0000% | $437072.00         | $285640.98         | U.S. Treasuries (including strips) |
| STRIPS          | 2035-05-15      | NA       | 0.0000% | $1063990.44        | $714254.65         | U.S. Treasuries (including strips) |
| STRIPS          | 2028-11-15      | NA       | 0.0000% | $926000.00         | $838515.22         | U.S. Treasuries (including strips) |
| STRIPS          | 2027-05-15      | NA       | 0.0000% | $2063990.00        | $1989498.54        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2055-02-15      | 2.3750%  | 0.0000% | $11506000.00       | $11261923.90       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-07-15      | 0.2500%  | 0.0000% | $222032100.00      | $276860974.53      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.2500%  | 0.0000% | $2155600.00        | $2169305.46        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $8814000.00        | $8892247.04        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-01-15      | 1.7500%  | 0.0000% | $111876700.00      | $119779985.26      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $74775400.00       | $75796897.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $48840000.00       | $50050680.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $40849800.00       | $41044860.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $102862400.00      | $103236147.44      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-10-15      | 1.6250%  | 0.0000% | $174076800.00      | $184324750.84      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $100781100.00      | $100088718.51      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $1233600.00        | $1238232.43        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-15      | 3.5000%  | 0.0000% | $5134300.00        | $5149956.46        | U.S. Treasuries (including strips) |
| STRIPS          | 2032-02-15      | NA       | 0.0000% | $350000.00         | $275210.60         | U.S. Treasuries (including strips) |
| STRIPS          | 2033-02-15      | NA       | 0.0000% | $179999.00         | $135122.01         | U.S. Treasuries (including strips) |
| STRIPS          | 2035-08-15      | NA       | 0.0000% | $893.04            | $591.64            | U.S. Treasuries (including strips) |
| STRIPS          | 2030-11-15      | NA       | 0.0000% | $1052000.00        | $874887.38         | U.S. Treasuries (including strips) |
| STRIPS          | 2031-05-15      | NA       | 0.0000% | $2.00              | $1.63              | U.S. Treasuries (including strips) |
| STRIPS          | 2031-11-15      | NA       | 0.0000% | $1064000.00        | $846181.11         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2041-02-15      | 2.1250%  | 0.0000% | $200.00            | $293.88            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2044-02-15      | 1.3750%  | 0.0000% | $30000.00          | $35351.11          | U.S. Treasuries (including strips) |
| STRIPS          | 2032-05-15      | NA       | 0.0000% | $1064000.00        | $827679.22         | U.S. Treasuries (including strips) |
| STRIPS          | 2032-11-15      | NA       | 0.0000% | $1064000.00        | $808799.60         | U.S. Treasuries (including strips) |
| STRIPS          | 2033-05-15      | NA       | 0.0000% | $1063990.00        | $789062.43         | U.S. Treasuries (including strips) |
| STRIPS          | 2033-11-15      | NA       | 0.0000% | $1063990.00        | $770446.86         | U.S. Treasuries (including strips) |
| STRIPS          | 2034-05-15      | NA       | 0.0000% | $1064000.00        | $751086.11         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2046-02-15      | 1.0000%  | 0.0000% | $19800.00          | $20579.46          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2054-02-15      | 2.1250%  | 0.0000% | $30000.00          | $28633.34          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-01-15      | 1.7500%  | 0.0000% | $800.00            | $1274.83           | U.S. Treasuries (including strips) |

### Security 205: Bank of Montreal Tri Party Repo

- **C.1 - Title:** Bank of Montreal Tri Party Repo 3.619900%
- **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: 934EEG001, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 934EEG001_3.62_0601
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL | 2056-02-20      | 5.5000%  | 0.0000% | $2054121.00        | $2120140.09        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-05-20      | 6.0000%  | 0.0000% | $2302726.00        | $2415586.44        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-03-20      | 6.0000%  | 0.0000% | $2236998.00        | $2282318.22        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-05-20      | 4.5000%  | 0.0000% | $2302860.00        | $2197439.67        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-04-20      | 6.5000%  | 0.0000% | $2130919.00        | $2261068.78        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-03-20      | 6.0000%  | 0.0000% | $2354138.00        | $2427616.67        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-04-20      | 6.0000%  | 0.0000% | $2080740.00        | $2148587.36        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-12-20      | 6.0000%  | 0.0000% | $2310317.00        | $2334800.22        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-03-20      | 3.0000%  | 0.0000% | $2553254.00        | $2270851.93        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-04-20      | 7.0000%  | 0.0000% | $2146348.00        | $2262818.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-05-20      | 6.0000%  | 0.0000% | $2328302.00        | $2412073.53        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-05-20      | 6.0000%  | 0.0000% | $2184096.00        | $2262672.49        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-04-20      | 5.5000%  | 0.0000% | $1865309.00        | $1893611.75        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-05-20      | 6.0000%  | 0.0000% | $2030904.00        | $2099054.37        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-05-20      | 6.0000%  | 0.0000% | $2170881.00        | $2243728.53        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2054-08-20      | 7.5000%  | 0.0000% | $10893950.00       | $2243236.23        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2054-01-20      | 8.0000%  | 0.0000% | $7459930.00        | $2112511.59        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2054-06-20      | 5.5000%  | 0.0000% | $3141310.00        | $2287381.04        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2053-03-20      | 5.5000%  | 0.0000% | $3749084.00        | $2245172.47        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-02-20      | 7.0000%  | 0.0000% | $2063326.00        | $2160437.08        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-11-20      | 6.0000%  | 0.0000% | $2302251.00        | $2424164.28        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-10-20      | 5.5000%  | 0.0000% | $2237046.00        | $2302462.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-11-20      | 6.0000%  | 0.0000% | $2201145.00        | $2293978.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-01-20      | 5.5000%  | 0.0000% | $2365169.00        | $2441746.07        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-04-20      | 6.0000%  | 0.0000% | $2327412.00        | $2408734.97        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-05-20      | 5.5000%  | 0.0000% | $2102989.00        | $2137027.51        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-04-20      | 4.5000%  | 0.0000% | $120949.00         | $115412.32         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-05-20      | 6.0000%  | 0.0000% | $2316241.00        | $2395367.65        | Agency Mortgage-Backed Securities |

### Security 206: Canadian Imperial Bank of Commerce Tri Party Repo

- **C.1 - Title:** Canadian Imperial Bank of Commerce Tri Party Repo 3.630000%
- **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: 934MKX009, C.3 - LEI: 549300TDJKVQJ41VN031, C.5 - Other ID: 934MKX009_3.63_0601
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL          | 2053-12-01      | 7.0000%  | 0.0000% | $1001.00           | $655.03            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $599.84            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $944.30            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-07-01      | 6.5000%  | 0.0000% | $398000.00         | $215498.00         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2051-02-01      | 3.5000%  | 0.0000% | $1000.00           | $360.53            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2051-09-01      | 2.5000%  | 0.0000% | $52094513.00       | $30398182.00       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2041-12-01      | 2.0000%  | 0.0000% | $3999000.00        | $2365370.56        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2040-05-01      | 6.0000%  | 0.0000% | $1000.00           | $818.70            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $938.50            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-09-01      | 5.5000%  | 0.0000% | $7582.00           | $7368.69           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 6.0000%  | 0.0000% | $52688.00          | $28277.64          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $762.44            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-02-01      | 2.0000%  | 0.0000% | $4000000.00        | $2393641.92        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $626.14            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2037-03-01      | 2.0000%  | 0.0000% | $1185.00           | $656.68            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-03-01      | 2.0000%  | 0.0000% | $6000000.00        | $3641259.64        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-04-01      | 2.5000%  | 0.0000% | $1000.00           | $626.02            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $713.28            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-08-01      | 4.0000%  | 0.0000% | $733687.00         | $463470.93         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-03-01      | 3.0000%  | 0.0000% | $783655.00         | $530425.05         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $624.54            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $663.82            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 5.0000%  | 0.0000% | $1008.00           | $827.60            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $740.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $836.44            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-03-01      | 6.0000%  | 0.0000% | $1024.00           | $588.62            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2039-03-01      | 5.5000%  | 0.0000% | $85186.00          | $40388.48          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2039-04-01      | 5.5000%  | 0.0000% | $213000.00         | $108649.09         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-06-01      | 5.5000%  | 0.0000% | $35538000.00       | $25818702.40       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-06-01      | 6.0000%  | 0.0000% | $21000.00          | $12271.47          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2039-06-01      | 5.5000%  | 0.0000% | $1000.00           | $490.38            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-12-01      | 7.0000%  | 0.0000% | $840896.00         | $494628.56         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $744.63            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2031-03-01      | 3.0000%  | 0.0000% | $1005.00           | $69.50             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2033-09-01      | 4.0000%  | 0.0000% | $1001.00           | $92.77             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2048-02-01      | 3.5000%  | 0.0000% | $1024.00           | $165.38            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $495.08            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2046-05-01      | 3.0000%  | 0.0000% | $1000.00           | $226.43            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $213.75            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-12-01      | 3.5000%  | 0.0000% | $1006.00           | $231.61            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $366.24            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $525.49            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $597.69            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $711.66            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-08-01      | 3.5000%  | 0.0000% | $1000.00           | $806.49            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-04-01      | 2.5000%  | 0.0000% | $1012.00           | $619.59            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2051-02-01      | 2.5000%  | 0.0000% | $1924.00           | $864.54            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2050-11-01      | 1.5000%  | 0.0000% | $70230635.00       | $36721351.09       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $768.60            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-08-01      | 6.0000%  | 0.0000% | $1999.00           | $1214.32           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-11-01      | 6.5000%  | 0.0000% | $67369.00          | $29193.53          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $365.89            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $718.15            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $790.16            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $648.67            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $993.97            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-12-01      | 5.0000%  | 0.0000% | $1280.00           | $1252.07           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $964.13            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $996.05            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1035.42           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-02-01      | 6.0000%  | 0.0000% | $2492046.00        | $887487.50         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-02-01      | 7.0000%  | 0.0000% | $522622.00         | $372559.94         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-01-01      | 6.0000%  | 0.0000% | $11275000.00       | $155918.67         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2038-12-01      | 6.5000%  | 0.0000% | $1000.00           | $31.75             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2041-08-01      | 4.5000%  | 0.0000% | $1000.00           | $85.98             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-11-01      | 3.5000%  | 0.0000% | $121515264.00      | $30464572.15       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 4.0000%  | 0.0000% | $323402.00         | $216533.62         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $974.91            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.99           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $928.05            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $960.45            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $630.56            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $196.25            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-06-01      | 3.0000%  | 0.0000% | $1024.00           | $255.95            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-04-01      | 3.0000%  | 0.0000% | $1000.00           | $176.17            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-09-01      | 2.5000%  | 0.0000% | $1000.00           | $544.20            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $784.93            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-07-01      | 4.0000%  | 0.0000% | $1000.00           | $640.58            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $738.43            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $682.05            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2038-04-01      | 3.0000%  | 0.0000% | $222507.00         | $136502.46         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-01-01      | 6.0000%  | 0.0000% | $70000.00          | $45749.72          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $691.99            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 5.0000%  | 0.0000% | $204000.00         | $133797.50         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $721.73            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1390.23           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $745.79            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $618.72            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 3.0000%  | 0.0000% | $491850.00         | $366076.28         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $682.34            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $819.26            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2038-11-01      | 3.0000%  | 0.0000% | $41000.00          | $28134.11          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $731.15            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-12-01      | 6.5000%  | 0.0000% | $297000.00         | $176957.21         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $739.40            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-11-01      | 5.5000%  | 0.0000% | $793000.00         | $636999.01         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-04-01      | 6.0000%  | 0.0000% | $8229753.00        | $7565266.42        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $949.91            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $497.95            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $479.20            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $557.03            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $627.63            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $584.59            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-11-01      | 2.0000%  | 0.0000% | $142265.00         | $85108.45          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-11-01      | 2.5000%  | 0.0000% | $244227.00         | $133537.93         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $567.18            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-01-01      | 3.0000%  | 0.0000% | $53083029.00       | $35344586.47       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $623.31            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $590.87            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $565.91            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-02-01      | 2.5000%  | 0.0000% | $699000.00         | $443854.44         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $925.52            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $843.87            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.56           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $977.78            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $968.66            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $956.37            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $946.17            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $870.21            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2039-11-01      | 4.0000%  | 0.0000% | $1000.00           | $726.89            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $944.21            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $815.39            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.92           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-11-01      | 7.0000%  | 0.0000% | $1000.00           | $885.17            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-12-01      | 5.0000%  | 0.0000% | $2015.00           | $1767.53           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-12-01      | 6.5000%  | 0.0000% | $1001.00           | $658.56            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $762.27            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $842.01            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $703.93            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $871.86            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1069.04           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $812.50            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $891.54            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-08-01      | 3.5000%  | 0.0000% | $1024.00           | $176.89            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2035-04-01      | 6.0000%  | 0.0000% | $14002198.00       | $110471.46         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2034-05-01      | 5.5000%  | 0.0000% | $1000.00           | $115.78            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $795.38            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $799.57            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $970.46            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $994.01            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $665.27            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $736.83            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $572.29            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 5.5000%  | 0.0000% | $2156716.00        | $1369679.78        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-02-01      | 3.5000%  | 0.0000% | $88000.00          | $63610.58          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $751.15            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-12-01      | 2.5000%  | 0.0000% | $95000.00          | $51809.54          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $585.72            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $596.11            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $649.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $613.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2037-04-01      | 2.5000%  | 0.0000% | $1000.00           | $558.89            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $617.19            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $777.96            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $638.18            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 4.0000%  | 0.0000% | $1024.00           | $661.31            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $713.37            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $692.63            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 4.5000%  | 0.0000% | $60000.00          | $48300.21          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $829.71            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $698.08            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 6.0000%  | 0.0000% | $499000.00         | $408217.47         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-01-01      | 5.0000%  | 0.0000% | $62415339.00       | $52403910.79       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $754.82            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $846.05            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-03-01      | 6.0000%  | 0.0000% | $1008.00           | $654.33            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $757.74            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 6.0000%  | 0.0000% | $1008.00           | $760.04            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $793.91            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-09-01      | 6.5000%  | 0.0000% | $15436.00          | $12151.98          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-03-01      | 7.0000%  | 0.0000% | $39340.00          | $29310.58          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $872.73            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $848.54            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-07-01      | 6.0000%  | 0.0000% | $57429084.00       | $54132855.08       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-07-01      | 6.0000%  | 0.0000% | $56799512.00       | $53845809.42       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-08-01      | 6.5000%  | 0.0000% | $10932233.00       | $9272019.79        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-10-01      | 2.0000%  | 0.0000% | $63000.00          | $48635.71          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-04-01      | 3.0000%  | 0.0000% | $16420860.00       | $14099383.90       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $996.70            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 5.5000%  | 0.0000% | $6892.00           | $6878.20           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.04           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-01-01      | 4.0000%  | 0.0000% | $1024.00           | $954.30            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-11-01      | 4.5000%  | 0.0000% | $1008.00           | $968.22            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-08-01      | 6.5000%  | 0.0000% | $1008.00           | $1045.10           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-07-01      | 3.0000%  | 0.0000% | $1008.00           | $895.00            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1041.70           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-06-01      | 5.0000%  | 0.0000% | $1000.00           | $257.99            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-08-01      | 3.0000%  | 0.0000% | $302573.00         | $112602.60         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2035-01-01      | 3.0000%  | 0.0000% | $1000.00           | $298.38            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2035-02-01      | 3.0000%  | 0.0000% | $1000.00           | $142.16            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $177.04            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-12-01      | 4.0000%  | 0.0000% | $3120340.00        | $949138.43         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2035-06-01      | 3.0000%  | 0.0000% | $441387.00         | $67435.37          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $202.26            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.39           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $799.26            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-08-01      | 3.5000%  | 0.0000% | $1000.00           | $296.13            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-10-01      | 3.0000%  | 0.0000% | $1040.00           | $192.34            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-09-01      | 4.0000%  | 0.0000% | $29119885.00       | $3751730.15        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $166.84            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 4.5000%  | 0.0000% | $1120.00           | $310.76            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-10-01      | 4.0000%  | 0.0000% | $1120.00           | $234.22            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $173.15            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2034-03-01      | 4.0000%  | 0.0000% | $1000.00           | $166.58            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $211.89            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $316.11            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $444.11            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $430.29            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-06-01      | 2.0000%  | 0.0000% | $1000.00           | $465.90            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $349.32            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $569.07            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1057.67           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.90           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 5.0000%  | 0.0000% | $1008.00           | $992.43            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2041-04-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.33           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 4.5000%  | 0.0000% | $69650.00          | $66978.18          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 5.5000%  | 0.0000% | $1008.00           | $1020.53           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $962.03            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 6.0000%  | 0.0000% | $6507847.00        | $6706966.32        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.89           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.54           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2041-04-01      | 5.5000%  | 0.0000% | $1039756.00        | $1068662.60        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 6.5000%  | 0.0000% | $1001.00           | $1050.57           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.43           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $999.32            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.58           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $959.93            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.44           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $994.78            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1021.02           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $335.40            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2034-11-01      | 5.0000%  | 0.0000% | $1000.00           | $385.98            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $461.40            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $492.70            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-11-01      | 2.0000%  | 0.0000% | $1050.00           | $552.04            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-11-01      | 2.5000%  | 0.0000% | $761294.00         | $408474.86         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-02-01      | 5.0000%  | 0.0000% | $2276336.00        | $2228740.18        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-02-01      | 5.0000%  | 0.0000% | $7117944.00        | $6775316.49        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-02-01      | 5.0000%  | 0.0000% | $3942300.00        | $3909678.07        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-03-01      | 5.5000%  | 0.0000% | $1939782.00        | $1968607.06        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2052-04-20      | 3.5000%  | 0.0000% | $10629888.00       | $6927959.91        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2051-11-20      | 2.0000%  | 0.0000% | $1300.00           | $737.54            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2052-01-20      | 2.0000%  | 0.0000% | $6072000.00        | $3564754.65        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2052-03-20      | 3.0000%  | 0.0000% | $3440311.00        | $2104412.45        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2053-06-20      | 6.5000%  | 0.0000% | $4746336.00        | $3759130.08        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2053-09-20      | 7.0000%  | 0.0000% | $4030.00           | $3147.95           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2041-01-20      | 4.5000%  | 0.0000% | $1017.00           | $46.76             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $219.95            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $384.64            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $262.08            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-06-01      | 4.0000%  | 0.0000% | $1000.00           | $101.09            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-08-01      | 3.0000%  | 0.0000% | $1024.00           | $217.21            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $142.96            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $136.11            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-09-01      | 3.5000%  | 0.0000% | $1008.00           | $242.84            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $194.46            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2031-11-01      | 2.0000%  | 0.0000% | $1000.00           | $141.27            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $237.31            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1009.38           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1041.74           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-04-01      | 4.5000%  | 0.0000% | $1024.00           | $980.44            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-05-01      | 4.5000%  | 0.0000% | $1008.00           | $967.44            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $982.59            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $984.31            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $972.36            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1023.13           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-01-01      | 5.0000%  | 0.0000% | $1003.00           | $960.92            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $982.44            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1003.88           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-12-01      | 3.5000%  | 0.0000% | $1024.00           | $771.89            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2039-12-01      | 4.0000%  | 0.0000% | $1000.00           | $776.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-04-01      | 6.0000%  | 0.0000% | $4432869.00        | $4360980.76        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 6.5000%  | 0.0000% | $1784486.00        | $479305.04         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-09-01      | 3.0000%  | 0.0000% | $15000000.00       | $7417105.43        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-03-01      | 6.0000%  | 0.0000% | $6665190.00        | $5260967.04        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-08-01      | 3.5000%  | 0.0000% | $27667329.00       | $10144826.20       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-03-01      | 3.5000%  | 0.0000% | $19000000.00       | $2487953.78        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-05-01      | 3.5000%  | 0.0000% | $44000000.00       | $5298171.38        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $226.47            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2031-08-01      | 4.5000%  | 0.0000% | $1040.00           | $51.83             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $75.19             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-02-01      | 4.5000%  | 0.0000% | $398000.00         | $44331.86          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2033-08-01      | 4.0000%  | 0.0000% | $1000.00           | $78.10             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2040-06-01      | 3.5000%  | 0.0000% | $99361.00          | $86842.71          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-09-01      | 6.0000%  | 0.0000% | $28000.00          | $22107.07          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2040-09-01      | 5.0000%  | 0.0000% | $1008.00           | $806.50            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2035-09-01      | 5.5000%  | 0.0000% | $145957.00         | $114935.22         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-10-01      | 5.0000%  | 0.0000% | $1316032.00        | $1147857.57        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 4.5000%  | 0.0000% | $3056262.00        | $2912540.13        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2040-10-01      | 3.5000%  | 0.0000% | $1000.00           | $33.24             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-05-01      | 5.0000%  | 0.0000% | $1024.00           | $897.65            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $575.91            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $688.13            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $754.13            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $684.59            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-10-01      | 5.5000%  | 0.0000% | $1008.00           | $900.99            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-02-15      | 5.5000%  | 0.0000% | $1008.00           | $901.18            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $931.69            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $894.79            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1806.77           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $969.21            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $849.21            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-09-01      | 5.5000%  | 0.0000% | $3540190.00        | $3448893.44        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $997.46            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $740.10            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $597.58            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL | 2050-05-01      | 3.1950%  | 0.0000% | $3087327.00        | $2458854.18        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2045-03-01      | 4.0000%  | 0.0000% | $1000.00           | $190.60            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-04-01      | 2.0000%  | 0.0000% | $2355024.00        | $1441188.91        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-04-01      | 2.5000%  | 0.0000% | $196000.00         | $120843.82         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-10-01      | 3.5000%  | 0.0000% | $29000000.00       | $10816588.94       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $502.16            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $402.52            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $546.55            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-09-01      | 5.0000%  | 0.0000% | $1000.00           | $406.78            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2039-08-01      | 3.5000%  | 0.0000% | $1000.00           | $323.06            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $603.05            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2034-09-01      | 3.0000%  | 0.0000% | $1000.00           | $186.29            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-04-01      | 4.5000%  | 0.0000% | $997000.00         | $346823.12         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-04-01      | 3.0000%  | 0.0000% | $1000.00           | $164.50            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $91.47             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2028-06-01      | 2.5000%  | 0.0000% | $1000.00           | $32.74             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $199.41            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-01-01      | 4.5000%  | 0.0000% | $1024.00           | $210.06            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2029-04-01      | 3.5000%  | 0.0000% | $1000.00           | $52.04             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-05-01      | 4.0000%  | 0.0000% | $1006.00           | $175.00            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-02-01      | 4.0000%  | 0.0000% | $1024.00           | $73.77             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2029-09-01      | 2.5000%  | 0.0000% | $1000.00           | $38.64             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-01-01      | 3.5000%  | 0.0000% | $1008.00           | $45.03             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $65.58             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-04-01      | 3.0000%  | 0.0000% | $1040.00           | $166.81            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-04-01      | 3.0000%  | 0.0000% | $1000.00           | $123.35            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-05-01      | 7.0000%  | 0.0000% | $1000.00           | $652.99            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $841.53            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $589.20            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-06-01      | 5.5000%  | 0.0000% | $1008.00           | $785.01            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $763.74            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $825.10            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $711.00            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $937.87            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.14           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2032-04-01      | 3.5000%  | 0.0000% | $1000.00           | $50.08             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $99.84             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2032-11-01      | 2.5000%  | 0.0000% | $1000.00           | $88.15             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-05-01      | 5.0000%  | 0.0000% | $54021926.00       | $50555826.42       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $991.15            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $990.95            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.0000%  | 0.0000% | $548505.00         | $395773.81         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $945.69            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $877.14            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.22           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $876.17            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $984.97            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $982.10            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.21           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.84           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.48           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.22           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 5.0000%  | 0.0000% | $1001.00           | $988.89            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $689.72            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $992.42            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-02-01      | 3.5000%  | 0.0000% | $1000.00           | $112.71            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $830.83            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $675.63            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.68           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-04-01      | 6.0000%  | 0.0000% | $9466288.00        | $6586671.34        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $782.11            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $924.27            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-06-01      | 6.0000%  | 0.0000% | $1975251.00        | $1609094.42        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-06-01      | 6.5000%  | 0.0000% | $866935.00         | $677261.04         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $927.20            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $959.08            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1797.44           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-08-01      | 6.0000%  | 0.0000% | $8875911.00        | $4995707.50        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-08-01      | 5.5000%  | 0.0000% | $1002.00           | $1010.86           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $854.02            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-09-01      | 6.5000%  | 0.0000% | $491030.00         | $512485.02         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-11-01      | 6.0000%  | 0.0000% | $2455978.00        | $2540142.98        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-12-01      | 5.0000%  | 0.0000% | $5906800.00        | $5812491.45        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $901.80            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $852.97            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 6.5000%  | 0.0000% | $17029519.00       | $14121009.47       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2031-09-01      | 2.5100%  | 0.0000% | $1999000.00        | $1596831.62        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2032-10-01      | 3.4520%  | 0.0000% | $2047000.00        | $1822858.18        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-04-01      | 2.0000%  | 0.0000% | $41677676.00       | $32015223.11       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-06-01      | 6.5000%  | 0.0000% | $48910300.00       | $40439932.30       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-12-01      | 6.0000%  | 0.0000% | $52178995.00       | $51306644.31       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-04-01      | 5.5000%  | 0.0000% | $40973333.00       | $29173467.73       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-05-01      | 6.0000%  | 0.0000% | $6054894.00        | $5708797.88        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2042-04-01      | 2.0000%  | 0.0000% | $4000000.00        | $2523817.45        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2036-08-01      | 2.0000%  | 0.0000% | $1027.00           | $499.62            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2036-04-01      | 4.5000%  | 0.0000% | $1000.00           | $972.43            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2034-05-01      | 5.0000%  | 0.0000% | $1000.00           | $402.79            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2050-12-01      | 3.5000%  | 0.0000% | $1000.00           | $687.86            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-02-25      | 2.5000%  | 0.0000% | $1000.00           | $692.14            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2051-05-25      | 2.5000%  | 0.0000% | $1000.00           | $730.40            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $768.52            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $913.73            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $758.43            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $923.30            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $872.85            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-03-01      | 3.5000%  | 0.0000% | $1000.00           | $731.96            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $733.39            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $761.76            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-09-01      | 5.0000%  | 0.0000% | $1008.00           | $826.01            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $200.79            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-08-01      | 3.5000%  | 0.0000% | $1040.00           | $208.29            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $196.34            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-01-01      | 3.5000%  | 0.0000% | $1008.00           | $214.19            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-02-01      | 3.5000%  | 0.0000% | $1024.00           | $284.43            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2032-10-01      | 6.2500%  | 0.0000% | $1000.00           | $107.99            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-03-01      | 3.5000%  | 0.0000% | $5159000.00        | $898186.07         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $79.87             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2041-05-01      | 4.5000%  | 0.0000% | $1000.00           | $58.57             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2030-06-01      | 2.9700%  | 0.0000% | $9803000.00        | $9178897.86        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2028-07-01      | 2.5350%  | 0.0000% | $3198000.00        | $2871661.19        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2032-06-01      | 3.2600%  | 0.0000% | $5931000.00        | $4629079.18        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2028-03-01      | 3.2900%  | 0.0000% | $7357.00           | $7260.80           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $65.85             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $67.04             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $101.99            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $109.48            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-09-01      | 3.5000%  | 0.0000% | $1024.00           | $125.34            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-10-01      | 3.5000%  | 0.0000% | $46000000.00       | $6374154.73        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2035-07-01      | 3.0000%  | 0.0000% | $1000.00           | $211.61            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2035-07-01      | 1.5000%  | 0.0000% | $1000.00           | $360.50            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2030-08-01      | 2.5000%  | 0.0000% | $1000.00           | $174.72            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2035-11-01      | 1.5000%  | 0.0000% | $26000.00          | $10742.97          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $616.90            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $607.64            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-03-01      | 3.5000%  | 0.0000% | $204000.00         | $73818.71          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-02-01      | 5.5000%  | 0.0000% | $1040.00           | $978.47            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-01-01      | 6.5000%  | 0.0000% | $17017178.00       | $13403300.70       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-11-01      | 4.0000%  | 0.0000% | $1006.00           | $73.67             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $90.17             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $96.34             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2032-06-01      | 3.0000%  | 0.0000% | $249000.00         | $23096.61          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2032-10-01      | 2.5000%  | 0.0000% | $1000.00           | $119.80            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-12-01      | 3.5000%  | 0.0000% | $1705.00           | $206.50            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2028-01-01      | 2.5000%  | 0.0000% | $1000.00           | $34.42             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-03-01      | 4.0000%  | 0.0000% | $2000.00           | $217.35            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-06-01      | 3.5000%  | 0.0000% | $1000.00           | $68.73             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-06-01      | 4.0000%  | 0.0000% | $1344044.00        | $105360.76         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2033-07-01      | 3.0000%  | 0.0000% | $346449.00         | $34094.44          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-06-01      | 3.0000%  | 0.0000% | $1000.00           | $165.47            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-07-01      | 1.5000%  | 0.0000% | $1000.00           | $508.01            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2041-11-01      | 1.5000%  | 0.0000% | $2000.00           | $1158.16           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-12-01      | 2.5000%  | 0.0000% | $15001.00          | $9117.56           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $534.09            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $55.37             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-05-01      | 5.0000%  | 0.0000% | $999000.00         | $79087.86          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-08-01      | 5.0000%  | 0.0000% | $1411928.00        | $143122.92         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2029-11-01      | 3.0000%  | 0.0000% | $1000.00           | $77.25             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2035-01-01      | 2.5000%  | 0.0000% | $1000.00           | $163.47            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-02-01      | 3.0000%  | 0.0000% | $1003.00           | $164.95            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2035-03-01      | 2.5000%  | 0.0000% | $1000.00           | $159.69            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-04-01      | 2.5000%  | 0.0000% | $2046000.00        | $426612.88         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $970.77            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $981.08            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $979.01            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $971.55            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-01-01      | 4.5000%  | 0.0000% | $104240.00         | $100088.37         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-03-01      | 6.0000%  | 0.0000% | $3178.00           | $3249.69           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 5.0000%  | 0.0000% | $1874600.00        | $1866043.36        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2031-08-01      | 7.0000%  | 0.0000% | $1001.00           | $3.91              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-01-01      | 1.5000%  | 0.0000% | $1000.00           | $433.33            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-03-01      | 2.0000%  | 0.0000% | $924668.00         | $418575.19         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-11-01      | 5.1900%  | 0.0000% | $79506.00          | $43839.39          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2037-04-01      | 6.5000%  | 0.0000% | $1445899.00        | $100023.50         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2039-06-01      | 4.5000%  | 0.0000% | $1000.00           | $40.26             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-01-01      | 3.5000%  | 0.0000% | $44000000.00       | $5133499.28        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-05-01      | 3.5000%  | 0.0000% | $1000.00           | $90.86             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-02-01      | 2.5000%  | 0.0000% | $1000.00           | $188.51            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-05-01      | 3.5000%  | 0.0000% | $62067776.00       | $7477049.01        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-05-01      | 3.0000%  | 0.0000% | $1008.00           | $171.74            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $137.44            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2031-07-01      | 4.0000%  | 0.0000% | $1000.00           | $28.15             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2031-08-01      | 4.0000%  | 0.0000% | $1000.00           | $27.75             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2039-09-01      | 5.5000%  | 0.0000% | $7144555.00        | $30728.93          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2041-02-01      | 4.5000%  | 0.0000% | $1003.00           | $39.82             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-02-01      | 4.0000%  | 0.0000% | $1000.00           | $126.48            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2041-06-01      | 2.0000%  | 0.0000% | $6582570.00        | $3828821.89        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $611.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $888.44            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $543.21            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-11-01      | 5.0000%  | 0.0000% | $1040.00           | $949.00            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $880.89            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $555.07            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $684.11            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $866.98            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $766.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $751.58            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-02-01      | 5.5000%  | 0.0000% | $211757.00         | $172350.98         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $715.69            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2038-10-01      | 5.0000%  | 0.0000% | $1000.00           | $720.61            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-11-01      | 6.5000%  | 0.0000% | $1651065.00        | $879035.20         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-12-01      | 6.0000%  | 0.0000% | $50000.00          | $43139.02          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $688.43            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $398.62            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $585.28            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $786.34            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $883.05            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $862.68            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-06-01      | 6.5000%  | 0.0000% | $1008.00           | $665.55            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $846.26            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $922.66            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $899.93            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $852.40            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $893.78            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $604.73            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-06-01      | 4.0000%  | 0.0000% | $1000.00           | $321.81            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-06-01      | 4.5000%  | 0.0000% | $1000.00           | $201.14            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2057-01-01      | 3.5000%  | 0.0000% | $1008.00           | $325.54            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2057-02-01      | 3.5000%  | 0.0000% | $2024.00           | $560.59            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2058-05-01      | 3.0000%  | 0.0000% | $29439409.00       | $8383634.66        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $222.42            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-06-01      | 3.5000%  | 0.0000% | $1001.00           | $273.35            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $68.12             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2033-02-01      | 3.0000%  | 0.0000% | $1000.00           | $203.24            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $280.18            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $121.74            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $273.28            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-11-01      | 4.0000%  | 0.0000% | $758727.00         | $104755.98         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $141.11            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $190.22            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2035-03-01      | 2.5000%  | 0.0000% | $1000.00           | $278.29            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $455.87            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $499.91            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $475.18            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-02-01      | 4.0000%  | 0.0000% | $1008.00           | $358.63            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $509.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-12-01      | 3.0000%  | 0.0000% | $1024.00           | $530.83            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-02-01      | 3.5000%  | 0.0000% | $1000.00           | $363.85            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-05-01      | 2.5000%  | 0.0000% | $1008.00           | $441.63            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-05-01      | 2.0000%  | 0.0000% | $14675000.00       | $8355978.84        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-08-01      | 3.0000%  | 0.0000% | $1003.00           | $597.20            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $581.81            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $662.64            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $653.79            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2033-09-01      | 4.0000%  | 0.0000% | $1000.00           | $158.71            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-04-01      | 4.0000%  | 0.0000% | $8449773.00        | $4025544.34        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2035-12-01      | 4.0000%  | 0.0000% | $1000.00           | $168.44            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-10-01      | 5.0000%  | 0.0000% | $1000.00           | $78.25             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $376.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $862.51            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $900.99            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-09-01      | 5.5000%  | 0.0000% | $173318.00         | $174885.75         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-11-01      | 7.0000%  | 0.0000% | $1510980.00        | $1223695.09        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $858.74            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $999.44            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $744.23            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.55           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $918.43            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.19           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.86           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $958.88            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-11-01      | 5.0000%  | 0.0000% | $1005.00           | $976.22            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-09-01      | 4.5000%  | 0.0000% | $1000.00           | $956.06            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.06           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $838.51            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $684.39            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $666.89            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $472.02            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.14           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $848.73            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $899.00            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $805.41            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $801.20            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 5.5000%  | 0.0000% | $8169822.00        | $5349877.92        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $521.32            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1015.30           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-12-01      | 5.5000%  | 0.0000% | $1018.00           | $1027.57           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $960.28            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $987.41            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $983.87            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $217.48            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-11-01      | 3.0000%  | 0.0000% | $162105.00         | $34591.46          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $324.03            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-10-01      | 2.5000%  | 0.0000% | $2668664.00        | $473849.14         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $468.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $303.25            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $578.77            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2029-12-01      | 2.5000%  | 0.0000% | $1000.00           | $54.37             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2031-11-01      | 2.0000%  | 0.0000% | $287000.00         | $39088.95          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $211.69            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-08-01      | 5.5000%  | 0.0000% | $1000.00           | $92.81             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $269.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $877.16            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $950.68            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $975.34            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $954.40            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $567.46            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $901.94            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $947.02            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $881.63            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $944.53            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1067.48           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $945.01            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-11-01      | 3.0000%  | 0.0000% | $1024.00           | $126.63            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-01-01      | 3.5000%  | 0.0000% | $9227168.00        | $1311196.30        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-01-01      | 3.5000%  | 0.0000% | $665839.00         | $36940.72          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-06-01      | 3.5000%  | 0.0000% | $1040.00           | $143.91            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $187.71            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $81.05             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-11-01      | 3.5000%  | 0.0000% | $1024.00           | $96.21             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $78.89             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-05-01      | 3.5000%  | 0.0000% | $1024.00           | $231.23            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-12-01      | 3.5000%  | 0.0000% | $2560.00           | $240.61            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-01-01      | 3.5000%  | 0.0000% | $1120.00           | $117.66            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-04-01      | 3.5000%  | 0.0000% | $1024.00           | $218.84            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-09-01      | 3.0000%  | 0.0000% | $1200.00           | $249.44            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-10-01      | 3.0000%  | 0.0000% | $118000.00         | $100801.99         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $998.64            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $917.42            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $982.41            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-02-01      | 5.0000%  | 0.0000% | $1008.00           | $959.25            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-11-01      | 5.0000%  | 0.0000% | $2555.00           | $2529.35           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1543.92           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $642.36            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-12-01      | 6.5000%  | 0.0000% | $2309289.00        | $1479483.74        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-03-01      | 5.0000%  | 0.0000% | $3326702.00        | $2788836.66        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $842.30            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-05-01      | 5.5000%  | 0.0000% | $2048.00           | $1767.99           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2027-01-01      | 6.5000%  | 0.0000% | $2363609.00        | $1736.21           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2032-05-01      | 3.4000%  | 0.0000% | $10189.00          | $4220.19           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2041-11-01      | 3.5000%  | 0.0000% | $1001.00           | $54.08             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2041-12-01      | 3.5000%  | 0.0000% | $1022.00           | $81.42             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $136.84            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2033-04-01      | 2.5000%  | 0.0000% | $1004.00           | $144.23            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2040-05-01      | 6.0000%  | 0.0000% | $1000.00           | $141.57            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2046-11-01      | 3.0000%  | 0.0000% | $1983.00           | $461.59            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2047-01-01      | 3.0000%  | 0.0000% | $3137.00           | $897.49            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2043-12-01      | 3.5000%  | 0.0000% | $1000.00           | $281.32            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-06-01      | 3.0000%  | 0.0000% | $1001.00           | $97.52             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2037-01-01      | 3.5000%  | 0.0000% | $1000.00           | $473.85            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $871.26            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2038-10-01      | 6.0000%  | 0.0000% | $1000.00           | $441.25            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2042-09-01      | 3.0000%  | 0.0000% | $1000.00           | $684.96            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $661.71            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $725.35            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2028-07-01      | 3.0000%  | 0.0000% | $1000.00           | $32.76             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2031-06-01      | 3.0000%  | 0.0000% | $1000.00           | $95.83             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $900.82            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-07-01      | 6.0000%  | 0.0000% | $50237270.00       | $46958392.53       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $960.65            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2042-09-01      | 3.5000%  | 0.0000% | $7000000.00        | $6273466.70        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $878.71            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $807.76            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $767.70            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2033-05-01      | 5.0000%  | 0.0000% | $1000.00           | $390.88            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $785.24            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $813.03            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $786.97            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-11-01      | 4.5000%  | 0.0000% | $1000.00           | $828.70            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-08-01      | 5.5000%  | 0.0000% | $65025406.00       | $48546154.56       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2039-09-01      | 6.5000%  | 0.0000% | $1000.00           | $371.88            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $785.34            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-02-01      | 4.5000%  | 0.0000% | $69000.00          | $62069.64          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-04-01      | 5.0000%  | 0.0000% | $1000.00           | $774.08            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2035-03-01      | 5.5000%  | 0.0000% | $1000.00           | $616.74            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-05-01      | 6.0000%  | 0.0000% | $277000.00         | $189948.36         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $777.02            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $807.37            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B           | 2030-03-31      | 4.0000%  | 0.0000% | $1000.00           | $1003.06           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2030-04-15      | 1.6250%  | 0.0000% | $1000.00           | $1040.57           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2027-07-31      | 3.8750%  | 0.0000% | $1100.00           | $1113.19           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2030-10-31      | 3.6250%  | 0.0000% | $100.00            | $98.30             | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2027-11-30      | 3.3750%  | 0.0000% | $1000.00           | $1008.20           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2036-02-15      | 4.1250%  | 0.0000% | $21700.00          | $21431.66          | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2030-08-15      | 0.6250%  | 0.0000% | $492200.00         | $427336.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2030-03-31      | 3.6250%  | 0.0000% | $200.00            | $197.86            | U.S. Treasuries (including strips) |
| TREASURY BILL             | 2026-08-06      | NA       | 0.0000% | $100.00            | $99.34             | U.S. Treasuries (including strips) |
| TREASURY BILL             | 2026-06-23      | NA       | 0.0000% | $710300.00         | $708725.26         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2046-11-15      | 2.8750%  | 0.0000% | $500.00            | $363.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2049-05-15      | 2.8750%  | 0.0000% | $171400.00         | $121054.98         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2051-02-15      | 0.1250%  | 0.0000% | $40500.00          | $27401.45          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $97.88             | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2030-02-15      | 1.5000%  | 0.0000% | $2400.00           | $2198.83           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2027-11-30      | 0.6250%  | 0.0000% | $300.00            | $286.42            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.36             | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2028-08-31      | 1.1250%  | 0.0000% | $1000.00           | $940.99            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B           | 2028-04-15      | 1.2500%  | 0.0000% | $103200.00         | $113269.94         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2028-09-30      | 4.6250%  | 0.0000% | $9600.00           | $9798.91           | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2034-02-15      | 4.0000%  | 0.0000% | $1000.00           | $990.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2031-03-31      | 4.1250%  | 0.0000% | $406100.00         | $408537.25         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2034-11-15      | 4.2500%  | 0.0000% | $1000.00           | $993.13            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2030-01-31      | 4.2500%  | 0.0000% | $6000.00           | $6114.63           | U.S. Treasuries (including strips) |

### Security 207: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.619900%
- **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: 934QAM005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QAM005_3.62_0601
- **C.18 - Value (incl. sponsor support):** $2850000000.00
- **C.18.a - Value (excl. sponsor support):** $2850000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 - BNYM

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL           | 2038-07-01      | 4.5000%  | 0.0000% | $1056.00           | $178.10            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-08-01      | 4.5000%  | 0.0000% | $241000.00         | $87527.10          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-08-01      | 4.5000%  | 0.0000% | $288000.00         | $59345.10          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-08-01      | 4.5000%  | 0.0000% | $896000.00         | $152032.74         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $125.20            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-01-01      | 4.5000%  | 0.0000% | $457000.00         | $93863.77          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $948.84            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $602.16            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1909.97           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $696.28            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1853.15           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.5000%  | 0.0000% | $1746073.00        | $1298059.51        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1574.53           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $792.84            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 5.5000%  | 0.0000% | $1696550.00        | $885705.05         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $817.72            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $878.12            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.43           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $602.97            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $668.72            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $618.15            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1854169.00        | $1294635.77        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1254.65           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $856.03            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $943.04            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $945.24            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $778.89            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1592.74           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1475.06           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $755.83            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $565.94            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $565.32            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $938.72            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.0000%  | 0.0000% | $1355833.00        | $1272600.95        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $607.27            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $715.90            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1469.23           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $749.30            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $942.43            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $659.68            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $580.96            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $635.14            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $632.89            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $872.47            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $562.85            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $456.91            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $487.16            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $465.13            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $563.17            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $586.15            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1982435.00        | $1456171.03        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $265.39            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1008.21           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $938.85            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $635.91            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $516.68            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $751.76            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-06-01      | 4.0000%  | 0.0000% | $5000.00           | $1676.99           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $252.53            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-09-01      | 6.5000%  | 0.0000% | $4000.00           | $4127.35           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2386.05           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 5.0000%  | 0.0000% | $1005.00           | $825.49            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 6.0000%  | 0.0000% | $1400250.00        | $535460.90         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $649.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 6.5000%  | 0.0000% | $2001.00           | $1413.70           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1956.69           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1348.44           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 6.5000%  | 0.0000% | $1001.00           | $909.43            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1328.26           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 5.5000%  | 0.0000% | $4001.00           | $3386.22           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 5.5000%  | 0.0000% | $277030.00         | $242664.49         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $684.37            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2034-04-01      | 4.9300%  | 0.0000% | $193000.00         | $197151.90         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2034-05-01      | 4.8800%  | 0.0000% | $8438000.00        | $8590766.24        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2030-09-01      | 5.0250%  | 0.0000% | $5095000.00        | $5214973.66        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2032-07-01      | 4.4100%  | 0.0000% | $1791000.00        | $1789053.18        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $811.37            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1282.12           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $757.42            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-09-01      | 6.5000%  | 0.0000% | $1204150.00        | $745874.96         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $831.04            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $732.47            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-09-01      | 6.5000%  | 0.0000% | $2219403.00        | $1680615.33        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $614.91            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $814.63            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $732.95            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.99           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-01-01      | 5.0000%  | 0.0000% | $1205086.00        | $1194655.66        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-01-01      | 5.0000%  | 0.0000% | $13137152.00       | $12680041.65       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-01-01      | 6.0000%  | 0.0000% | $5206640.00        | $5269939.83        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-01-01      | 6.0000%  | 0.0000% | $4607000.00        | $4731425.22        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-01-01      | 5.5000%  | 0.0000% | $2059910.00        | $2076922.29        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-12-01      | 5.5000%  | 0.0000% | $360854.00         | $365999.83         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-02-01      | 5.5000%  | 0.0000% | $1322500.00        | $1340565.36        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 5.0000%  | 0.0000% | $3595686.00        | $3581960.48        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-07-01      | 3.5000%  | 0.0000% | $5000.00           | $917.98            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2046-09-01      | 3.5000%  | 0.0000% | $1003.00           | $333.20            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $153.44            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2045-10-01      | 3.5000%  | 0.0000% | $1073.00           | $150.63            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2045-12-01      | 4.0000%  | 0.0000% | $2000.00           | $264.52            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2045-11-01      | 4.0000%  | 0.0000% | $1008.00           | $158.66            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2046-02-01      | 4.0000%  | 0.0000% | $1008.00           | $167.79            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2035-09-01      | 4.1880%  | 0.0000% | $20000000.00       | $20016626.66       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-02-01      | 5.0000%  | 0.0000% | $2000.00           | $682.83            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $326.87            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-03-01      | 4.0000%  | 0.0000% | $2005.00           | $311.30            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2048-07-01      | 4.5000%  | 0.0000% | $7000.00           | $1444.32           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2048-07-01      | 4.5000%  | 0.0000% | $6000.00           | $1253.77           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2048-07-01      | 4.5000%  | 0.0000% | $1991620.00        | $606534.47         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2043-02-01      | 4.0000%  | 0.0000% | $7000.00           | $1696.22           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $412.96            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-03-01      | 4.5000%  | 0.0000% | $1428906.00        | $529583.06         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-03-01      | 4.5000%  | 0.0000% | $6000.00           | $1346.21           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-03-01      | 4.5000%  | 0.0000% | $2007.00           | $509.34            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-04-01      | 4.5000%  | 0.0000% | $1663189.00        | $582359.08         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 5.0000%  | 0.0000% | $1003191.00        | $1001672.21        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 5.0000%  | 0.0000% | $3159441.00        | $3142595.16        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-02-01      | 5.0000%  | 0.0000% | $1132586.00        | $1118442.91        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 5.5000%  | 0.0000% | $9553251.00        | $9786260.26        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 5.0000%  | 0.0000% | $3369622.00        | $3318794.04        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 5.0000%  | 0.0000% | $1434900.00        | $1423703.75        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 5.5000%  | 0.0000% | $3159272.00        | $3150639.39        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 5.0000%  | 0.0000% | $6192083.00        | $6101742.95        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 4.5000%  | 0.0000% | $2084020.00        | $2019437.98        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 5.0000%  | 0.0000% | $3077450.00        | $3017520.39        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 5.0000%  | 0.0000% | $3897220.00        | $3842292.86        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $996.98            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 5.0000%  | 0.0000% | $1005272.00        | $995448.14         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 4.5000%  | 0.0000% | $1016199.00        | $977469.19         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 6.0000%  | 0.0000% | $1941216.00        | $1999039.76        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 5.0000%  | 0.0000% | $66440.00          | $65688.45          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 5.0000%  | 0.0000% | $5388656.00        | $5317382.68        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 5.0000%  | 0.0000% | $8745520.00        | $8640903.24        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 5.5000%  | 0.0000% | $1588826.00        | $1623891.37        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 6.0000%  | 0.0000% | $10880220.00       | $11155953.79       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-05-01      | 5.0000%  | 0.0000% | $22838336.00       | $22701301.38       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-10-01      | 6.0000%  | 0.0000% | $846000.00         | $640949.18         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $831.03            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-11-01      | 5.0000%  | 0.0000% | $14046979.00       | $12922679.42       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-12-01      | 6.0000%  | 0.0000% | $11002260.00       | $7730371.03        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-12-01      | 6.0000%  | 0.0000% | $27091464.00       | $20439332.41       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-08-01      | 5.5000%  | 0.0000% | $150053804.00      | $133030402.99      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $1004.00           | $757.57            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $811.26            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $832.72            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $805.50            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-04-01      | 5.0000%  | 0.0000% | $4852279.00        | $3202656.00        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $681.27            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1418.09           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $768.30            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 5.5000%  | 0.0000% | $2004.00           | $1735.03           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $728.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1049.17           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $744.72            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $570.38            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $709.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $631.34            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $659.93            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $801.99            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1315.85           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $595.86            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $875.11            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 4.5000%  | 0.0000% | $390000.00         | $317312.51         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $630.12            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $1118.65           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1155.05           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $745.48            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $653.34            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $724.61            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $615.47            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $680.29            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $682.97            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1338.03           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $644.73            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $731.06            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $520.71            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $421.37            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 5.5000%  | 0.0000% | $3761098.00        | $2120745.25        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1210.94           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $796.09            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $674.05            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $533.15            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $701.33            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $323.76            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $848.21            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $744.62            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $575.16            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $517.46            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1102.65           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $535.25            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1001.18           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2050-07-01      | 3.5000%  | 0.0000% | $1000.00           | $630.98            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $590.81            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $517.16            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $526.80            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 5.5000%  | 0.0000% | $8214808.00        | $6669253.23        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 5.5000%  | 0.0000% | $19000000.00       | $15472220.64       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 5.5000%  | 0.0000% | $17488.00          | $13417.11          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 5.5000%  | 0.0000% | $282085.00         | $216823.62         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 4.0000%  | 0.0000% | $54785.00          | $39769.89          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-09-01      | 5.0000%  | 0.0000% | $184000.00         | $147511.43         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-09-01      | 6.0000%  | 0.0000% | $29806384.00       | $23008541.25       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-09-01      | 6.5000%  | 0.0000% | $26274688.00       | $19747566.25       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-02-01      | 5.5000%  | 0.0000% | $719907.00         | $585938.98         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-10-01      | 6.0000%  | 0.0000% | $2623170.00        | $1969643.49        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-10-01      | 6.5000%  | 0.0000% | $22155230.00       | $15037389.84       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2042-11-01      | 3.5000%  | 0.0000% | $1019.00           | $168.53            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $95.89             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $183.36            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $179.02            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2045-04-01      | 4.0000%  | 0.0000% | $1000.00           | $267.21            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2044-02-01      | 4.0000%  | 0.0000% | $1022.00           | $142.07            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-03-01      | 5.5000%  | 0.0000% | $180022.00         | $142845.40         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-04-01      | 6.0000%  | 0.0000% | $94011789.00       | $72430671.26       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-04-01      | 6.5000%  | 0.0000% | $23795129.00       | $15698458.22       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-05-01      | 6.5000%  | 0.0000% | $17134721.00       | $13280356.70       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-01-01      | 5.0000%  | 0.0000% | $8000.00           | $7297.55           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-01-01      | 5.5000%  | 0.0000% | $12892432.00       | $11659576.82       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-01-01      | 5.5000%  | 0.0000% | $60151280.00       | $55250011.19       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $805.04            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-08-01      | 7.0000%  | 0.0000% | $14865844.00       | $11145320.24       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-09-01      | 5.5000%  | 0.0000% | $3812687.00        | $3376507.13        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-09-01      | 5.5000%  | 0.0000% | $182566478.00      | $160788039.40      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-10-01      | 5.0000%  | 0.0000% | $213377.00         | $191905.46         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-10-01      | 6.5000%  | 0.0000% | $9426272.00        | $6202378.72        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-10-01      | 6.0000%  | 0.0000% | $7441328.00        | $6216193.00        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $481.26            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $843.25            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $638.40            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $655.30            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $745.71            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $687.90            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $833.66            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $541.59            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $603.01            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $659.47            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $814.52            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $493.82            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $726.18            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $593.51            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $671.71            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $661.69            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $684.12            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $273.35            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $909.84            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $705.76            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $639.46            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $840.02            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $517.94            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-07-01      | 6.0000%  | 0.0000% | $4000.00           | $3940.19           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-07-01      | 6.5000%  | 0.0000% | $4000.00           | $3305.97           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-07-01      | 6.5000%  | 0.0000% | $1245436.00        | $543799.89         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-07-01      | 6.0000%  | 0.0000% | $2001.00           | $1729.38           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-07-01      | 6.5000%  | 0.0000% | $2001.00           | $1429.41           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-07-01      | 6.5000%  | 0.0000% | $4000.00           | $3061.92           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-07-01      | 6.5000%  | 0.0000% | $1001.00           | $512.82            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $747.05            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-08-01      | 6.5000%  | 0.0000% | $1001.00           | $761.48            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $811.37            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-08-01      | 5.5000%  | 0.0000% | $2001.00           | $1282.76           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-08-01      | 6.5000%  | 0.0000% | $4000.00           | $3995.94           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1514.84           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-08-01      | 6.0000%  | 0.0000% | $4000.00           | $3407.32           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-09-01      | 6.5000%  | 0.0000% | $4000.00           | $3324.14           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-09-01      | 6.5000%  | 0.0000% | $1001.00           | $733.20            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-09-01      | 6.5000%  | 0.0000% | $4000.00           | $2433.49           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-09-01      | 6.5000%  | 0.0000% | $4000.00           | $2738.00           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2902.99           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-11-01      | 6.0000%  | 0.0000% | $4000.00           | $2999.08           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-11-01      | 6.5000%  | 0.0000% | $4000.00           | $4078.07           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-11-01      | 7.0000%  | 0.0000% | $4000.00           | $2382.64           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-08-01      | 6.0000%  | 0.0000% | $4000.00           | $3409.35           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3138.19           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2051-09-01      | 4.0000%  | 0.0000% | $4096.00           | $1315.06           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-02-01      | 5.5000%  | 0.0000% | $4000.00           | $3392.85           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1150.32           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-02-01      | 6.0000%  | 0.0000% | $2001.00           | $1103.20           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-03-01      | 4.5000%  | 0.0000% | $4000.00           | $3321.97           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-03-01      | 5.5000%  | 0.0000% | $4000.00           | $3119.80           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 6.5000%  | 0.0000% | $4000.00           | $4090.93           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-03-01      | 6.0000%  | 0.0000% | $4000.00           | $4090.79           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1387.31           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-06-01      | 6.0000%  | 0.0000% | $4000.00           | $3206.24           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-07-01      | 6.5000%  | 0.0000% | $4000.00           | $2818.59           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL | 2037-07-01      | 4.9810%  | 0.0000% | $100730182.00      | $30771.94          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-11-01      | 3.5000%  | 0.0000% | $4000.00           | $1761.76           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-07-01      | 6.5000%  | 0.0000% | $4122.00           | $24.71             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2041-08-01      | 4.5000%  | 0.0000% | $4000.00           | $402.11            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-05-01      | 5.5000%  | 0.0000% | $2288.00           | $2320.79           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2030-12-01      | 4.1000%  | 0.0000% | $1850000.00        | $1769724.59        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2076-02-20      | 5.5970%  | 0.0000% | $7479132.00        | $8133684.40        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2056-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1048.10           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2056-01-20      | 5.0000%  | 0.0000% | $13385399.00       | $13148711.64       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2054-11-20      | 5.0000%  | 0.0000% | $1997000.00        | $1768390.88        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2054-12-20      | 5.0000%  | 0.0000% | $30000000.00       | $26618589.37       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-01-20      | 5.0000%  | 0.0000% | $20000000.00       | $17545559.87       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-04-20      | 5.0000%  | 0.0000% | $1000.00           | $899.03            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-05-20      | 5.0000%  | 0.0000% | $54274.00          | $49380.71          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-05-20      | 5.5000%  | 0.0000% | $18700000.00       | $15045577.75       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-06-20      | 5.0000%  | 0.0000% | $34999000.00       | $32457422.26       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-07-20      | 5.0000%  | 0.0000% | $26800000.00       | $25226938.10       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-07-20      | 5.5000%  | 0.0000% | $2000.00           | $1689.73           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-04-20      | 5.5000%  | 0.0000% | $5465324.00        | $5248177.45        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-11-20      | 4.5000%  | 0.0000% | $18843976.00       | $17956326.06       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-11-20      | 5.0000%  | 0.0000% | $30000000.00       | $29298500.84       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $4688.31           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $1133995.00        | $530445.11         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $2952.14           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $639.46            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3315.02           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $840.02            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $517.94            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $4001.00           | $2818.78           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2285.30           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3030.14           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $2747.26           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3758.91           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2623.68           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3760.93           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $777.40            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 4.5000%  | 0.0000% | $1018.00           | $732.32            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3788.66           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3018.21           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $1499.30           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $1118.65           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 5.0000%  | 0.0000% | $3000.00           | $1679.93           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2809.45           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1155.05           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $745.48            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $2613.34           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $2837.42           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $2546.48           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1230.94           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $2418.61           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-11-01      | 5.5000%  | 0.0000% | $465190.00         | $317712.94         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 6.0000%  | 0.0000% | $4000.00           | $2788.08           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 5.5000%  | 0.0000% | $4000.00           | $2840.65           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 5.5000%  | 0.0000% | $2001.00           | $1211.54           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4298.53           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $2994.82           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $4572.70           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $4032.00           | $2413.26           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $1395.57           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $1233758.00        | $539307.02         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1053.94           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 5.5000%  | 0.0000% | $4000.00           | $3184.35           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 6.0000%  | 0.0000% | $4000.00           | $3082.83           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 6.0000%  | 0.0000% | $4000.00           | $2614.88           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 5.5000%  | 0.0000% | $3000.00           | $1479.09           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $323.76            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 5.5000%  | 0.0000% | $4000.00           | $2877.24           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-02-01      | 5.5000%  | 0.0000% | $4000.00           | $2222.52           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2050-01-01      | 3.5000%  | 0.0000% | $5000.00           | $2149.66           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2050-01-01      | 3.5000%  | 0.0000% | $5000.00           | $1864.83           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-12-01      | 3.5000%  | 0.0000% | $1281750.00        | $536785.31         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-01-01      | 3.5000%  | 0.0000% | $2000.00           | $1131.86           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $604.45            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2037-02-01      | 6.5000%  | 0.0000% | $1041.00           | $10.18             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-10-01      | 6.5000%  | 0.0000% | $1145.00           | $6.36              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-12-01      | 6.5000%  | 0.0000% | $1000.00           | $10.83             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2037-02-01      | 6.5000%  | 0.0000% | $2104.00           | $15.73             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2037-08-01      | 7.0000%  | 0.0000% | $38661626.00       | $411535.24         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2037-04-01      | 6.0000%  | 0.0000% | $1000.00           | $7.46              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $2938.40           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4451.25           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $814.52            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $3752.50           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 4.5000%  | 0.0000% | $1001.00           | $494.32            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4693.49           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1108.59           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $932.52            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4725.39           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1417.25           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $2822.56           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $1001.00           | $544.90            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $3177.39           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $3759.11           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4154.77           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4031.29           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $3041.41           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-06-01      | 5.0000%  | 0.0000% | $1018492.00        | $564671.65         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $582.74            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $616.89            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-05-01      | 5.5000%  | 0.0000% | $1353170.00        | $1320851.77        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $603.25            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $719.92            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $866.27            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1385.21           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $749.64            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $429.69            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1024.62           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $596.51            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $747.05            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $793.74            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $773.58            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $760.72            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1337.43           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 4.5000%  | 0.0000% | $4000.00           | $3028.34           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $627.32            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $856.03            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1886.08           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $946.19            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 5.0000%  | 0.0000% | $4000.00           | $2241.54           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3048.47           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 6.0000%  | 0.0000% | $4032.00           | $3062.34           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2045.50           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-01-01      | 3.0000%  | 0.0000% | $4000.00           | $2797.82           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-01-01      | 3.0000%  | 0.0000% | $4000.00           | $2769.59           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1557.79           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $796.37            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1001.00           | $738.27            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1511.66           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.0000%  | 0.0000% | $281470.00         | $159120.97         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $938.72            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $2001.00           | $1215.14           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-10-01      | 4.5000%  | 0.0000% | $4000.00           | $653.05            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-04-01      | 5.0000%  | 0.0000% | $2001.00           | $1413.64           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-04-01      | 5.5000%  | 0.0000% | $2001.00           | $1611.81           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-04-01      | 5.5000%  | 0.0000% | $4000.00           | $3331.63           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2857.69           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-05-01      | 5.5000%  | 0.0000% | $3000.00           | $1892.19           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-05-01      | 5.5000%  | 0.0000% | $4032.00           | $2875.98           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-04-01      | 5.0000%  | 0.0000% | $4000.00           | $3351.37           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-04-01      | 5.5000%  | 0.0000% | $4000.00           | $3449.83           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-04-01      | 5.0000%  | 0.0000% | $4000.00           | $3798.26           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-04-01      | 6.0000%  | 0.0000% | $1038600.00        | $605236.43         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-04-01      | 6.0000%  | 0.0000% | $991880.00         | $611881.93         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-04-01      | 6.0000%  | 0.0000% | $4000.00           | $2944.46           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-05-01      | 5.5000%  | 0.0000% | $4000.00           | $3048.68           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-05-01      | 5.5000%  | 0.0000% | $4000.00           | $3461.77           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-06-01      | 6.0000%  | 0.0000% | $4000.00           | $2743.33           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $866.27            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-06-01      | 6.5000%  | 0.0000% | $1001.00           | $693.30            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-06-01      | 5.0000%  | 0.0000% | $4000.00           | $3615.51           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1499.28           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-06-01      | 6.5000%  | 0.0000% | $1001358.00        | $586967.83         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2037-04-01      | 6.5000%  | 0.0000% | $2056.00           | $24.22             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2037-08-01      | 7.0000%  | 0.0000% | $2057.00           | $57.07             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2037-07-01      | 6.5000%  | 0.0000% | $68262315.00       | $542909.53         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2037-06-01      | 6.0000%  | 0.0000% | $74983267.00       | $406437.60         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2037-08-01      | 6.5000%  | 0.0000% | $1024.00           | $6.18              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2038-05-01      | 6.0000%  | 0.0000% | $39422329.00       | $375279.28         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2038-05-01      | 6.0000%  | 0.0000% | $12576.00          | $251.84            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-11-01      | 5.5000%  | 0.0000% | $1024.00           | $6.20              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2039-01-01      | 5.5000%  | 0.0000% | $1224.00           | $5.23              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2038-11-01      | 6.0000%  | 0.0000% | $90638464.00       | $1219509.07        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $9.21              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2039-06-01      | 5.5000%  | 0.0000% | $1024.00           | $18.34             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2041-03-01      | 4.5000%  | 0.0000% | $2000.00           | $102.37            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $264.48            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2056-02-20      | 5.0000%  | 0.0000% | $895272.00         | $881833.47         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2056-03-20      | 5.0000%  | 0.0000% | $10000000.00       | $9877595.33        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2056-03-20      | 5.0000%  | 0.0000% | $20988800.00       | $20783579.20       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2056-05-20      | 3.0000%  | 0.0000% | $13154216.00       | $12381844.28       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2056-05-20      | 3.5000%  | 0.0000% | $13786582.00       | $13234597.89       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2056-05-20      | 5.5000%  | 0.0000% | $5105966.00        | $5191734.88        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 4.5000%  | 0.0000% | $44997.00          | $35721.97          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-01-01      | 6.0000%  | 0.0000% | $1147625.00        | $543806.11         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 4.5000%  | 0.0000% | $1032155.00        | $539701.62         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $907.63            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $584.18            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $952.95            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1600.29           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 6.0000%  | 0.0000% | $1001.00           | $527.05            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $807.93            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 6.0000%  | 0.0000% | $1009.00           | $653.03            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 6.0000%  | 0.0000% | $1001.00           | $691.42            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 6.0000%  | 0.0000% | $4000.00           | $2556.23           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 5.5000%  | 0.0000% | $1377452.00        | $675930.24         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 6.0000%  | 0.0000% | $2001.00           | $1712.18           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 6.5000%  | 0.0000% | $998246.00         | $483513.94         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 5.5000%  | 0.0000% | $4001.00           | $3281.41           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 5.5000%  | 0.0000% | $4000.00           | $2001.01           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1276.92           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.0000%  | 0.0000% | $1001.00           | $794.71            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1161.92           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4175.18           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $2001.00           | $1187.62           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $671.71            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3389.78           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $3747.42           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $1006.00           | $688.22            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $273.35            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $1820.60           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $541.59            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $603.61            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $4128.58           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $2928.31           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4248.02           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 4.5000%  | 0.0000% | $5000.00           | $2771.87           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $4694.67           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-03-01      | 4.5000%  | 0.0000% | $2003.00           | $467.29            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-05-01      | 4.0000%  | 0.0000% | $6144.00           | $1768.55           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-05-01      | 3.5000%  | 0.0000% | $1002.00           | $299.97            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-05-01      | 3.5000%  | 0.0000% | $6048.00           | $1222.33           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-04-01      | 4.0000%  | 0.0000% | $1001.00           | $234.26            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-04-01      | 4.0000%  | 0.0000% | $2001.00           | $825.88            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-04-01      | 4.0000%  | 0.0000% | $6000.00           | $1521.23           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-04-01      | 5.0000%  | 0.0000% | $2001.00           | $685.86            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-04-01      | 5.0000%  | 0.0000% | $1870732.00        | $574711.02         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-04-01      | 4.0000%  | 0.0000% | $1611920.00        | $623386.62         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-05-01      | 4.0000%  | 0.0000% | $1001.00           | $354.00            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-05-01      | 4.0000%  | 0.0000% | $6000.00           | $2077.77           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $154.32            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-01-01      | 3.5000%  | 0.0000% | $2000.00           | $191.32            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2039-11-01      | 6.2750%  | 0.0000% | $24827637.00       | $143467.96         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2040-01-01      | 6.0850%  | 0.0000% | $10001676.00       | $40224.92          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-11-01      | 4.0000%  | 0.0000% | $1000.00           | $176.97            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-08-01      | 3.5000%  | 0.0000% | $5046980.00        | $516808.13         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $232.95            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2040-04-01      | 5.5000%  | 0.0000% | $1022.00           | $39.11             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-07-01      | 4.5000%  | 0.0000% | $2004.00           | $271.04            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-10-01      | 5.0000%  | 0.0000% | $2001.00           | $1966.64           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-03-01      | 4.2400%  | 0.0000% | $6676000.00        | $6465404.10        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-05-01      | 4.0000%  | 0.0000% | $2095.00           | $256.15            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-04-01      | 4.5000%  | 0.0000% | $2050.00           | $513.01            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-04-01      | 4.5000%  | 0.0000% | $2117.00           | $563.07            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-05-01      | 3.5000%  | 0.0000% | $2007.00           | $786.36            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 5.5000%  | 0.0000% | $1001.00           | $675.26            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1460.00           | $947.81            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-03-01      | 6.0000%  | 0.0000% | $4002.00           | $2048.69           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $971.33            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2041-03-01      | 5.0000%  | 0.0000% | $3876498.00        | $3827826.81        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-12-01      | 3.5000%  | 0.0000% | $2259430.00        | $614211.17         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2050-01-01      | 3.5000%  | 0.0000% | $2004.00           | $1155.71           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1764.60           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-12-01      | 3.5000%  | 0.0000% | $1512542.00        | $586489.74         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2050-02-01      | 3.5000%  | 0.0000% | $5000.00           | $2116.96           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2050-02-01      | 3.5000%  | 0.0000% | $5000.00           | $2118.83           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2050-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1261.97           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2050-10-01      | 3.0000%  | 0.0000% | $5000.00           | $1657.24           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2051-04-01      | 3.0000%  | 0.0000% | $5000.00           | $2942.31           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $590.81            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2051-08-01      | 3.0000%  | 0.0000% | $4000.00           | $2068.63           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2051-10-01      | 3.0000%  | 0.0000% | $1001.00           | $527.33            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2051-10-01      | 3.0000%  | 0.0000% | $5000.00           | $2339.37           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2051-11-01      | 2.5000%  | 0.0000% | $5000.00           | $3132.64           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2051-11-01      | 3.0000%  | 0.0000% | $5000.00           | $3014.47           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-06-01      | 3.5000%  | 0.0000% | $5000.00           | $3047.33           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $962.52            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-06-01      | 5.0000%  | 0.0000% | $1001.00           | $844.09            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $638.40            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-06-01      | 5.0000%  | 0.0000% | $5000.00           | $3322.37           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-06-01      | 5.0000%  | 0.0000% | $1434715.00        | $810326.86         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 5.0000%  | 0.0000% | $453607.00         | $209539.84         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $746.45            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 5.0000%  | 0.0000% | $2001.00           | $1376.50           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $519.21            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $938.07            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $760.77            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $757.14            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2043-12-01      | 4.5000%  | 0.0000% | $1008.00           | $125.70            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2044-02-01      | 4.5000%  | 0.0000% | $1024.00           | $78.62             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2044-04-01      | 4.0000%  | 0.0000% | $2062.00           | $291.51            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 5.5000%  | 0.0000% | $4000.00           | $3738.97           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-03-01      | 4.5000%  | 0.0000% | $1080928.00        | $401283.65         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-03-01      | 6.5000%  | 0.0000% | $2001.00           | $1452.28           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 6.0000%  | 0.0000% | $4001.00           | $3272.30           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 6.0000%  | 0.0000% | $84440.00          | $49732.59          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $808.10            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1062.43           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.0000%  | 0.0000% | $2001.00           | $1400.00           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 6.5000%  | 0.0000% | $6698.00           | $3971.82           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.0000%  | 0.0000% | $4000.00           | $2876.51           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.5000%  | 0.0000% | $1005322.00        | $580341.99         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 5.0000%  | 0.0000% | $4001.00           | $3762.92           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $602.16            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1909.97           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $926.57            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1142.26           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $757.68            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $815.23            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1571.45           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 6.5000%  | 0.0000% | $4003.00           | $3563.03           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 6.5000%  | 0.0000% | $3001.00           | $3090.64           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 6.5000%  | 0.0000% | $1089154.00        | $628384.44         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-06-01      | 3.5000%  | 0.0000% | $1228944.00        | $539505.75         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-07-01      | 4.0000%  | 0.0000% | $2002.00           | $685.48            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-07-01      | 4.0000%  | 0.0000% | $5000.00           | $1801.93           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-08-01      | 4.0000%  | 0.0000% | $5040.00           | $1305.67           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-09-01      | 4.0000%  | 0.0000% | $1737556.00        | $524587.45         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-10-01      | 4.0000%  | 0.0000% | $1003.00           | $279.47            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-10-01      | 4.0000%  | 0.0000% | $2001.00           | $516.97            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $229.74            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2048-01-01      | 4.5000%  | 0.0000% | $2002.00           | $660.45            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2048-04-01      | 4.0000%  | 0.0000% | $4097.00           | $660.67            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2048-08-01      | 5.0000%  | 0.0000% | $2176726.00        | $600606.90         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2048-09-01      | 5.0000%  | 0.0000% | $2191396.00        | $543118.14         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2048-09-01      | 5.0000%  | 0.0000% | $1268607.00        | $500329.83         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2048-11-01      | 4.5000%  | 0.0000% | $2001.00           | $1080.13           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2048-10-01      | 4.0000%  | 0.0000% | $5040.00           | $1203.89           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2048-10-01      | 5.0000%  | 0.0000% | $2000.00           | $874.14            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2048-11-01      | 5.0000%  | 0.0000% | $2001.00           | $506.32            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2048-11-01      | 4.0000%  | 0.0000% | $5000.00           | $973.04            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-06-01      | 3.5000%  | 0.0000% | $2003.00           | $524.27            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-06-01      | 3.5000%  | 0.0000% | $4998.00           | $1298.48           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-07-01      | 3.5000%  | 0.0000% | $1003.00           | $310.99            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $770.73            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1019807.00        | $436860.54         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $1661.85           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $2690.79           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $726.22            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1974808.00        | $1206271.46        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.5000%  | 0.0000% | $1034676.00        | $505254.37         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $586.58            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-08-01      | 4.0000%  | 0.0000% | $2004.00           | $204.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $782.92            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 4.5000%  | 0.0000% | $2001.00           | $932.64            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-05-01      | 3.5000%  | 0.0000% | $1432720.00        | $564225.69         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $739.26            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1403.50           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-09-01      | 6.5000%  | 0.0000% | $1204141.00        | $622102.72         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-02-01      | 4.0000%  | 0.0000% | $3267510.00        | $515925.60         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $279.93            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $95.89             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-06-01      | 4.5000%  | 0.0000% | $2000.00           | $447.38            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-09-01      | 3.5000%  | 0.0000% | $2001.00           | $644.45            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1318.94           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 6.0000%  | 0.0000% | $145710.00         | $75872.07          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-05-01      | 5.5000%  | 0.0000% | $2001.00           | $1440.57           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $715.90            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $735.35            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3605.61           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1884.86           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1195.68           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 5.5000%  | 0.0000% | $1001.00           | $866.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 5.5000%  | 0.0000% | $4000.00           | $2804.19           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.5000%  | 0.0000% | $4001.00           | $3414.52           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 6.0000%  | 0.0000% | $1215000.00        | $542435.96         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $728.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $744.72            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $570.95            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2648.90           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.0000%  | 0.0000% | $2003.00           | $1421.62           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.5000%  | 0.0000% | $2001.00           | $1040.59           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1262.67           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $659.93            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.5000%  | 0.0000% | $2002.00           | $1317.16           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.5000%  | 0.0000% | $675739.00         | $402644.93         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2036-09-01      | 6.0000%  | 0.0000% | $12980446.00       | $529916.35         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2036-11-01      | 5.5000%  | 0.0000% | $7201.00           | $144.71            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2036-11-01      | 6.0000%  | 0.0000% | $2027.00           | $36.62             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2034-01-01      | 5.5000%  | 0.0000% | $59357.00          | $188.22            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2036-01-01      | 5.5000%  | 0.0000% | $2177.00           | $21.45             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2036-01-01      | 5.5000%  | 0.0000% | $1022.00           | $8.21              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2036-11-01      | 6.5000%  | 0.0000% | $1040.00           | $13.08             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2037-10-01      | 7.0000%  | 0.0000% | $7168.00           | $76.67             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2038-02-01      | 6.0000%  | 0.0000% | $2510.00           | $23.59             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2038-04-01      | 6.0000%  | 0.0000% | $11581.00          | $124.66            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2041-12-01      | 3.5000%  | 0.0000% | $1007.00           | $130.63            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2043-01-01      | 4.0000%  | 0.0000% | $4895645.00        | $526602.32         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2044-02-01      | 4.5000%  | 0.0000% | $7000.00           | $616.71            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2039-08-01      | 4.5000%  | 0.0000% | $7168.00           | $215.86            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2040-01-01      | 5.5000%  | 0.0000% | $6144.00           | $310.20            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2040-10-01      | 4.5000%  | 0.0000% | $24999544.00       | $606947.84         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2041-01-01      | 4.5000%  | 0.0000% | $6144.00           | $222.74            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2041-01-01      | 4.5000%  | 0.0000% | $7168.00           | $762.58            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2048-07-01      | 5.0000%  | 0.0000% | $2223.00           | $161.73            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-04-01      | 5.5000%  | 0.0000% | $1024.00           | $16.58             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2042-02-01      | 4.0000%  | 0.0000% | $3118519.00        | $540003.45         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2042-04-01      | 4.0000%  | 0.0000% | $1005.00           | $127.49            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2047-06-01      | 4.5000%  | 0.0000% | $7000.00           | $1757.22           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2047-06-01      | 4.5000%  | 0.0000% | $7000.00           | $1729.46           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2047-09-01      | 4.5000%  | 0.0000% | $5040.00           | $1432.13           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-01-01      | 4.5000%  | 0.0000% | $1013.00           | $340.81            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 6.5000%  | 0.0000% | $4000.00           | $3707.75           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-11-01      | 3.5000%  | 0.0000% | $2000.00           | $815.83            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-07-01      | 3.5000%  | 0.0000% | $2002.00           | $753.14            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-06-01      | 4.5000%  | 0.0000% | $1616567.00        | $542829.34         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-07-01      | 4.5000%  | 0.0000% | $4096.00           | $630.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $734.86            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 4.5000%  | 0.0000% | $4000.00           | $1206.56           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $480.03            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 4.5000%  | 0.0000% | $4000.00           | $947.34            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $516.34            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-07-01      | 4.5000%  | 0.0000% | $1670696.00        | $540729.72         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-07-01      | 4.5000%  | 0.0000% | $2003.00           | $584.98            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-11-01      | 4.5000%  | 0.0000% | $1075457.00        | $527782.43         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-10-01      | 4.5000%  | 0.0000% | $3072.00           | $535.79            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-10-01      | 4.5000%  | 0.0000% | $4096.00           | $428.64            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-07-01      | 4.5000%  | 0.0000% | $1828577.00        | $587526.67         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-10-01      | 4.5000%  | 0.0000% | $4000.00           | $1196.79           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 4.5000%  | 0.0000% | $2123716.00        | $602575.67         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-11-01      | 4.5000%  | 0.0000% | $6753.00           | $2498.23           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-06-01      | 4.0000%  | 0.0000% | $2001.00           | $706.26            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 4.5000%  | 0.0000% | $4000.00           | $1001.46           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-11-01      | 6.0090%  | 0.0000% | $8954985.00        | $9082771.78        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-05-01      | 4.0000%  | 0.0000% | $4000.00           | $2703.05           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-01-01      | 5.3690%  | 0.0000% | $11438698.00       | $11171727.55       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $137.89            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 5.0000%  | 0.0000% | $1001.00           | $633.62            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $298.33            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-11-01      | 4.0000%  | 0.0000% | $1003.00           | $255.35            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-03-01      | 4.5000%  | 0.0000% | $4000.00           | $1031.95           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $259.16            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-10-01      | 4.5000%  | 0.0000% | $1001.00           | $274.00            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-11-01      | 4.5000%  | 0.0000% | $2001.00           | $482.21            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-11-01      | 4.5000%  | 0.0000% | $4000.00           | $1410.51           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-03-01      | 4.5000%  | 0.0000% | $2213956.00        | $541233.53         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $360.89            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-04-01      | 4.5000%  | 0.0000% | $5161421.00        | $608366.42         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-05-01      | 4.5000%  | 0.0000% | $1905650.00        | $609687.79         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-03-01      | 4.5000%  | 0.0000% | $2731071.00        | $527078.50         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-07-01      | 3.5000%  | 0.0000% | $2001.00           | $850.61            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-06-01      | 3.5000%  | 0.0000% | $1424184.00        | $568981.24         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-06-01      | 3.5000%  | 0.0000% | $4000.00           | $908.90            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-05-01      | 3.5000%  | 0.0000% | $1001.00           | $216.13            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-05-01      | 4.5000%  | 0.0000% | $4000.00           | $1282.60           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $232.88            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-07-01      | 3.5000%  | 0.0000% | $4000.00           | $1289.72           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-07-01      | 3.5000%  | 0.0000% | $4000.00           | $1152.76           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $355.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-08-01      | 3.5000%  | 0.0000% | $4000.00           | $1813.85           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-02-01      | 4.5000%  | 0.0000% | $4096.00           | $748.05            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-02-01      | 4.0000%  | 0.0000% | $4096.00           | $676.19            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-10-01      | 4.5000%  | 0.0000% | $4000.00           | $2735.89           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $753.18            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $911.20            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1212.72           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 6.0000%  | 0.0000% | $1455220.00        | $858025.38         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $722.32            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $967.71            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $283.74            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $312.46            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-06-01      | 4.0000%  | 0.0000% | $2000.00           | $705.91            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $275.78            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $301.02            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $284.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $632.98            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $298.33            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $254.58            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $431.89            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $259.16            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-10-01      | 4.5000%  | 0.0000% | $2000.00           | $547.46            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $240.99            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-03-01      | 4.0000%  | 0.0000% | $5936318.00        | $1293273.16        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $244.46            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $360.89            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $117.87            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-06-01      | 3.5000%  | 0.0000% | $396000.00         | $45679.74          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $269.01            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $192.99            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $850.18            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $399.51            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $215.92            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $316.40            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $300.87            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-04-01      | 4.5000%  | 0.0000% | $1001.00           | $424.99            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $232.88            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $355.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-08-01      | 3.0000%  | 0.0000% | $1185650.00        | $383118.57         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $552.59            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $428.22            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $170.43            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1540832.00        | $1335372.01        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 5.0000%  | 0.0000% | $1476900.00        | $1222522.03        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $706.01            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $753.73            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $600.00            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $595.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $917.71            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-07-01      | 6.0000%  | 0.0000% | $47062.00          | $25708.11          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-02-01      | 3.0000%  | 0.0000% | $1171000.00        | $908483.00         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-05-01      | 3.5000%  | 0.0000% | $94000.00          | $63182.35          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1543150.00        | $1430354.49        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-01-01      | 4.0000%  | 0.0000% | $282432.00         | $182093.70         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $663.29            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $728.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2037-05-01      | 2.5000%  | 0.0000% | $576880.00         | $335220.39         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-04-01      | 3.0000%  | 0.0000% | $58884.00          | $47167.88          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-04-01      | 2.5000%  | 0.0000% | $125000.00         | $83105.36          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 4.0000%  | 0.0000% | $257000.00         | $181428.38         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $796.03            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-05-01      | 3.0000%  | 0.0000% | $15000.00          | $10176.52          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-05-01      | 3.5000%  | 0.0000% | $131000.00         | $73600.17          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $650.11            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-05-01      | 4.0000%  | 0.0000% | $2581933.00        | $1377981.49        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $673.18            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 4.0000%  | 0.0000% | $216538.00         | $143929.50         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $578.28            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $6744514.00        | $4828178.28        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $638.97            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 4.5000%  | 0.0000% | $832791.00         | $751653.32         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2037-07-01      | 2.5000%  | 0.0000% | $505304.00         | $283705.10         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $708.32            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 5.0000%  | 0.0000% | $1795533.00        | $1276055.70        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $892.50            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-10-01      | 5.5000%  | 0.0000% | $22102439.00       | $21064850.89       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-10-01      | 5.5000%  | 0.0000% | $5232016.00        | $5264871.31        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-01-01      | 3.5000%  | 0.0000% | $13215787.00       | $1944992.82        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $327.05            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-04-01      | 4.0000%  | 0.0000% | $2000.00           | $360.26            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $482.16            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-03-01      | 4.0000%  | 0.0000% | $4151006.00        | $1267647.10        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-05-01      | 4.5000%  | 0.0000% | $1001.00           | $263.25            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2062-10-01      | 2.5000%  | 0.0000% | $4391200.00        | $3348124.47        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2064-06-01      | 2.5000%  | 0.0000% | $8072.00           | $6172.17           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2059-01-01      | 3.0000%  | 0.0000% | $351000.00         | $117553.38         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2059-01-01      | 5.5000%  | 0.0000% | $130346.00         | $59930.15          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2060-09-01      | 2.5000%  | 0.0000% | $30203784.00       | $10866821.66       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2062-03-01      | 2.5000%  | 0.0000% | $74756205.00       | $47806990.15       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-04-01      | 4.0000%  | 0.0000% | $1032.00           | $152.01            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-09-01      | 4.5000%  | 0.0000% | $21253098.00       | $5782148.16        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $333.44            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $336.44            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $407.91            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $461.01            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $468.17            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $376.19            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $367.43            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $416.25            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $480.03            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $516.34            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $323.66            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $292.05            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $466.09            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $384.41            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-10-01      | 4.5000%  | 0.0000% | $1024.00           | $107.16            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-12-01      | 4.0000%  | 0.0000% | $2000.00           | $456.54            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-07-01      | 4.0000%  | 0.0000% | $1008.00           | $132.92            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $674.00            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-09-01      | 4.0000%  | 0.0000% | $1008.00           | $96.57             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-08-01      | 3.5000%  | 0.0000% | $4289271.00        | $629108.87         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-01-01      | 4.0000%  | 0.0000% | $4000.00           | $1271.34           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-05-01      | 6.0000%  | 0.0000% | $1105.00           | $9.29              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-04-01      | 6.0000%  | 0.0000% | $70028301.00       | $551544.53         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-02-01      | 6.0000%  | 0.0000% | $60321216.00       | $567043.10         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-09-01      | 6.5000%  | 0.0000% | $4000.00           | $2438.57           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-12-01      | 7.0000%  | 0.0000% | $4000.00           | $4220.07           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-11-01      | 6.5000%  | 0.0000% | $4000.00           | $2806.91           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-11-01      | 6.5000%  | 0.0000% | $4000.00           | $3581.21           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-12-01      | 7.0000%  | 0.0000% | $4000.00           | $1689.12           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $643.40            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-12-01      | 6.5000%  | 0.0000% | $4000.00           | $2527.74           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-05-01      | 6.5000%  | 0.0000% | $4000.00           | $3859.23           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-10-01      | 5.5000%  | 0.0000% | $4000.00           | $3961.48           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-07-01      | 6.5000%  | 0.0000% | $4000.00           | $4164.94           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-07-01      | 6.5000%  | 0.0000% | $4000.00           | $3979.16           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-07-01      | 6.5000%  | 0.0000% | $1089734.00        | $602075.33         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-07-01      | 6.5000%  | 0.0000% | $4000.00           | $3080.87           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-07-01      | 6.0000%  | 0.0000% | $4000.00           | $3014.44           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-07-01      | 6.0000%  | 0.0000% | $4000.00           | $4062.36           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $799.61            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-07-01      | 5.5000%  | 0.0000% | $4000.00           | $3570.01           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3937.18           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-04-01      | 3.5000%  | 0.0000% | $4032.00           | $608.30            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-08-01      | 4.0000%  | 0.0000% | $3072.00           | $431.12            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-09-01      | 3.5000%  | 0.0000% | $1048.00           | $239.38            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-04-01      | 4.0000%  | 0.0000% | $2005.00           | $361.16            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-06-01      | 4.5000%  | 0.0000% | $1398234.00        | $522644.14         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-05-01      | 4.5000%  | 0.0000% | $4096.00           | $890.45            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-11-01      | 3.5000%  | 0.0000% | $4000.00           | $856.21            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-07-01      | 4.0000%  | 0.0000% | $4097.00           | $413.23            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-06-01      | 3.5000%  | 0.0000% | $4032.00           | $464.09            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $97.92             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-10-01      | 4.0000%  | 0.0000% | $2403372.00        | $215451.49         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-11-01      | 3.5000%  | 0.0000% | $2000.00           | $364.40            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-06-01      | 4.0000%  | 0.0000% | $4096.00           | $893.39            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-04-01      | 4.5000%  | 0.0000% | $4032.00           | $488.35            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2057-02-01      | 4.5000%  | 0.0000% | $2003.00           | $528.10            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-02-01      | 4.0000%  | 0.0000% | $4032.00           | $2150.73           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-04-01      | 4.0000%  | 0.0000% | $4000.00           | $589.20            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-07-01      | 4.0000%  | 0.0000% | $4000.00           | $806.63            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-06-01      | 4.5000%  | 0.0000% | $2012.00           | $670.88            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-07-01      | 4.0000%  | 0.0000% | $2073.00           | $64.09             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1667.32           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-07-01      | 3.5000%  | 0.0000% | $2002.00           | $360.83            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-08-01      | 4.5000%  | 0.0000% | $5000.00           | $1753.07           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2045-04-01      | 4.0000%  | 0.0000% | $5120.00           | $673.82            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2048-03-01      | 4.0000%  | 0.0000% | $5121.00           | $698.00            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-11-01      | 3.5000%  | 0.0000% | $5040.00           | $1832.46           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-11-01      | 3.5000%  | 0.0000% | $5000.00           | $2166.97           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-11-01      | 3.5000%  | 0.0000% | $5000.00           | $1943.19           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2041-08-01      | 4.0000%  | 0.0000% | $2003.00           | $190.87            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2041-09-01      | 4.0000%  | 0.0000% | $2000.00           | $158.03            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2042-10-01      | 4.0000%  | 0.0000% | $4695847.00        | $537369.64         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2042-11-01      | 3.5000%  | 0.0000% | $2024.00           | $334.74            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2045-04-01      | 4.0000%  | 0.0000% | $1000.00           | $267.21            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2044-02-01      | 4.0000%  | 0.0000% | $2053.00           | $285.38            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2048-06-01      | 4.5000%  | 0.0000% | $149098752.00      | $17814487.22       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $706.47            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.05           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $736.74            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1040.11           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.04           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $844.31            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $932.76            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-05-01      | 6.0000%  | 0.0000% | $1280.00           | $994.88            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $875.38            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-01-01      | 2.5000%  | 0.0000% | $1000.00           | $809.54            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-08-01      | 5.5000%  | 0.0000% | $12254200.00       | $11759684.68       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-03-01      | 5.5000%  | 0.0000% | $7374112.00        | $7433471.69        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-01-01      | 2.5000%  | 0.0000% | $1000.00           | $834.91            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 3.0000%  | 0.0000% | $1024.00           | $900.15            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.82           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-05-01      | 5.5000%  | 0.0000% | $12967223.00       | $13249309.09       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-04-01      | 6.0000%  | 0.0000% | $13738432.00       | $10743134.99       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-04-01      | 6.0000%  | 0.0000% | $5781920.00        | $5087312.96        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $960.28            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-05-01      | 6.5000%  | 0.0000% | $1024.00           | $1057.21           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.63           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.26           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-03-01      | 5.5000%  | 0.0000% | $1856330.00        | $1882055.68        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.55           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-04-01      | 5.5000%  | 0.0000% | $1068950.00        | $1088084.11        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-05-01      | 5.5000%  | 0.0000% | $1503776.00        | $1524857.42        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.76           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.60           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.45           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2047-09-01      | 4.5000%  | 0.0000% | $2003.00           | $311.52            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2047-12-01      | 4.5000%  | 0.0000% | $2736481.00        | $537477.89         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2047-11-01      | 4.5000%  | 0.0000% | $1931892.00        | $495571.83         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2048-02-01      | 4.5000%  | 0.0000% | $1003.00           | $224.03            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2048-07-01      | 4.5000%  | 0.0000% | $7000.00           | $1621.14           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2048-07-01      | 4.5000%  | 0.0000% | $7000.00           | $2304.97           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1750.22           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 6.0000%  | 0.0000% | $1441175.00        | $579159.06         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $519.21            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.0000%  | 0.0000% | $1001.00           | $939.01            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.0000%  | 0.0000% | $2001.00           | $1522.30           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $753.18            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 4.5000%  | 0.0000% | $1001.00           | $912.11            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.5000%  | 0.0000% | $1001.00           | $606.97            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 6.0000%  | 0.0000% | $1153368.00        | $616628.69         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 6.0000%  | 0.0000% | $2010.00           | $1451.87           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1935.43           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1485.88           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1959.47           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 4.5000%  | 0.0000% | $4000.00           | $2631.98           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-05-01      | 2.0000%  | 0.0000% | $4096.00           | $1705.46           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2140.49           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3374.06           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3108.68           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 4.5000%  | 0.0000% | $4000.00           | $2653.17           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-02-01      | 3.0000%  | 0.0000% | $4032.00           | $2631.68           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-05-01      | 3.0000%  | 0.0000% | $3000.00           | $1905.41           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $728.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2837.84           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 4.5000%  | 0.0000% | $4000.00           | $3184.13           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $650.11            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-05-01      | 3.5000%  | 0.0000% | $4000.00           | $2389.73           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $673.18            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-05-01      | 4.0000%  | 0.0000% | $4000.00           | $2184.45           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-05-01      | 4.0000%  | 0.0000% | $4032.00           | $2287.92           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3763.55           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3773.64           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $3162.43           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1277.94           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 5.0000%  | 0.0000% | $4000.00           | $2880.30           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 4.5000%  | 0.0000% | $4000.00           | $2455.56           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $708.32            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 4.5000%  | 0.0000% | $4000.00           | $3663.04           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 5.0000%  | 0.0000% | $2001.00           | $1200.78           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $2001.00           | $1412.74           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $753.73            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $2399.56           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 5.0000%  | 0.0000% | $1071895.00        | $643140.77         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $3507.29           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-01-01      | 6.5000%  | 0.0000% | $4000.00           | $2113.93           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1835.41           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $872.47            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1017.00           | $460.99            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $487.16            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $2005.00           | $1232.71           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $563.17            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $2287928.00        | $607186.52         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 4.5000%  | 0.0000% | $2001.00           | $1008.72           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $2001.00           | $1878.64           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $635.91            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $516.68            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1503.53           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $1363.22           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1418.09           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $2003.00           | $1538.91           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-05-01      | 4.5000%  | 0.0000% | $4000.00           | $1080.31           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-05-01      | 4.5000%  | 0.0000% | $4000.00           | $729.71            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $468.17            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-11-01      | 3.5000%  | 0.0000% | $4000.00           | $2210.38           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-11-01      | 3.5000%  | 0.0000% | $3000.00           | $1284.66           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-11-01      | 3.5000%  | 0.0000% | $1004.00           | $171.11            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1603.29           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-02-01      | 3.5000%  | 0.0000% | $3024.00           | $500.71            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1248.54           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-01-01      | 4.0000%  | 0.0000% | $1001.00           | $411.13            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-01-01      | 3.5000%  | 0.0000% | $3007.00           | $1273.56           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-02-01      | 3.5000%  | 0.0000% | $2006.00           | $282.08            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-02-01      | 4.5000%  | 0.0000% | $4104.00           | $391.87            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-10-01      | 4.5000%  | 0.0000% | $4096.00           | $469.71            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-12-01      | 3.5000%  | 0.0000% | $2552424.00        | $581337.85         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-02-01      | 3.5000%  | 0.0000% | $4000.00           | $933.50            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-02-01      | 3.5000%  | 0.0000% | $3024.00           | $277.15            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-03-01      | 3.5000%  | 0.0000% | $4000.00           | $601.85            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-03-01      | 4.0000%  | 0.0000% | $2001.00           | $416.84            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-03-01      | 3.5000%  | 0.0000% | $4032.00           | $465.01            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-12-01      | 4.5000%  | 0.0000% | $4096.00           | $184.11            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-04-01      | 4.0000%  | 0.0000% | $4096.00           | $533.10            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-06-01      | 3.5000%  | 0.0000% | $4000.00           | $1141.55           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-06-01      | 3.5000%  | 0.0000% | $4096.00           | $1053.86           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-11-01      | 4.5000%  | 0.0000% | $4000.00           | $970.00            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $228.27            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-05-01      | 4.5000%  | 0.0000% | $6153.00           | $193.41            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-07-01      | 4.0000%  | 0.0000% | $4032.00           | $531.67            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-10-01      | 4.0000%  | 0.0000% | $1001.00           | $337.34            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-09-01      | 4.0000%  | 0.0000% | $2016.00           | $193.15            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-11-01      | 4.0000%  | 0.0000% | $4032.00           | $403.56            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-11-01      | 4.0000%  | 0.0000% | $4032.00           | $538.16            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $862.01            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 4.0000%  | 0.0000% | $5238336.00        | $3460943.03        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $1034.00           | $803.03            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 4.5000%  | 0.0000% | $1008.00           | $725.13            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-11-01      | 5.5000%  | 0.0000% | $2801068.00        | $2620969.60        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-01-01      | 5.5000%  | 0.0000% | $1983807.00        | $1915828.38        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-03-01      | 4.0000%  | 0.0000% | $406673.00         | $212219.79         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-04-01      | 2.5000%  | 0.0000% | $15186523.00       | $9956924.40        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-04-01      | 3.5000%  | 0.0000% | $704500.00         | $461789.41         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-05-01      | 4.0000%  | 0.0000% | $21265171.00       | $14260156.77       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-05-01      | 3.5000%  | 0.0000% | $424200.00         | $277566.65         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 5.0000%  | 0.0000% | $12861213.00       | $8330760.37        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 4.0000%  | 0.0000% | $10822749.00       | $7934166.39        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2037-07-01      | 3.5000%  | 0.0000% | $118000.00         | $67575.05          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 4.5000%  | 0.0000% | $75000.00          | $55824.04          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 4.0000%  | 0.0000% | $16757863.00       | $11623027.25       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $8262096.00        | $5363625.06        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 4.0000%  | 0.0000% | $12081000.00       | $8566945.09        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 5.0000%  | 0.0000% | $120762880.00      | $89399533.01       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 6.0000%  | 0.0000% | $1000000.00        | $884583.40         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 4.5000%  | 0.0000% | $998000.00         | $744556.23         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 5.5000%  | 0.0000% | $1323024.00        | $1036194.08        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-01-01      | 6.5000%  | 0.0000% | $91000.00          | $48476.28          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 6.5000%  | 0.0000% | $2678000.00        | $1586108.86        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 6.5000%  | 0.0000% | $4060150.00        | $2807547.51        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 4.5000%  | 0.0000% | $7637787.00        | $5775009.19        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-03-01      | 6.0000%  | 0.0000% | $297689.00         | $193241.52         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.5000%  | 0.0000% | $13827704.00       | $10213591.93       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-09-01      | 5.5000%  | 0.0000% | $28420128.00       | $21526136.62       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-09-01      | 6.0000%  | 0.0000% | $12000.00          | $9411.27           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-09-01      | 6.0000%  | 0.0000% | $9098200.00        | $6893415.50        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.0000%  | 0.0000% | $17410200.00       | $13192479.24       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 5.5000%  | 0.0000% | $238472.00         | $180421.04         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.5000%  | 0.0000% | $31452577.00       | $25756053.27       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 5.0000%  | 0.0000% | $26597416.00       | $19042839.30       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $771.92            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-07-01      | 2.5000%  | 0.0000% | $227078.00         | $104935.05         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-07-01      | 2.5000%  | 0.0000% | $13209800.00       | $7517273.81        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-08-01      | 3.0000%  | 0.0000% | $109654.00         | $47603.16          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-09-01      | 2.0000%  | 0.0000% | $12617136.00       | $6286348.89        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-11-01      | 2.0000%  | 0.0000% | $277472451.00      | $138904886.95      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $299.37            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $277.02            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $234.02            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $412.73            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $342.76            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $307.21            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $353.65            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $129.96            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-02-01      | 4.0000%  | 0.0000% | $1008.00           | $252.36            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $240.83            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $301.41            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $252.53            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $223.69            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $342.40            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $278.64            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $258.36            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $229.74            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $329.89            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2048-09-01      | 5.0000%  | 0.0000% | $2607777.00        | $752731.21         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $539.79            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $277.86            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2048-10-01      | 5.0000%  | 0.0000% | $1000.00           | $437.07            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $253.03            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $228.76            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $261.74            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $310.06            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $180.23            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $322.06            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $554.48            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $412.96            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $253.78            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $285.21            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $237.98            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $433.85            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $71.50             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $743.73            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $729.82            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $740.04            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-11-01      | 4.0000%  | 0.0000% | $1008.00           | $100.89            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-05-01      | 6.0000%  | 0.0000% | $1023.00           | $8.61              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-04-01      | 6.0000%  | 0.0000% | $1023.00           | $8.06              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-02-01      | 6.0000%  | 0.0000% | $1031.00           | $9.69              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-11-01      | 6.5000%  | 0.0000% | $7501780.00        | $5966784.23        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $701.73            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $643.40            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $631.93            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 5.5000%  | 0.0000% | $3335990.00        | $3386460.32        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.23           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-06-01      | 6.5000%  | 0.0000% | $2530492.00        | $2017620.60        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $799.61            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-11-01      | 5.5000%  | 0.0000% | $6853300.00        | $6305559.05        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-01-01      | 5.5000%  | 0.0000% | $7083279.00        | $5399399.42        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-03-01      | 6.5000%  | 0.0000% | $30284927.00       | $16917910.39       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-04-01      | 6.5000%  | 0.0000% | $39721625.00       | $23604534.71       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-07-01      | 6.0000%  | 0.0000% | $9788450.00        | $9207544.58        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-07-01      | 5.5000%  | 0.0000% | $8869876.00        | $8764823.12        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-12-01      | 3.5000%  | 0.0000% | $1001.00           | $373.13            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $346.79            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $821.44            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $442.04            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-01-01      | 3.5000%  | 0.0000% | $1527106.00        | $646777.53         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-06-01      | 3.0000%  | 0.0000% | $301000.00         | $71364.99          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-06-01      | 2.5000%  | 0.0000% | $97000.00          | $38713.88          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-05-01      | 4.0000%  | 0.0000% | $623741.00         | $131773.32         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-08-01      | 2.5000%  | 0.0000% | $295000.00         | $174344.34         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $717.27            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-04-01      | 4.5000%  | 0.0000% | $1024.00           | $256.25            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-04-01      | 4.5000%  | 0.0000% | $1024.00           | $272.36            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-06-01      | 4.5000%  | 0.0000% | $176000.00         | $39986.07          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-07-01      | 4.0000%  | 0.0000% | $830000.00         | $89665.36          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-07-01      | 3.5000%  | 0.0000% | $182677.00         | $16899.65          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2034-10-01      | 3.0000%  | 0.0000% | $2950000.00        | $691985.92         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2034-09-01      | 3.0000%  | 0.0000% | $97868.00          | $9588.40           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-01-01      | 3.0000%  | 0.0000% | $2245000.00        | $667162.44         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-05-01      | 2.5000%  | 0.0000% | $34248704.00       | $14576812.86       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-05-01      | 3.5000%  | 0.0000% | $18135565.00       | $5046587.84        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-05-01      | 3.5000%  | 0.0000% | $1000.00           | $391.81            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-11-01      | 2.5000%  | 0.0000% | $284000.00         | $127900.26         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2035-12-01      | 1.5000%  | 0.0000% | $431170.00         | $197614.37         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-02-01      | 2.5000%  | 0.0000% | $674444.00         | $376734.25         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-02-01      | 2.0000%  | 0.0000% | $398030.00         | $217998.48         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-05-01      | 2.0000%  | 0.0000% | $245000.00         | $138363.89         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-05-01      | 2.0000%  | 0.0000% | $2303000.00        | $1303311.83        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-09-01      | 2.5000%  | 0.0000% | $11502513.00       | $6667670.19        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-07-01      | 2.5000%  | 0.0000% | $41893952.00       | $24429106.57       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-06-01      | 3.0000%  | 0.0000% | $140944.00         | $44076.87          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-08-01      | 3.0000%  | 0.0000% | $1155075.00        | $613797.54         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-12-01      | 2.5000%  | 0.0000% | $2490649.00        | $1502992.46        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-02-01      | 3.0000%  | 0.0000% | $242000.00         | $151378.38         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-02-01      | 3.0000%  | 0.0000% | $200000.00         | $130757.46         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-01-01      | 2.5000%  | 0.0000% | $9053454.00        | $6066166.97        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-02-01      | 4.0000%  | 0.0000% | $3824318.00        | $2060873.59        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $716.28            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-10-01      | 5.5000%  | 0.0000% | $21207706.00       | $15252589.18       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $701.44            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-02-01      | 6.5000%  | 0.0000% | $352472576.00      | $198431021.39      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-03-01      | 7.0000%  | 0.0000% | $10892672.00       | $8516567.64        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 4.5000%  | 0.0000% | $1002.00           | $776.90            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-08-01      | 6.5000%  | 0.0000% | $41507059.00       | $28938571.16       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2041-08-01      | 4.0000%  | 0.0000% | $1008.00           | $93.18             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2041-08-01      | 4.0000%  | 0.0000% | $1000.00           | $95.29             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $79.01             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2042-02-01      | 3.5000%  | 0.0000% | $1008.00           | $100.00            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2043-12-01      | 4.5000%  | 0.0000% | $1008.00           | $125.70            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2044-02-01      | 4.5000%  | 0.0000% | $1023.00           | $78.55             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2044-04-01      | 4.0000%  | 0.0000% | $1024.00           | $144.77            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2044-08-01      | 4.0000%  | 0.0000% | $1024.00           | $139.89            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $332.20            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $153.44            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $143.75            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $132.26            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2045-11-01      | 4.0000%  | 0.0000% | $1008.00           | $158.66            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2046-02-01      | 4.0000%  | 0.0000% | $1008.00           | $167.79            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2046-01-01      | 4.0000%  | 0.0000% | $1000.00           | $118.94            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $341.41            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $326.87            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $155.26            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $233.30            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $685.71            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $932.52            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $708.63            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $544.35            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $554.42            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-12-01      | 2.0000%  | 0.0000% | $15690248.00       | $12258847.24       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2037-03-01      | 2.0000%  | 0.0000% | $9306370.00        | $8451919.15        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-08-01      | 6.5000%  | 0.0000% | $1557142.00        | $1667625.02        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $945.91            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-05-01      | 4.5000%  | 0.0000% | $1008.00           | $985.16            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-05-01      | 3.5000%  | 0.0000% | $4530888.00        | $3321580.34        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $727.93            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $929.23            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-06-01      | 7.0000%  | 0.0000% | $11855676.00       | $9128554.89        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2040-09-01      | 2.0000%  | 0.0000% | $887040.00         | $369862.38         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-11-01      | 5.5000%  | 0.0000% | $2069520.00        | $1891266.69        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-12-01      | 6.5000%  | 0.0000% | $1008.00           | $878.95            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1026.86           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-03-01      | 6.5000%  | 0.0000% | $15003560.00       | $6964657.64        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-02-01      | 6.5000%  | 0.0000% | $1107659.00        | $568500.34         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-02-01      | 5.5000%  | 0.0000% | $4000.00           | $3865.10           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-02-01      | 6.0000%  | 0.0000% | $2001.00           | $1001.68           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-03-01      | 5.5000%  | 0.0000% | $4000.00           | $2291.51           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-02-01      | 4.5000%  | 0.0000% | $4000.00           | $3431.25           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1172.34           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $985.05            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-07-01      | 5.5000%  | 0.0000% | $21582272.00       | $13678221.48       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $864.26            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $714.35            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $702.35            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-05-01      | 5.0000%  | 0.0000% | $6165496.00        | $5459729.14        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.79           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $640.72            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-07-01      | 7.0000%  | 0.0000% | $1058.00           | $1119.87           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-11-01      | 6.5000%  | 0.0000% | $24534072.00       | $19141327.07       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-05-01      | 2.5000%  | 0.0000% | $113000.00         | $62602.69          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 4.0000%  | 0.0000% | $509000.00         | $320933.62         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.0000%  | 0.0000% | $103819.00         | $67639.86          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 5.0000%  | 0.0000% | $127000.00         | $114683.95         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-10-01      | 4.0000%  | 0.0000% | $77310000.00       | $12844909.66       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.0000%  | 0.0000% | $523754.00         | $404995.46         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 5.5000%  | 0.0000% | $5492912.00        | $3190448.32        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $782.92            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2062-03-01      | 4.0000%  | 0.0000% | $33932018.00       | $23722341.97       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $359.78            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-07-01      | 5.5000%  | 0.0000% | $183786.00         | $167175.02         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-08-01      | 5.5000%  | 0.0000% | $14762704.00       | $13882874.57       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-07-01      | 6.0000%  | 0.0000% | $28297080.00       | $25163602.52       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2038-03-01      | 2.0000%  | 0.0000% | $135202.00         | $114877.86         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 2.5000%  | 0.0000% | $344000.00         | $280329.79         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-09-01      | 6.0000%  | 0.0000% | $3634176.00        | $3533807.04        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $438.12            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $608.23            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $586.58            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-04-01      | 3.5000%  | 0.0000% | $6924000.00        | $4682713.25        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-12-01      | 5.5000%  | 0.0000% | $28260200.00       | $20131883.77       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-05-01      | 5.5000%  | 0.0000% | $5642104.00        | $4271787.47        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2041-10-01      | 2.5000%  | 0.0000% | $7531264.00        | $4237055.35        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-02-25      | 6.5000%  | 0.0000% | $48987328.00       | $32608122.85       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.62           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $831.55            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $693.66            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-05-01      | 6.0000%  | 0.0000% | $18573600.00       | $12250613.67       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-07-01      | 5.5000%  | 0.0000% | $5992348.00        | $4826933.42        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2041-05-01      | 5.0000%  | 0.0000% | $4536347.00        | $4558989.42        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-11-01      | 3.5000%  | 0.0000% | $4602534.00        | $1950293.69        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $473.15            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-02-01      | 3.5000%  | 0.0000% | $1000.00           | $140.62            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-02-01      | 4.5000%  | 0.0000% | $1019.00           | $97.30             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-05-01      | 4.0000%  | 0.0000% | $1008.00           | $68.90             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-06-01      | 3.5000%  | 0.0000% | $1008.00           | $116.02            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-08-01      | 4.0000%  | 0.0000% | $9049978.00        | $1311404.77        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $97.92             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $182.20            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-12-01      | 3.5000%  | 0.0000% | $2001.00           | $455.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-03-01      | 4.0000%  | 0.0000% | $1000.00           | $208.31            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-03-01      | 3.5000%  | 0.0000% | $1536.00           | $177.15            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-01-01      | 3.5000%  | 0.0000% | $59210899.00       | $8834548.50        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-09-01      | 3.5000%  | 0.0000% | $27532560.00       | $4406979.68        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-11-01      | 3.0000%  | 0.0000% | $73995926.00       | $19996133.55       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $700.21            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $698.45            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-03-01      | 6.0000%  | 0.0000% | $1225550.00        | $1215071.37        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-05-01      | 6.0000%  | 0.0000% | $3459716.00        | $3579055.41        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.13           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-01-01      | 5.5000%  | 0.0000% | $45592384.00       | $39748504.62       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-02-01      | 5.5000%  | 0.0000% | $8939023.00        | $8410146.69        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-01-01      | 5.5000%  | 0.0000% | $2986010.00        | $2821983.02        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-01-01      | 5.5000%  | 0.0000% | $6913880.00        | $5968427.91        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-11-01      | 3.0000%  | 0.0000% | $11631425.00       | $9316361.39        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-09-01      | 6.5000%  | 0.0000% | $7797576.00        | $6419428.47        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-05-01      | 5.5000%  | 0.0000% | $20788672.00       | $19321008.54       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-04-01      | 5.5000%  | 0.0000% | $6951180.00        | $5518611.50        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-03-01      | 5.5000%  | 0.0000% | $25313174.00       | $24218275.43       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $554.30            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $744.56            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $684.37            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $752.39            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-12-01      | 3.5000%  | 0.0000% | $500001.00         | $100256.37         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-01-01      | 4.0000%  | 0.0000% | $382497476.00      | $50948848.77       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-03-01      | 4.0000%  | 0.0000% | $233978978.00      | $31661853.77       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2033-03-01      | 2.5000%  | 0.0000% | $236178.00         | $43466.00          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-07-01      | 4.5000%  | 0.0000% | $141598.00         | $28842.99          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $571.13            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2036-11-01      | 6.0000%  | 0.0000% | $1024.00           | $18.50             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2036-01-01      | 5.5000%  | 0.0000% | $1024.00           | $10.09             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2036-01-01      | 5.5000%  | 0.0000% | $1025.00           | $8.23              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2036-11-01      | 6.5000%  | 0.0000% | $1040.00           | $13.08             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2038-02-01      | 6.0000%  | 0.0000% | $1060.00           | $9.96              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2040-10-01      | 4.5000%  | 0.0000% | $1024.00           | $24.86             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2048-07-01      | 5.0000%  | 0.0000% | $1008.00           | $73.34             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-04-01      | 5.5000%  | 0.0000% | $1024.00           | $16.58             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $162.76            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $545.46            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $155.53            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $314.42            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $223.36            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $279.93            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $304.54            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $742.94            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $979.74            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 3.0000%  | 0.0000% | $1008.00           | $739.88            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $473.85            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $907.63            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $658.02            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1168.36           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $476.48            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $800.15            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $526.53            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $528.64            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $807.93            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 6.0000%  | 0.0000% | $1008.00           | $652.38            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $754.86            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1381.46           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $810.31            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $855.66            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-09-01      | 6.5000%  | 0.0000% | $1177467.00        | $477983.27         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-09-01      | 6.5000%  | 0.0000% | $1001.00           | $636.56            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-09-01      | 6.5000%  | 0.0000% | $1098520.00        | $417780.44         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-03-01      | 5.0000%  | 0.0000% | $930055.00         | $698415.22         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-03-01      | 5.5000%  | 0.0000% | $1297656.00        | $813800.55         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 5.5000%  | 0.0000% | $1427416.00        | $714068.03         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $638.46            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $793.92            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1843.87           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 4.5000%  | 0.0000% | $17500000.00       | $14093987.23       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1639650.00        | $1263725.02        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 4.0000%  | 0.0000% | $803240.00         | $704537.54         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $830.51            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $726.22            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $429.37            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1195.68           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.5000%  | 0.0000% | $1387766.00        | $1339652.35        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2038-03-01      | 4.5000%  | 0.0000% | $263306.00         | $99060.68          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-03-01      | 5.5000%  | 0.0000% | $1029467.00        | $974612.50         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $725.78            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $669.26            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1177.94           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $808.10            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $531.22            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $699.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.0000%  | 0.0000% | $2719881.00        | $1531510.94        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $815.23            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $785.73            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $576.95            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $859.03            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $772.99            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $964.50            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $729.63            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $862.84            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-02-01      | 3.5000%  | 0.0000% | $38793.00          | $28652.34          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-02-01      | 3.0000%  | 0.0000% | $140942.00         | $83623.34          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 5.5000%  | 0.0000% | $1001.00           | $595.32            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 5.5000%  | 0.0000% | $2902.00           | $1513.10           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $701.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $721.74            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 6.0000%  | 0.0000% | $1917733.00        | $1549297.32        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $821.39            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $649.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $706.50            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $978.35            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $674.22            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 6.0000%  | 0.0000% | $1013000.00        | $726160.55         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $908.52            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $664.13            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $812.16            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 6.5000%  | 0.0000% | $98000.00          | $63069.71          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 5.0000%  | 0.0000% | $324957.00         | $297845.73         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 6.5000%  | 0.0000% | $98000.00          | $51253.82          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $676.15            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-05-01      | 4.5000%  | 0.0000% | $9600.00           | $3453.89           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-05-01      | 4.5000%  | 0.0000% | $1001.00           | $238.22            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $867.70            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2042-06-01      | 4.0000%  | 0.0000% | $7168.00           | $494.37            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2042-06-01      | 4.0000%  | 0.0000% | $7168.00           | $656.19            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2043-04-01      | 3.5000%  | 0.0000% | $7000.00           | $1673.15           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2047-02-01      | 3.5000%  | 0.0000% | $6048.00           | $1883.76           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2040-09-01      | 6.0000%  | 0.0000% | $7000.00           | $5708.38           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 4.5000%  | 0.0000% | $6000.00           | $4372.34           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-04-01      | 3.0000%  | 0.0000% | $7168.00           | $4142.19           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-05-01      | 3.0000%  | 0.0000% | $7056.00           | $4648.79           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-03-01      | 7.0000%  | 0.0000% | $2016.00           | $1576.23           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2041-08-01      | 4.0000%  | 0.0000% | $2008.00           | $185.63            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $859.03            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1545.99           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1929.00           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 6.0000%  | 0.0000% | $1001.00           | $730.36            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $431.42            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 5.5000%  | 0.0000% | $4003.00           | $2055.70           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.43           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $602.97            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-07-01      | 5.0000%  | 0.0000% | $628386.00         | $531338.00         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 5.5000%  | 0.0000% | $1207294.00        | $629483.94         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-05-01      | 3.5000%  | 0.0000% | $6000.00           | $2000.03           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2049-05-01      | 4.5000%  | 0.0000% | $6000.00           | $3717.76           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $129.96            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-02-01      | 4.0000%  | 0.0000% | $6143.00           | $917.56            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-04-01      | 4.0000%  | 0.0000% | $2002.00           | $482.15            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-06-01      | 4.0000%  | 0.0000% | $5000.00           | $1349.81           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-05-01      | 4.0000%  | 0.0000% | $2003.00           | $603.73            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-05-01      | 4.0000%  | 0.0000% | $5000.00           | $1147.21           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2035-05-01      | 4.6800%  | 0.0000% | $617000.00         | $619339.05         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2035-09-01      | 4.8200%  | 0.0000% | $2862000.00        | $2898266.95        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2035-10-01      | 4.6800%  | 0.0000% | $1600000.00        | $1604952.00        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2032-12-01      | 4.2300%  | 0.0000% | $1250000.00        | $1230180.00        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2033-05-01      | 4.2900%  | 0.0000% | $16900000.00       | $16642505.97       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-11-01      | 4.5000%  | 0.0000% | $1000.00           | $242.50            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-07-01      | 4.0000%  | 0.0000% | $1007.00           | $114.35            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $102.17            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B           | 2029-09-30      | 3.5000%  | 0.0000% | $463200.00         | $457566.13         | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2028-08-15      | 2.8750%  | 0.0000% | $500.00            | $492.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B           | 2053-11-15      | 4.7500%  | 0.0000% | $234224600.00      | $225630680.48      | U.S. Treasuries (including strips) |

### Security 208: Prudential Insurance Company of America Repo

- **C.1 - Title:** Prudential Insurance Company of America Repo 3.639900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QUK007, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 934QUK007_3.64_0601
- **C.18 - Value (incl. sponsor support):** $577865000.00
- **C.18.a - Value (excl. sponsor support):** $577865000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $14619650.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-11-15      | NA       | 0.0000% | $100000000.00      | $30268700.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2048-02-15      | NA       | 0.0000% | $250000000.00      | $82834750.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2041-08-15      | NA       | 0.0000% | $15000000.00       | $7175955.00        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-02-15      | NA       | 0.0000% | $100000000.00      | $29901100.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2046-11-15      | NA       | 0.0000% | $33000000.00       | $11487927.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2042-05-15      | NA       | 0.0000% | $25000000.00       | $11235400.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2041-11-15      | NA       | 0.0000% | $14000000.00       | $6481678.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2039-11-15      | NA       | 0.0000% | $50000000.00       | $26137200.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2037-02-15      | NA       | 0.0000% | $45000000.00       | $27581220.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $100000000.00      | $99623471.47       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2052-05-15      | NA       | 0.0000% | $113000000.00      | $30266937.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $50000000.00       | $50777505.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $25000000.00       | $25140667.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $49000000.00       | $41755190.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $31092051.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $20000000.00       | $14794701.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $49458899.46       | U.S. Treasuries (including strips) |

### Security 209: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QYA005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QYA005_3.61_0601
- **C.18 - Value (incl. sponsor support):** $6510000000.00
- **C.18.a - Value (excl. sponsor support):** $6510000000.00
- **C.19 - Percentage of Net Assets:** 2.8600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 - BNYM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $452050000.00      | $626959566.18      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $729000000.00      | $714602297.54      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $640680300.00      | $651276736.78      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $55374500.00       | $56214875.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $692020600.00      | $693020034.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $677492000.00      | $672125177.16      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-15      | 3.8750%  | 0.0000% | $700000000.00      | $699431928.96      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $528547500.00      | $339014646.59      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-10-15      | 1.6250%  | 0.0000% | $675400000.00      | $715392533.54      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $691675000.00      | $696962221.02      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $360930500.00      | $361953522.19      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $424337800.00      | $413246527.77      | U.S. Treasuries (including strips) |

### Security 210: National Australia Bank Ltd. Repo

- **C.1 - Title:** National Australia Bank Ltd. Repo 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935EJW000, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: 935EJW000_3.61_0601
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $568655000.00      | $561011243.95      | U.S. Treasuries (including strips) |

### Security 211: Banco Santander SA Tri Party Repo

- **C.1 - Title:** Banco Santander SA Tri Party Repo 3.619900%
- **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: 936TGF006, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 936TGF006_3.62_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL           | 2055-01-01      | 5.5000%  | 0.0000% | $8011.00           | $7577.88           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-07-01      | 5.5000%  | 0.0000% | $6144.00           | $5842.45           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-11-01      | 5.5000%  | 0.0000% | $330080.00         | $311335.25         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 5.5000%  | 0.0000% | $2278216.00        | $2305153.15        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-10-01      | 4.0000%  | 0.0000% | $120865.00         | $31263.77          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2035-02-01      | 3.0000%  | 0.0000% | $218008.00         | $59448.00          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-04-01      | 2.5000%  | 0.0000% | $1253000.00        | $824612.92         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-04-01      | 3.5000%  | 0.0000% | $8873.00           | $5456.26           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 4.5000%  | 0.0000% | $14102937.00       | $10669152.55       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-04-01      | 3.0000%  | 0.0000% | $121939.00         | $88347.01          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-11-01      | 7.0000%  | 0.0000% | $1377750.00        | $882756.85         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2050-06-01      | 3.5000%  | 0.0000% | $4031000.00        | $793117.22         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.06           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-11-01      | 6.0000%  | 0.0000% | $1152.00           | $685.06            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-10-01      | 4.0000%  | 0.0000% | $40000.00          | $31591.75          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $372.73            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $398.02            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $570.76            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $464.26            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-04-01      | 6.0000%  | 0.0000% | $49319.00          | $31991.95          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $706.02            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-11-01      | 6.0000%  | 0.0000% | $1642000.00        | $1322255.06        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2046-02-01      | 4.0000%  | 0.0000% | $320000.00         | $35053.86          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-01-01      | 2.0000%  | 0.0000% | $9232.00           | $5997.66           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-06-01      | 3.0000%  | 0.0000% | $19000.00          | $13190.09          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $757.77            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-12-01      | 6.0000%  | 0.0000% | $10763519.00       | $7318314.33        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 6.0000%  | 0.0000% | $8085776.00        | $4107383.65        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $699.70            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-05-01      | 6.5000%  | 0.0000% | $1188572.00        | $715778.23         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $328.99            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-09-01      | 5.5000%  | 0.0000% | $1543500.00        | $1115128.56        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $503.14            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-11-01      | 7.5000%  | 0.0000% | $1000.00           | $570.39            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $676.49            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-12-01      | 7.0000%  | 0.0000% | $2530332.00        | $1116305.93        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-12-01      | 7.0000%  | 0.0000% | $1184502.00        | $1238684.83        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $924.61            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-05-01      | 6.0000%  | 0.0000% | $24426998.00       | $19367950.40       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-07-01      | 5.5000%  | 0.0000% | $10136946.00       | $9094127.57        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $570.02            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-10-01      | 5.5000%  | 0.0000% | $8137.00           | $7784.52           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $100.86            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $132.98            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $803.87            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 6.0000%  | 0.0000% | $29734275.00       | $22899319.65       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 5.5000%  | 0.0000% | $44356841.00       | $39670838.46       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2050-12-01      | 2.5000%  | 0.0000% | $72679.00          | $32490.51          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $709.62            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $717.27            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 4.5000%  | 0.0000% | $1692448.00        | $1246189.07        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-02-01      | 3.0000%  | 0.0000% | $1091000.00        | $757729.75         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $781.18            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $811.88            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 3.5000%  | 0.0000% | $3531200.00        | $2581832.65        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-05-01      | 5.5000%  | 0.0000% | $3816308.00        | $3596384.63        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 4.5000%  | 0.0000% | $355097.00         | $342361.38         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $988.14            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2040-07-01      | 4.5000%  | 0.0000% | $1050.00           | $62.67             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2033-11-01      | 3.5000%  | 0.0000% | $910984.00         | $57063.95          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $437.99            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 5.0000%  | 0.0000% | $51138432.00       | $40191986.15       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 5.5000%  | 0.0000% | $7812.00           | $7137.84           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $995.49            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-01-01      | 5.5000%  | 0.0000% | $20198528.00       | $20003684.30       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-04-01      | 5.0000%  | 0.0000% | $1192436.00        | $1187893.70        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-05-01      | 5.0000%  | 0.0000% | $1005.00           | $995.39            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1022.13           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $986.95            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-05-01      | 5.5000%  | 0.0000% | $1003.00           | $1016.26           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-05-01      | 5.0000%  | 0.0000% | $3768352.00        | $3748745.13        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-05-01      | 6.5000%  | 0.0000% | $1189399.00        | $1249844.19        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.48           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $699.46            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-08-01      | 6.0000%  | 0.0000% | $6078216.00        | $4054553.29        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-08-01      | 5.5000%  | 0.0000% | $259826.00         | $217434.05         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $728.03            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-11-01      | 4.0000%  | 0.0000% | $228000.00         | $170325.19         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2038-10-01      | 6.0000%  | 0.0000% | $290353.00         | $128117.52         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2038-12-01      | 5.5000%  | 0.0000% | $70000.00          | $30002.16          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2040-01-01      | 5.5000%  | 0.0000% | $50983.00          | $32855.29          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $621.95            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $687.25            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-06-01      | 3.5000%  | 0.0000% | $70000.00          | $49827.40          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-11-01      | 4.5000%  | 0.0000% | $24842.00          | $17961.07          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $661.76            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 3.5000%  | 0.0000% | $9393.00           | $6813.21           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $729.82            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $825.11            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-03-01      | 3.5000%  | 0.0000% | $97999.00          | $71731.10          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-06-01      | 6.5000%  | 0.0000% | $694817.00         | $494995.61         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $740.04            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-10-01      | 3.0000%  | 0.0000% | $4710120.00        | $3601421.92        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-05-01      | 5.5000%  | 0.0000% | $13517617.00       | $11232677.11       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-05-01      | 6.0000%  | 0.0000% | $54201.00          | $42239.39          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2035-08-01      | 1.5000%  | 0.0000% | $90000.00          | $30081.42          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL | 2050-12-01      | 3.3340%  | 0.0000% | $122679.00         | $30501.55          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2047-01-01      | 3.0000%  | 0.0000% | $2799187.00        | $493310.70         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2048-01-01      | 4.0000%  | 0.0000% | $2139824.00        | $466011.20         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2037-02-01      | 2.5000%  | 0.0000% | $6649070.00        | $4134184.74        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-12-01      | 5.5000%  | 0.0000% | $9001.00           | $6447.27           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-11-01      | 6.0000%  | 0.0000% | $58000.00          | $35935.68          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-12-01      | 4.5000%  | 0.0000% | $1000.00           | $816.16            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-12-01      | 5.0000%  | 0.0000% | $1000.00           | $844.29            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $614.38            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-10-01      | 6.5000%  | 0.0000% | $3217084.00        | $1507851.94        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $815.31            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $829.64            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $525.10            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-08-01      | 6.5000%  | 0.0000% | $1008.00           | $537.98            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $702.35            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2050-07-01      | 2.0000%  | 0.0000% | $137567814.00      | $60650493.73       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2050-08-01      | 2.0000%  | 0.0000% | $114000.00         | $53244.58          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 4.0000%  | 0.0000% | $78000.00          | $58654.01          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 4.5000%  | 0.0000% | $10422.00          | $6967.55           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-11-01      | 5.5000%  | 0.0000% | $37571373.00       | $26864258.35       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2041-08-01      | 2.5000%  | 0.0000% | $295739.00         | $161735.97         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $226.42            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-08-01      | 6.0000%  | 0.0000% | $6002.00           | $6184.95           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-11-01      | 5.5000%  | 0.0000% | $1890000.00        | $1902767.52        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $669.48            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 6.0000%  | 0.0000% | $6382000.00        | $4565030.97        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $750.86            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-05-01      | 6.5000%  | 0.0000% | $12281728.00       | $9502375.84        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B           | 2027-09-15      | 3.3750%  | 0.0000% | $180270400.00      | $180260015.84      | U.S. Treasuries (including strips) |

### Security 212: MUFG Securities Canada Ltd. Tri Party Repo

- **C.1 - Title:** MUFG Securities Canada Ltd. Tri Party Repo 3.619900%
- **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: 937KFE008, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: 937KFE008_3.62_0601
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL   | 2047-04-01      | 2.5000%  | 0.0000% | $4239136.00        | $2661036.86        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2042-06-01      | 2.5000%  | 0.0000% | $40000000.00       | $27081362.62       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $909.81            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2051-04-01      | 2.5000%  | 0.0000% | $5847940.00        | $3748259.91        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2052-05-01      | 3.0000%  | 0.0000% | $38998912.00       | $27831514.10       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2052-12-01      | 5.5000%  | 0.0000% | $15822040.00       | $11518000.34       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2052-09-01      | 5.0000%  | 0.0000% | $20353792.00       | $14285995.90       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $763.19            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2053-02-01      | 6.0000%  | 0.0000% | $10962.00          | $7683.91           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $789.99            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2054-09-01      | 6.0000%  | 0.0000% | $348844.00         | $297766.97         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-02-01      | 5.0000%  | 0.0000% | $252800.00         | $233238.38         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2054-10-01      | 6.0000%  | 0.0000% | $47718270.00       | $35972066.39       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-06-01      | 6.0000%  | 0.0000% | $45007024.00       | $40356805.88       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-11-01      | 5.5000%  | 0.0000% | $545765.00         | $544931.90         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2056-01-01      | 5.5000%  | 0.0000% | $5212800.00        | $5140139.59        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2056-02-01      | 3.0000%  | 0.0000% | $351000.00         | $303030.11         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-04-01      | 5.5000%  | 0.0000% | $218688.00         | $212847.83         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2050-03-01      | 4.5000%  | 0.0000% | $16667808.00       | $8429803.11        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2052-06-01      | 3.0000%  | 0.0000% | $397568.00         | $295903.66         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2052-04-01      | 3.0000%  | 0.0000% | $1065380.00        | $758817.27         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2051-02-01      | 2.5000%  | 0.0000% | $992680.00         | $413581.03         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2052-05-01      | 4.5000%  | 0.0000% | $643845.00         | $431408.32         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2046-09-01      | 3.5000%  | 0.0000% | $877189.00         | $188069.05         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2044-10-01      | 4.0000%  | 0.0000% | $2116500.00        | $237456.22         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2042-02-01      | 4.0000%  | 0.0000% | $1397563.00        | $100682.59         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-09-01      | 6.0000%  | 0.0000% | $9879170.00        | $9213692.93        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2035-10-01      | 2.0000%  | 0.0000% | $71606.00          | $24723.19          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2049-03-01      | 4.0000%  | 0.0000% | $177084.00         | $42891.80          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2050-12-01      | 2.5000%  | 0.0000% | $14981.00          | $7964.37           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2042-08-01      | 2.0000%  | 0.0000% | $1000.00           | $766.34            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2052-09-01      | 5.0000%  | 0.0000% | $7928448.00        | $5624592.64        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2053-01-01      | 6.0000%  | 0.0000% | $3975452.00        | $2488002.07        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $806.37            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2054-05-01      | 5.5000%  | 0.0000% | $1461104.00        | $1256808.93        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2054-06-01      | 5.5000%  | 0.0000% | $110700.00         | $101350.06         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2054-07-01      | 5.5000%  | 0.0000% | $2582460.00        | $2197597.62        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2054-11-01      | 5.0000%  | 0.0000% | $8514822.00        | $7891014.72        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2051-06-01      | 2.5000%  | 0.0000% | $6752800.00        | $3720325.72        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2051-07-01      | 2.5000%  | 0.0000% | $13876427.00       | $7773766.53        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2053-01-01      | 4.0000%  | 0.0000% | $2969700.00        | $2274339.82        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2051-04-01      | 2.5000%  | 0.0000% | $16098624.00       | $8908542.79        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2051-05-01      | 2.5000%  | 0.0000% | $4429504.00        | $2141558.40        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2052-06-01      | 4.0000%  | 0.0000% | $402136.00         | $298571.71         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $685.19            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2052-08-01      | 5.0000%  | 0.0000% | $4049790.00        | $2897668.37        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2052-09-01      | 5.0000%  | 0.0000% | $1240900.00        | $1037505.48        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2053-01-01      | 6.0000%  | 0.0000% | $106073.00         | $90994.07          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $871.71            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-04-01      | 6.5000%  | 0.0000% | $234176.00         | $176455.14         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-06-01      | 6.0000%  | 0.0000% | $25287230.00       | $21127972.45       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-11-01      | 5.5000%  | 0.0000% | $1375744.00        | $1315347.28        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-12-01      | 5.5000%  | 0.0000% | $19532600.00       | $19573442.06       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2041-07-01      | 2.5000%  | 0.0000% | $837300.00         | $441179.78         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2051-01-01      | 1.5000%  | 0.0000% | $10000000.00       | $5415971.47        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2052-02-01      | 2.0000%  | 0.0000% | $2625700.00        | $1657738.38        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-09-01      | 5.5000%  | 0.0000% | $5076870.00        | $4741776.90        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-02-01      | 5.5000%  | 0.0000% | $1251109.00        | $1063723.14        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-06-01      | 6.0000%  | 0.0000% | $50000000.00       | $37479292.45       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-11-01      | 5.0000%  | 0.0000% | $1070.00           | $1035.17           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-03-01      | 5.0000%  | 0.0000% | $616200.00         | $604362.82         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2054-12-01      | 5.5000%  | 0.0000% | $38799057.00       | $34665073.78       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-01-01      | 5.5000%  | 0.0000% | $29798528.00       | $26195511.69       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-08-01      | 5.5000%  | 0.0000% | $46995610.00       | $45224270.86       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2050-05-20      | 3.0000%  | 0.0000% | $5893632.00        | $1344112.96        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2052-04-20      | 3.5000%  | 0.0000% | $1599600.00        | $1042528.83        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2052-04-20      | 4.0000%  | 0.0000% | $1312420.00        | $866190.67         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2052-03-20      | 3.5000%  | 0.0000% | $798000.00         | $514908.26         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2054-01-20      | 4.5000%  | 0.0000% | $70945681.00       | $61492508.49       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2051-12-20      | 3.5000%  | 0.0000% | $601754.00         | $472955.62         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2055-03-20      | 5.5000%  | 0.0000% | $43292813.00       | $30601365.11       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2055-04-20      | 5.0000%  | 0.0000% | $6379000.00        | $5734880.62        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2048-07-01      | 4.0000%  | 0.0000% | $9191166.00        | $1289178.12        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2043-01-01      | 3.5000%  | 0.0000% | $7581836.00        | $1088398.18        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2048-11-01      | 4.5000%  | 0.0000% | $5588552.00        | $1269421.27        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2037-02-01      | 2.0000%  | 0.0000% | $2920524.00        | $1613567.03        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2053-04-01      | 4.5000%  | 0.0000% | $1637402.00        | $1372688.78        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2053-04-01      | 5.0000%  | 0.0000% | $1120.00           | $858.13            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2053-08-01      | 6.0000%  | 0.0000% | $1074405.00        | $1076334.85        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2042-05-15      | 3.2500%  | 0.0000% | $13946200.00       | $11456474.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2052-08-15      | 3.0000%  | 0.0000% | $55100.00          | $39230.86          | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2042-08-15      | 3.3750%  | 0.0000% | $33800.00          | $28427.22          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B    | 2053-02-15      | 1.5000%  | 0.0000% | $2115000.00        | $1810136.74        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2053-05-15      | 3.6250%  | 0.0000% | $540600.00         | $429497.55         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2053-08-15      | 4.1250%  | 0.0000% | $4009700.00        | $3526149.74        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2043-08-15      | 4.3750%  | 0.0000% | $172600.00         | $163865.09         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2043-11-15      | 4.7500%  | 0.0000% | $1552200.00        | $1524380.02        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2054-02-15      | 4.2500%  | 0.0000% | $4677500.00        | $4201520.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2044-02-15      | 4.5000%  | 0.0000% | $21900.00          | $21059.83          | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2054-08-15      | 4.2500%  | 0.0000% | $90900.00          | $81657.88          | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2044-08-15      | 4.1250%  | 0.0000% | $400.00            | $364.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2044-11-15      | 4.6250%  | 0.0000% | $2032100.00        | $1954200.48        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2043-05-15      | 2.8750%  | 0.0000% | $2200.00           | $1682.07           | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2043-11-15      | 3.7500%  | 0.0000% | $283100.00         | $244125.24         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2047-11-15      | 2.7500%  | 0.0000% | $200.00            | $140.27            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2048-05-15      | 3.1250%  | 0.0000% | $16700.00          | $12488.68          | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2048-08-15      | 3.0000%  | 0.0000% | $1000.00           | $736.43            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2049-05-15      | 2.8750%  | 0.0000% | $37800.00          | $26697.07          | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2029-11-30      | 3.8750%  | 0.0000% | $300.00            | $303.75            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2029-05-31      | 2.7500%  | 0.0000% | $5763400.00        | $5631504.02        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2048-02-15      | 3.0000%  | 0.0000% | $16571000.00       | $12262737.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2030-08-15      | 0.6250%  | 0.0000% | $887000.00         | $770107.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2032-05-15      | 2.8750%  | 0.0000% | $4071900.00        | $3790428.89        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2032-08-15      | 2.7500%  | 0.0000% | $1828700.00        | $1695800.30        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2029-08-31      | 3.1250%  | 0.0000% | $800000.00         | $783170.13         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $100.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2027-10-31      | 4.1250%  | 0.0000% | $200.00            | $201.09            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2035-05-15      | 4.2500%  | 0.0000% | $500.00            | $495.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2028-06-15      | 3.8750%  | 0.0000% | $300000.00         | $304498.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2030-06-30      | 3.8750%  | 0.0000% | $9487300.00        | $9556154.89        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B    | 2035-07-15      | 1.8750%  | 0.0000% | $659000.00         | $676330.30         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2035-08-15      | 4.2500%  | 0.0000% | $2207300.00        | $2207473.36        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2032-09-30      | 3.8750%  | 0.0000% | $300.00            | $295.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2031-01-31      | 3.7500%  | 0.0000% | $5938400.00        | $5916147.37        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2033-02-28      | 3.7500%  | 0.0000% | $4500000.00        | $4406877.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2029-03-15      | 3.5000%  | 0.0000% | $244200.00         | $242488.93         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2049-08-15      | 2.2500%  | 0.0000% | $31800.00          | $19819.16          | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2049-11-15      | 2.3750%  | 0.0000% | $55500.00          | $35119.71          | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $116.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2050-05-15      | 1.2500%  | 0.0000% | $288000.00         | $135744.92         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2050-11-15      | 1.6250%  | 0.0000% | $16347600.00       | $8470970.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2040-11-15      | 1.3750%  | 0.0000% | $14611000.00       | $9390739.52        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2051-02-15      | 1.8750%  | 0.0000% | $175000.00         | $97268.84          | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $69.52             | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2028-01-31      | 3.5000%  | 0.0000% | $45800.00          | $45965.56          | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2030-02-28      | 4.0000%  | 0.0000% | $1554300.00        | $1564526.69        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2034-05-15      | 4.3750%  | 0.0000% | $1195900.00        | $1201020.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2034-11-15      | 4.2500%  | 0.0000% | $12244000.00       | $12159881.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2029-12-31      | 4.3750%  | 0.0000% | $334400.00         | $343618.27         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2026-12-31      | 4.2500%  | 0.0000% | $275800.00         | $281299.48         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B    | 2035-01-15      | 2.1250%  | 0.0000% | $5895200.00        | $6286523.98        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2051-05-15      | 2.3750%  | 0.0000% | $1600.00           | $993.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2052-05-15      | 2.8750%  | 0.0000% | $1000000.00        | $687431.75         | U.S. Treasuries (including strips) |

### Security 213: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_3.63_0601
- **C.18 - Value (incl. sponsor support):** $8000000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000000.00
- **C.19 - Percentage of Net Assets:** 3.5200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 - BOA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-06-15      | 4.1250%  | 0.0000% | $303300.00         | $308976.41         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $200.00            | $197.06            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-15      | 4.6250%  | 0.0000% | $225878000.00      | $228539735.30      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $1503800.00        | $1554707.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $138182500.00      | $139207769.11      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 3.8750%  | 0.0000% | $34753800.00       | $34581615.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.8750%  | 0.0000% | $7369600.00        | $7400306.06        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-04-30      | 4.1250%  | 0.0000% | $25146000.00       | $25000220.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $24508900.00       | $24258980.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 4.6250%  | 0.0000% | $51588800.00       | $53001022.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $106278400.00      | $103221825.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $1770000.00        | $1378173.27        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $27827800.00       | $20493112.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $56511000.00       | $41407978.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $70.63             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $32076000.00       | $19991172.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $15539600.00       | $9987566.61        | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-10-31      | 3.8330%  | 0.0000% | $1361800.00        | $1366893.95        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $1000.00           | $1034.07           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $330950900.00      | $228235942.66      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $190306000.00      | $135496713.34      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $93339000.00       | $79451719.21       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $57328800.00       | $51661833.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $635493600.00      | $612772486.48      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $81115400.00       | $77595359.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $145769000.00      | $144026068.25      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 2.8750%  | 0.0000% | $1357600.00        | $1330417.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $175160900.00      | $171667115.94      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $46141800.00       | $44048832.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $543300.00         | $540751.34         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 1.6250%  | 0.0000% | $400.00            | $398.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-15      | 1.7500%  | 0.0000% | $101177000.00      | $93753113.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $17440400.00       | $17260668.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 0.5000%  | 0.0000% | $207400.00         | $201241.68         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $1453000.00        | $1408473.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 0.5000%  | 0.0000% | $219600.00         | $212196.63         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $36663200.00       | $35236025.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $229160300.00      | $198960711.19      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $2947600.00        | $2814001.09        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $50716100.00       | $48373727.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 0.8750%  | 0.0000% | $200.00            | $200.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $800.00            | $753.05            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 0.8750%  | 0.0000% | $10000000.00       | $9920485.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $176798000.00      | $180175830.31      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $43176000.00       | $44184291.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $4920100.00        | $4952368.89        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $200.00            | $199.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $105744000.00      | $104931375.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $68371500.00       | $68146874.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $14932800.00       | $15214493.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $100.00            | $101.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $179405000.00      | $181463120.28      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $19339800.00       | $19200387.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $298041000.00      | $295748066.35      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 3.6250%  | 0.0000% | $311557000.00      | $306256374.08      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $82720400.00       | $58016878.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $14548000.00       | $14704010.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $75000100.00       | $78302270.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $500.00            | $511.10            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $150000000.00      | $153436064.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $110923200.00      | $113258549.48      | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-07-31      | 3.8100%  | 0.0000% | $230800.00         | $231563.73         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 3.7500%  | 0.0000% | $61393400.00       | $61918982.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $501800.00         | $496680.73         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $297238000.00      | $295903249.53      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $317046300.00      | $317028037.10      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $60945800.00       | $61222108.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 4.2500%  | 0.0000% | $2307700.00        | $2353715.75        | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2028-01-31      | 3.7270%  | 0.0000% | $1740000.00        | $1745625.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $70191000.00       | $53468085.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.37             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $2870000.00        | $1986554.48        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $11783000.00       | $11490288.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-11-15      | 4.0000%  | 0.0000% | $74907000.00       | $72583365.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-15      | 3.5000%  | 0.0000% | $41828000.00       | $41955549.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-12-31      | 3.8750%  | 0.0000% | $12817700.00       | $12744313.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $324032400.00      | $325534152.33      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-15      | 3.5000%  | 0.0000% | $124922000.00      | $124873505.42      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $149818000.00      | $145354865.60      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $52722300.00       | $49077857.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $97.90             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.0000%  | 0.0000% | $25469300.00       | $25486088.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 4.1250%  | 0.0000% | $1459000.00        | $1466971.51        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $200431200.00      | $202933400.72      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $300.00            | $301.08            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $459049700.00      | $462070067.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 3.7500%  | 0.0000% | $100000000.00      | $100562095.60      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-05-15      | 2.5000%  | 0.0000% | $60345000.00       | $41236398.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $400.00            | $261.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $50000000.00       | $36960965.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $20897800.00       | $14846373.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $400.00            | $402.40            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-09      | NA       | 0.0000% | $64729100.00       | $64481446.46       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-06      | NA       | 0.0000% | $796200.00         | $790946.67         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-03      | NA       | 0.0000% | $100.00            | $99.06             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-29      | NA       | 0.0000% | $20070400.00       | $19767377.10       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-11-27      | NA       | 0.0000% | $445549000.00      | $437510404.94      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $10000100.00       | $5558275.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $206899000.00      | $143833897.48      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $20917500.00       | $12987791.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 1.7500%  | 0.0000% | $189801000.00      | $127416121.99      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $145959800.00      | $79565652.19       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-02      | NA       | 0.0000% | $12433400.00       | $12432181.53       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-23      | NA       | 0.0000% | $5258000.00        | $5246343.01        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-30      | NA       | 0.0000% | $1348100.00        | $1344174.33        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-22      | NA       | 0.0000% | $112090000.00      | $110478257.89      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-11      | NA       | 0.0000% | $15900.00          | $15787.35          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-22      | NA       | 0.0000% | $1068000.00        | $1055864.32        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 6.1250%  | 0.0000% | $7535700.00        | $7784492.36        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 6.2500%  | 0.0000% | $1995000.00        | $2154471.76        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-05-15      | 4.5000%  | 0.0000% | $13154500.00       | $13155104.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-08-15      | 4.5000%  | 0.0000% | $53346500.00       | $53106967.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 3.8750%  | 0.0000% | $62114100.00       | $57141093.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $152126500.00      | $122379923.73      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $133829700.00      | $102322943.25      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $5538300.00        | $4754803.49        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $4938000.00        | $4258178.78        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 3.6250%  | 0.0000% | $308000.00         | $263037.92         | U.S. Treasuries (including strips) |

### Security 214: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 3.639900%
- **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: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_3.64_0601
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 - BOA

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL  | 2053-09-01      | 6.5000%  | 0.0000% | $543323136.00      | $278780647.89      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 5.5000%  | 0.0000% | $694533499.00      | $547451252.57      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 6.0000%  | 0.0000% | $296553635.00      | $257767843.15      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $239851294.00      | $233357159.43      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-04-01      | 5.0000%  | 0.0000% | $198552919.00      | $197042340.14      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2051-03-01      | 2.0000%  | 0.0000% | $431198148.00      | $232695695.85      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2053-04-01      | 5.5000%  | 0.0000% | $321016021.00      | $224190772.60      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2051-10-01      | 3.5000%  | 0.0000% | $75685391.00       | $68714289.26       | Agency Mortgage-Backed Securities |

### Security 215: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 3.699900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_3.70_0713
- **C.18 - Value (incl. sponsor support):** $775000000.00
- **C.18.a - Value (excl. sponsor support):** $775000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BOA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.81             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-02-15      | 4.6250%  | 0.0000% | $8202400.00        | $8237157.92        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $200.00            | $197.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 4.6250%  | 0.0000% | $33801500.00       | $32380367.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $96.42             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $19900.00          | $18805.55          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $86122000.00       | $63094148.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36315548.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $6154400.00        | $5393254.38        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 3.7500%  | 0.0000% | $94752800.00       | $84917164.63       | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2028-01-31      | 3.7270%  | 0.0000% | $100.00            | $100.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-08-15      | 4.2500%  | 0.0000% | $8700600.00        | $8701283.36        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $9962400.00        | $10267035.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $373079500.00      | $373422986.59      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $300.00            | $279.26            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-15      | 4.1250%  | 0.0000% | $185000.00         | $184051.19         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $10000000.00       | $9655905.64        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 3.7500%  | 0.0000% | $29911700.00       | $30079832.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $11500000.00       | $11889306.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $102.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $115980000.00      | $115942200.13      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $100.00            | $102.22            | U.S. Treasuries (including strips) |

### Security 216: Australia & New Zealand Banking Group Ltd. Repo

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. Repo 3.639900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943BACII1, C.3 - LEI: JHE42UYNWWTJB8YTTU19, C.5 - Other ID: 943BACII1_3.64_0601
- **C.18 - Value (incl. sponsor support):** $2615000000.00
- **C.18.a - Value (excl. sponsor support):** $2615000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $500000000.00      | $482387907.61      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-11-15      | 4.0000%  | 0.0000% | $14600000.00       | $14138592.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $69400000.00       | $70598770.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $345000000.00      | $354685649.90      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $60000000.00       | $60488037.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $90000000.00       | $90714157.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $69291000.00       | $70210800.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $230000000.00      | $237675781.25      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $41905000.00       | $42161070.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $71800000.00       | $72038584.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 4.1250%  | 0.0000% | $49110000.00       | $49367477.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $31500000.00       | $19932523.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $322000000.00      | $221921875.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $80000000.00       | $65673913.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $120000000.00      | $115354891.30      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 3.7500%  | 0.0000% | $120000000.00      | $119488725.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $185000000.00      | $180707342.02      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-11-15      | 4.6250%  | 0.0000% | $140000000.00      | $132458831.52      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $40000000.00       | $39980093.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43442425.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-15      | 1.6250%  | 0.0000% | $20000000.00       | $17760801.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $175000000.00      | $165945057.74      | U.S. Treasuries (including strips) |

### Security 217: Fixed Income Clearing Corp. Repo - UBS

- **C.1 - Title:** Fixed Income Clearing Corp. Repo - UBS 3.639900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944DQXII3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944DQXII3_3.64_0601
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 2.6400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 - UBS

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $280000000.00      | $284222826.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 3.8750%  | 0.0000% | $660000000.00      | $657518274.46      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 2.1250%  | 0.0000% | $270000000.00      | $293917439.95      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $270000000.00      | $201808491.85      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $200000000.00      | $108986413.04      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $570000000.00      | $360594701.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $450000000.00      | $465252017.51      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $410000000.00      | $414320856.35      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $320000000.00      | $323627762.43      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $161810000.00      | $158132957.15      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $490000000.00      | $479924291.33      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $270000000.00      | $271521501.36      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $380000000.00      | $377835394.02      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $290000000.00      | $294306928.23      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $350000000.00      | $355391826.92      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $360000000.00      | $361087862.57      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 3.5000%  | 0.0000% | $330000000.00      | $323749728.26      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-15      | 3.5000%  | 0.0000% | $390000000.00      | $387053804.35      | U.S. Treasuries (including strips) |

### Security 218: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXD905, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944JXD905_3.61_0601
- **C.18 - Value (incl. sponsor support):** $8000000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000000.00
- **C.19 - Percentage of Net Assets:** 3.5200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 - MORGAN STANLEY

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $200.00            | $197.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 3.5000%  | 0.0000% | $856891500.00      | $850046387.04      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-12-31      | 3.8750%  | 0.0000% | $808700.00         | $804069.86         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.6250%  | 0.0000% | $1527120100.00     | $1518210240.11     | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2028-01-31      | 3.7270%  | 0.0000% | $96741200.00       | $97053984.77       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-02-15      | 4.1250%  | 0.0000% | $3137000.00        | $3098207.48        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 3.5000%  | 0.0000% | $9998500.00        | $9959681.46        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-15      | 3.5000%  | 0.0000% | $166623000.00      | $165455497.99      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-03-31      | 4.2500%  | 0.0000% | $469619300.00      | $472328107.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-15      | 4.6250%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $143045400.00      | $146009243.63      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-06      | NA       | 0.0000% | $8809900.00        | $8751772.28        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-03      | NA       | 0.0000% | $925000.00         | $916329.05         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-29      | NA       | 0.0000% | $17400.00          | $17137.29          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-12-24      | NA       | 0.0000% | $41798500.00       | $40940167.80       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-18      | NA       | 0.0000% | $28542100.00       | $28493235.92       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2027-01-21      | NA       | 0.0000% | $487300.00         | $475992.69         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-16      | NA       | 0.0000% | $23724500.00       | $23617526.23       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-30      | NA       | 0.0000% | $21322000.00       | $21195368.64       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2027-02-18      | NA       | 0.0000% | $3556100.00        | $3463904.55        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $125600.00         | $122857.09         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-30      | NA       | 0.0000% | $1127900.00        | $1124615.56        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-17      | NA       | 0.0000% | $258427300.00      | $255629566.05      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-14      | NA       | 0.0000% | $11042600.00       | $10995017.44       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-01      | NA       | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-11-19      | NA       | 0.0000% | $107414900.00      | $105562207.80      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-15      | NA       | 0.0000% | $75000000.00       | $74200875.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 2.8750%  | 0.0000% | $1696400.00        | $1662434.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $76626000.00       | $75419082.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.7500%  | 0.0000% | $100.00            | $99.54             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.1250%  | 0.0000% | $9800.00           | $9631.75           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 0.5000%  | 0.0000% | $116709400.00      | $113243950.32      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $538515300.00      | $470851806.66      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $88.86             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $287698500.00      | $270812804.27      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 1.1250%  | 0.0000% | $200.00            | $188.20            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $84048200.00       | $79063723.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $4750300.00        | $4501828.82        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 1.3750%  | 0.0000% | $242100.00         | $227774.10         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $172291300.00      | $170655571.16      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $1000.00           | $992.05            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $100.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $1000.00           | $965.59            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $101.06            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 3.7500%  | 0.0000% | $5100.00           | $5128.67           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $101.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $400.00            | $407.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 4.6250%  | 0.0000% | $385174500.00      | $392785009.73      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $373157700.00      | $378280812.99      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $203403500.00      | $204167323.97      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.6250%  | 0.0000% | $300.00            | $301.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49306879.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 3.6250%  | 0.0000% | $41494700.00       | $40935707.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $96.90             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 3.8750%  | 0.0000% | $4578500.00        | $4555816.21        | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2028-04-30      | 3.7361%  | 0.0000% | $100.00            | $100.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-04-30      | 4.1250%  | 0.0000% | $100.00            | $99.42             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $300.00            | $296.94            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $95.15             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-13      | NA       | 0.0000% | $13053000.00       | $12958248.27       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-27      | NA       | 0.0000% | $300.00            | $297.40            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-09      | NA       | 0.0000% | $422258700.00      | $421919626.26      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-15      | 4.6250%  | 0.0000% | $271000000.00      | $273322770.62      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $363323400.00      | $359811230.98      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $243570700.00      | $247307323.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $200.00            | $203.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $1200.00           | $1252.83           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $371047200.00      | $379546813.06      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 4.2500%  | 0.0000% | $321800.00         | $328216.72         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $800.00            | $813.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $400.00            | $402.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $2200.00           | $2212.99           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $3272800.00        | $3279074.49        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $338444200.00      | $336750513.02      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $29257000.00       | $29808906.62       | U.S. Treasuries (including strips) |

### Security 219: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.619900%
- **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: 944JXN903, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944JXN903_3.62_0601
- **C.18 - Value (incl. sponsor support):** $8000000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000000.00
- **C.19 - Percentage of Net Assets:** 3.5200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 - MORGAN STANLEY

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL      | 2034-03-01      | 5.3600%  | 0.0000% | $3316330.00        | $2976037.80        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2039-02-01      | 6.0000%  | 0.0000% | $2000.00           | $840.24            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-02-01      | 6.0000%  | 0.0000% | $88720256.00       | $75646926.73       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-02-01      | 5.0000%  | 0.0000% | $30669152.00       | $29707480.47       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-12-01      | 5.5000%  | 0.0000% | $7225296.00        | $7240397.41        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-05-01      | 4.0000%  | 0.0000% | $25699168.00       | $24219185.70       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-02-01      | 6.0000%  | 0.0000% | $32610048.00       | $33777072.85       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-03-01      | 6.5000%  | 0.0000% | $5490552.00        | $5808832.45        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-04-01      | 5.5000%  | 0.0000% | $43515008.00       | $43613270.08       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-08-01      | 5.5000%  | 0.0000% | $2526216.00        | $2163532.24        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-05-01      | 7.0000%  | 0.0000% | $811050.00         | $852332.70         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2040-09-01      | 3.5000%  | 0.0000% | $716328.00         | $644970.70         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-12-01      | 5.5000%  | 0.0000% | $6320736.00        | $6405359.17        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-11-01      | 6.5000%  | 0.0000% | $1026340.00        | $1073682.93        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-12-01      | 5.5000%  | 0.0000% | $1098000.00        | $1098204.10        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-11-01      | 6.5000%  | 0.0000% | $1014716.00        | $1054070.38        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-03-01      | 5.0000%  | 0.0000% | $2148060.00        | $2118730.06        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-04-01      | 5.5000%  | 0.0000% | $2518410.00        | $2565746.87        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-05-01      | 5.0000%  | 0.0000% | $4799208.00        | $4758126.25        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-01-01      | 5.5000%  | 0.0000% | $74730624.00       | $74399681.47       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-03-01      | 7.0000%  | 0.0000% | $24582400.00       | $24217003.82       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-12-01      | 6.5000%  | 0.0000% | $20101536.00       | $18999802.82       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-08-01      | 6.0000%  | 0.0000% | $13179888.00       | $12052970.99       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-02-01      | 5.5000%  | 0.0000% | $42920640.00       | $42590137.99       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-02-01      | 5.5000%  | 0.0000% | $44854336.00       | $44782262.13       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-05-01      | 2.5000%  | 0.0000% | $27473216.00       | $22777681.59       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-06-01      | 3.0000%  | 0.0000% | $21467328.00       | $18643753.09       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-06-01      | 5.5000%  | 0.0000% | $23584160.00       | $23730468.59       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-03-01      | 5.5000%  | 0.0000% | $60840576.00       | $61314968.23       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-03-01      | 5.5000%  | 0.0000% | $84470144.00       | $82400564.12       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-12-01      | 6.0000%  | 0.0000% | $49448448.00       | $49078623.09       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-11-01      | 4.0000%  | 0.0000% | $55800896.00       | $52152841.69       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-01-01      | 4.0000%  | 0.0000% | $37764352.00       | $35374105.77       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-11-01      | 4.0000%  | 0.0000% | $17620448.00       | $16485062.72       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-10-01      | 4.0000%  | 0.0000% | $90465920.00       | $84778120.28       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-02-01      | 2.0000%  | 0.0000% | $26906816.00       | $21683436.54       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-04-01      | 5.0000%  | 0.0000% | $37250752.00       | $36791505.33       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-04-01      | 4.0000%  | 0.0000% | $44065984.00       | $41548413.19       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-05-01      | 5.0000%  | 0.0000% | $27734848.00       | $27460380.87       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-10-01      | 6.0000%  | 0.0000% | $15587264.00       | $13413068.49       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-09-01      | 3.5000%  | 0.0000% | $14487740.00       | $12674216.19       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-11-01      | 6.0000%  | 0.0000% | $562764160.00      | $542608094.79      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-06-01      | 4.0000%  | 0.0000% | $6463928.00        | $5903806.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-05-01      | 3.0000%  | 0.0000% | $11917696.00       | $10276246.48       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-10-01      | 6.0000%  | 0.0000% | $72198528.00       | $68373610.62       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $854.25            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-12-01      | 5.0000%  | 0.0000% | $13840096.00       | $13359709.60       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-09-01      | 4.0000%  | 0.0000% | $20185000.00       | $18253724.77       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-03-01      | 5.0000%  | 0.0000% | $391634.00         | $377806.81         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-10-01      | 5.5000%  | 0.0000% | $38929216.00       | $37849986.58       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-05-01      | 6.5000%  | 0.0000% | $1142700.00        | $1184410.73        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-05-01      | 6.5000%  | 0.0000% | $1032414.00        | $1093265.75        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-05-01      | 6.5000%  | 0.0000% | $1185868.00        | $1250087.76        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-07-01      | 6.5000%  | 0.0000% | $4690056.00        | $3728204.35        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-07-01      | 6.0000%  | 0.0000% | $4308432.00        | $4453700.69        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-08-01      | 7.5000%  | 0.0000% | $1752026.00        | $1881175.67        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-09-01      | 6.5000%  | 0.0000% | $5401728.00        | $4397736.73        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-09-01      | 6.5000%  | 0.0000% | $9046050.00        | $6886744.72        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-10-01      | 6.5000%  | 0.0000% | $9672550.00        | $7709612.22        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-10-01      | 6.5000%  | 0.0000% | $2532952.00        | $2712297.53        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-10-01      | 5.5000%  | 0.0000% | $15317312.00       | $14933710.60       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-11-01      | 4.5000%  | 0.0000% | $1270500.00        | $1218869.54        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-11-01      | 5.5000%  | 0.0000% | $11874432.00       | $11028476.72       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-11-01      | 6.0000%  | 0.0000% | $9009980.00        | $9392806.23        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-11-01      | 5.5000%  | 0.0000% | $4817168.00        | $4884945.70        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-11-01      | 6.0000%  | 0.0000% | $1236508.00        | $1277993.56        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-10-01      | 6.0000%  | 0.0000% | $2186416.00        | $2034869.65        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-12-01      | 6.5000%  | 0.0000% | $74773504.00       | $57985704.87       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-04-01      | 5.5000%  | 0.0000% | $14181460.00       | $9010806.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-05-01      | 6.5000%  | 0.0000% | $30016576.00       | $24213022.89       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-05-01      | 6.5000%  | 0.0000% | $28948800.00       | $22311741.73       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-02-01      | 5.5000%  | 0.0000% | $1547000.00        | $1418455.14        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-11-01      | 5.5000%  | 0.0000% | $65641600.00       | $54019946.75       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-01-01      | 5.5000%  | 0.0000% | $36075840.00       | $31080114.17       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-06-01      | 5.5000%  | 0.0000% | $19833120.00       | $19018397.27       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-04-01      | 5.0000%  | 0.0000% | $17423648.00       | $15637366.51       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-08-01      | 5.0000%  | 0.0000% | $24214960.00       | $23200892.62       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-08-01      | 6.5000%  | 0.0000% | $26096480.00       | $25145376.72       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-01-01      | 4.5000%  | 0.0000% | $22151680.00       | $20978611.38       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 4.0000%  | 0.0000% | $76046080.00       | $59337469.46       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-07-01      | 4.5000%  | 0.0000% | $2227600.00        | $1751603.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-06-01      | 3.5000%  | 0.0000% | $180000.00         | $28878.52          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-03-01      | 4.5000%  | 0.0000% | $60000.00          | $18253.47          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-04-01      | 3.5000%  | 0.0000% | $830011.00         | $219333.34         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-04-01      | 3.0000%  | 0.0000% | $556000.00         | $206015.28         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-10-01      | 2.5000%  | 0.0000% | $2000000.00        | $987914.35         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-11-01      | 3.0000%  | 0.0000% | $131000.00         | $50098.79          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-02-01      | 2.0000%  | 0.0000% | $979851.00         | $437186.13         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-06-01      | 2.5000%  | 0.0000% | $175000.00         | $95766.07          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-10-01      | 2.5000%  | 0.0000% | $23300000.00       | $13713045.04       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-11-01      | 1.5000%  | 0.0000% | $131000.00         | $70718.43          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-05-01      | 3.5000%  | 0.0000% | $425000.00         | $296372.18         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-07-01      | 7.5000%  | 0.0000% | $1413102.00        | $1516734.94        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-09-01      | 6.5000%  | 0.0000% | $947845.00         | $799792.27         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-09-01      | 6.5000%  | 0.0000% | $4354570.00        | $4210659.18        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-09-01      | 6.5000%  | 0.0000% | $3521170.00        | $3308626.53        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2028-02-01      | 2.5000%  | 0.0000% | $2000000.00        | $26952.09          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2045-02-01      | 4.0000%  | 0.0000% | $14000.00          | $2232.87           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2029-07-01      | 4.0000%  | 0.0000% | $8831952.00        | $16350.39          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2048-10-01      | 4.0000%  | 0.0000% | $8000.00           | $533.69            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2044-09-01      | 4.0000%  | 0.0000% | $11000.00          | $671.99            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2028-01-01      | 2.0000%  | 0.0000% | $1525000.00        | $43825.02          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2027-03-01      | 3.0000%  | 0.0000% | $38016.00          | $180.68            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2040-09-01      | 4.0000%  | 0.0000% | $20000000.00       | $335995.71         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2030-07-01      | 2.5000%  | 0.0000% | $92549.00          | $6170.58           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2029-08-01      | 3.5000%  | 0.0000% | $575608.00         | $18098.05          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2046-01-01      | 4.0000%  | 0.0000% | $650000.00         | $59206.12          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2031-03-01      | 4.5000%  | 0.0000% | $75000.00          | $1897.70           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2037-11-01      | 3.5000%  | 0.0000% | $38000.00          | $5971.05           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2043-08-01      | 4.0000%  | 0.0000% | $600000.00         | $78614.58          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2046-11-01      | 3.0000%  | 0.0000% | $640000.00         | $99765.33          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2031-01-01      | 3.0000%  | 0.0000% | $3500000.00        | $261832.80         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2046-10-01      | 3.0000%  | 0.0000% | $770000.00         | $177616.34         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2034-06-01      | 3.5000%  | 0.0000% | $1020000.00        | $111330.38         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2037-04-01      | 2.0000%  | 0.0000% | $23106784.00       | $20144291.52       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2038-09-01      | 5.0000%  | 0.0000% | $7000.00           | $4267.94           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-03-01      | 2.5000%  | 0.0000% | $94000.00          | $49511.32          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2050-11-01      | 2.0000%  | 0.0000% | $3250000.00        | $1673479.62        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-11-01      | 5.0000%  | 0.0000% | $85000.00          | $58351.79          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-08-01      | 5.5000%  | 0.0000% | $7400000.00        | $6717851.39        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-03-01      | 2.0000%  | 0.0000% | $1925000.00        | $1254827.38        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $870.96            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $923.06            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-02-01      | 3.0000%  | 0.0000% | $82000.00          | $9298.64           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-11-01      | 4.0000%  | 0.0000% | $31000.00          | $2270.30           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-10-01      | 3.0000%  | 0.0000% | $303790.00         | $47054.53          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $112774.70         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-07-01      | 4.0000%  | 0.0000% | $11000.00          | $1386.04           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-03-01      | 4.0000%  | 0.0000% | $40000.00          | $4935.47           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-04-01      | 3.5000%  | 0.0000% | $36300.00          | $1300.11           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-06-01      | 4.5000%  | 0.0000% | $7575020.00        | $661924.09         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-09-01      | 2.5000%  | 0.0000% | $700000.00         | $110243.02         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-10-01      | 2.5000%  | 0.0000% | $14165000.00       | $5883121.45        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-01-01      | 2.5000%  | 0.0000% | $604000.00         | $271072.57         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-01-01      | 2.5000%  | 0.0000% | $540000.00         | $242632.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-02-01      | 1.0000%  | 0.0000% | $10000000.00       | $4716334.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-06-01      | 2.5000%  | 0.0000% | $893565.00         | $399070.46         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-05-01      | 4.0000%  | 0.0000% | $12000.00          | $2256.34           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-07-01      | 3.0000%  | 0.0000% | $1000000.00        | $340613.46         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-09-01      | 3.0000%  | 0.0000% | $50000.00          | $12393.94          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-10-01      | 2.0000%  | 0.0000% | $19921920.00       | $7806081.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-11-01      | 2.5000%  | 0.0000% | $850000.00         | $357815.94         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-10-01      | 4.0000%  | 0.0000% | $13000.00          | $3581.86           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-11-01      | 3.5000%  | 0.0000% | $183000.00         | $82888.08          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2062-06-01      | 2.5000%  | 0.0000% | $146205184.00      | $110919704.26      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-02-01      | 4.0000%  | 0.0000% | $16000.00          | $1948.80           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-01-01      | 3.5000%  | 0.0000% | $2693000.00        | $483439.95         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-12-01      | 4.0000%  | 0.0000% | $213000.00         | $27008.15          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-11-01      | 2.5000%  | 0.0000% | $38000.00          | $25231.83          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-01-01      | 2.5000%  | 0.0000% | $3000000.00        | $1536766.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-01-01      | 2.0000%  | 0.0000% | $1300000.00        | $797830.08         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-12-01      | 2.5000%  | 0.0000% | $1684502.00        | $1137244.24        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-06-01      | 4.5000%  | 0.0000% | $4229728.00        | $2423665.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-03-01      | 2.0000%  | 0.0000% | $38262656.00       | $23144379.98       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-04-01      | 2.5000%  | 0.0000% | $265563.00         | $157043.98         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 5.0000%  | 0.0000% | $360000.00         | $226424.85         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 4.5000%  | 0.0000% | $40000.00          | $32544.87          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-07-01      | 5.5000%  | 0.0000% | $600000.00         | $397139.88         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-07-01      | 4.0000%  | 0.0000% | $28000.00          | $3435.55           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-09-01      | 3.5000%  | 0.0000% | $2772000.00        | $342111.54         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2045-03-01      | 4.0000%  | 0.0000% | $1762366.00        | $301061.51         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-06-01      | 3.5000%  | 0.0000% | $2620428.00        | $269690.29         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2041-10-01      | 3.0000%  | 0.0000% | $209000.00         | $30486.06          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-12-01      | 3.0000%  | 0.0000% | $130905.00         | $2654.58           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-06-01      | 3.0000%  | 0.0000% | $20000.00          | $2155.93           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-06-01      | 3.0000%  | 0.0000% | $2645000.00        | $473757.02         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-07-01      | 4.0000%  | 0.0000% | $3345000.00        | $400512.82         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2032-02-01      | 3.5000%  | 0.0000% | $29000.00          | $2074.31           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-11-01      | 3.0000%  | 0.0000% | $328045.00         | $52152.91          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-12-01      | 3.0000%  | 0.0000% | $1615836.00        | $298720.01         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-06-01      | 3.5000%  | 0.0000% | $1500000.00        | $123150.43         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-06-01      | 6.0000%  | 0.0000% | $12000000.00       | $121400.50         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-01-01      | 5.0000%  | 0.0000% | $25333.00          | $129.37            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-12-01      | 7.0000%  | 0.0000% | $1056720.00        | $864775.46         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-12-01      | 6.5000%  | 0.0000% | $1040600.00        | $1069111.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $732.06            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-12-01      | 6.5000%  | 0.0000% | $2256224.00        | $2324101.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-11-01      | 6.0000%  | 0.0000% | $10348976.00       | $8678483.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-01-01      | 5.5000%  | 0.0000% | $1124500.00        | $898463.71         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-04-01      | 7.0000%  | 0.0000% | $420754.00         | $451201.91         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-05-01      | 6.5000%  | 0.0000% | $1006062.00        | $532349.45         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-07-01      | 6.0000%  | 0.0000% | $21854336.00       | $16433371.40       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-07-01      | 6.0000%  | 0.0000% | $26968512.00       | $26539613.53       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-09-01      | 6.0000%  | 0.0000% | $3395676.00        | $2689923.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-10-01      | 6.5000%  | 0.0000% | $12625200.00       | $13484471.06       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-11-01      | 5.5000%  | 0.0000% | $5648976.00        | $5728653.08        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-06-01      | 2.5000%  | 0.0000% | $550000.00         | $319472.16         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-03-01      | 2.0000%  | 0.0000% | $21553984.00       | $13273824.08       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-05-01      | 4.5000%  | 0.0000% | $1103000.00        | $991609.38         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-05-01      | 3.5000%  | 0.0000% | $955639.00         | $620451.74         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-11-01      | 4.0000%  | 0.0000% | $479821824.00      | $448041509.56      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-04-01      | 2.5000%  | 0.0000% | $67463296.00       | $56123463.03       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-03-01      | 6.0000%  | 0.0000% | $55174463.00       | $56262831.65       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-07-01      | 5.5000%  | 0.0000% | $1886690.00        | $1835592.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-06-01      | 6.5000%  | 0.0000% | $15509680.00       | $14382620.83       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-01-01      | 5.5000%  | 0.0000% | $14902368.00       | $15019141.07       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-04-01      | 5.5000%  | 0.0000% | $55529600.00       | $56039317.50       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-05-01      | 5.0000%  | 0.0000% | $59746176.00       | $58961345.40       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-04-01      | 5.5000%  | 0.0000% | $19488640.00       | $19554707.96       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-03-01      | 3.0000%  | 0.0000% | $22049720.00       | $19341817.24       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-08-01      | 2.5000%  | 0.0000% | $11827312.00       | $11044562.00       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-07-01      | 2.5000%  | 0.0000% | $5226096.00        | $4892635.40        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-05-01      | 2.5000%  | 0.0000% | $25378656.00       | $23748380.83       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-05-01      | 3.5000%  | 0.0000% | $1420000.00        | $950328.58         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.5000%  | 0.0000% | $1985550.00        | $1213479.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-06-01      | 4.5000%  | 0.0000% | $4160000.00        | $2788608.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 5.5000%  | 0.0000% | $335000.00         | $235193.60         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-01-01      | 5.5000%  | 0.0000% | $8818464.00        | $6395647.14        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-06-01      | 3.0000%  | 0.0000% | $18109088.00       | $12807304.70       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-05-01      | 6.5000%  | 0.0000% | $1000000.00        | $663678.74         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-02-01      | 6.0000%  | 0.0000% | $1852000.00        | $1214885.10        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-10-01      | 5.0000%  | 0.0000% | $8000000.00        | $6024577.32        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-08-01      | 5.0000%  | 0.0000% | $550000.00         | $471374.70         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-06-01      | 6.0000%  | 0.0000% | $6065000.00        | $5057762.56        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-01-01      | 6.0000%  | 0.0000% | $10000000.00       | $6850460.79        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-01-01      | 4.0000%  | 0.0000% | $13654752.00       | $11166693.61       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-07-01      | 5.5000%  | 0.0000% | $15072912.00       | $11211703.62       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-12-01      | 6.0000%  | 0.0000% | $210000.00         | $160841.46         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-09-01      | 6.0000%  | 0.0000% | $175000.00         | $122723.07         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-10-01      | 5.5000%  | 0.0000% | $13267952.00       | $9783805.15        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-07-01      | 5.5000%  | 0.0000% | $24264384.00       | $18131954.80       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2028-05-01      | 2.0000%  | 0.0000% | $2084708.00        | $135022.13         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2048-09-01      | 4.5000%  | 0.0000% | $31180.00          | $6900.09           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-04-01      | 2.5000%  | 0.0000% | $5079544.00        | $3670527.70        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-08-01      | 4.0000%  | 0.0000% | $31219744.00       | $21934158.45       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-06-01      | 4.5000%  | 0.0000% | $18395296.00       | $12589883.72       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-02-01      | 5.5000%  | 0.0000% | $5204950.00        | $4293585.23        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-11-01      | 7.0000%  | 0.0000% | $89817.00          | $78669.66          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-09-01      | 6.0000%  | 0.0000% | $1322558.00        | $893087.26         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-09-01      | 6.0000%  | 0.0000% | $7338320.00        | $4778139.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-10-01      | 5.5000%  | 0.0000% | $18780000.00       | $13169064.27       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-03-01      | 3.0000%  | 0.0000% | $165000.00         | $91225.40          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-04-01      | 2.0000%  | 0.0000% | $2318664.00        | $1284971.10        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-05-01      | 2.5000%  | 0.0000% | $75000.00          | $44338.30          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-12-01      | 2.5000%  | 0.0000% | $1669000.00        | $964175.02         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-01-01      | 2.5000%  | 0.0000% | $31000.00          | $17416.75          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-01-01      | 2.0000%  | 0.0000% | $49116.00          | $31106.00          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-04-01      | 5.0000%  | 0.0000% | $625000.00         | $480289.42         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-09-01      | 6.0000%  | 0.0000% | $2233464.00        | $1982015.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-10-01      | 4.0000%  | 0.0000% | $903814144.00      | $670620928.82      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-09-01      | 4.0000%  | 0.0000% | $77346816.00       | $57225222.46       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-11-01      | 5.0000%  | 0.0000% | $1012.00           | $762.68            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-12-01      | 4.0000%  | 0.0000% | $70355360.00       | $53825801.21       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-03-01      | 4.0000%  | 0.0000% | $123298560.00      | $93888045.10       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-12-01      | 4.0000%  | 0.0000% | $24954400.00       | $20238410.16       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-01-01      | 7.0000%  | 0.0000% | $2721890304.00     | $825551223.39      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-09-01      | 7.0000%  | 0.0000% | $2471400.00        | $2405265.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-10-01      | 6.0000%  | 0.0000% | $30062528.00       | $28888913.20       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-01-01      | 2.0000%  | 0.0000% | $760000.00         | $467388.68         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-11-01      | 3.0000%  | 0.0000% | $1200000.00        | $755006.75         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $828.62            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 6.0000%  | 0.0000% | $200000.00         | $120205.52         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-03-01      | 6.0000%  | 0.0000% | $30320.00          | $17056.12          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-03-01      | 4.5000%  | 0.0000% | $1050000.00        | $759721.86         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-10-01      | 4.0000%  | 0.0000% | $550000.00         | $387447.57         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 4.5000%  | 0.0000% | $160000.00         | $128136.01         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 5.5000%  | 0.0000% | $26442016.00       | $20474007.37       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 4.0000%  | 0.0000% | $14200000.00       | $11394121.61       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-10-01      | 5.5000%  | 0.0000% | $45955136.00       | $34736746.36       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 3.5000%  | 0.0000% | $136000.00         | $101427.00         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-09-01      | 6.0000%  | 0.0000% | $437000.00         | $364727.97         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-08-01      | 6.0000%  | 0.0000% | $45901888.00       | $38472319.20       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-03-01      | 4.0000%  | 0.0000% | $17217696.00       | $14543142.32       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1431.31           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-10-01      | 4.0000%  | 0.0000% | $50249088.00       | $39994307.76       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-12-01      | 7.5000%  | 0.0000% | $78912896.00       | $25871928.57       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-11-01      | 4.0000%  | 0.0000% | $69056000.00       | $55916647.83       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-01-01      | 4.0000%  | 0.0000% | $18693824.00       | $15791205.29       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-07-01      | 4.0000%  | 0.0000% | $40839680.00       | $35204485.35       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-08-01      | 7.5000%  | 0.0000% | $105436544.00      | $43349538.65       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-10-01      | 4.0000%  | 0.0000% | $52682368.00       | $46229963.68       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-09-01      | 4.0000%  | 0.0000% | $34901440.00       | $29826197.42       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-03-01      | 4.5000%  | 0.0000% | $86488.00          | $72671.69          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-05-01      | 3.5000%  | 0.0000% | $72585.00          | $62808.97          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-07-01      | 5.5000%  | 0.0000% | $3495392.00        | $2755850.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-11-01      | 7.5000%  | 0.0000% | $18982784.00       | $16459523.16       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-04-01      | 4.5000%  | 0.0000% | $1272638.00        | $1219322.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-03-01      | 7.0000%  | 0.0000% | $942668.00         | $955341.51         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-05-01      | 4.5000%  | 0.0000% | $1568.00           | $1506.07           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-03-01      | 4.5000%  | 0.0000% | $70003000.00       | $1877522.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-11-01      | 6.0000%  | 0.0000% | $36414528.00       | $31068997.24       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-04-01      | 6.5000%  | 0.0000% | $18548928.00       | $13346161.10       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-05-01      | 6.5000%  | 0.0000% | $18840840.00       | $13322298.68       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-05-01      | 6.0000%  | 0.0000% | $30117696.00       | $24455387.22       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-05-01      | 5.0000%  | 0.0000% | $10337184.00       | $9007838.11        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-03-01      | 6.0000%  | 0.0000% | $3050000.00        | $1753205.97        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-05-01      | 4.0000%  | 0.0000% | $23248672.00       | $19065092.22       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-09-01      | 6.0000%  | 0.0000% | $52486016.00       | $48029947.47       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-10-01      | 5.0000%  | 0.0000% | $768135.00         | $746230.32         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-10-01      | 6.5000%  | 0.0000% | $15145680.00       | $15183543.90       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-10-01      | 6.5000%  | 0.0000% | $28327328.00       | $28121951.13       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-01-01      | 5.0000%  | 0.0000% | $122885632.00      | $119455195.77      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-03-01      | 5.5000%  | 0.0000% | $26506688.00       | $26748010.52       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-03-01      | 5.5000%  | 0.0000% | $37075520.00       | $37190796.72       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-04-01      | 5.0000%  | 0.0000% | $235240192.00      | $230908004.81      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-04-01      | 6.5000%  | 0.0000% | $19224000.00       | $19435784.74       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-04-01      | 6.5000%  | 0.0000% | $27900832.00       | $27673734.75       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-05-01      | 5.0000%  | 0.0000% | $40000.00          | $1283.11           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-08-01      | 5.0000%  | 0.0000% | $615000.00         | $22054.78          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-11-01      | 6.0000%  | 0.0000% | $41000.00          | $379.22            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2041-01-01      | 4.5000%  | 0.0000% | $2000000.00        | $30108.23          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2030-08-01      | 4.5000%  | 0.0000% | $10183900.00       | $145204.21         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2032-03-01      | 3.5000%  | 0.0000% | $8366000.00        | $395539.67         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-12-01      | 3.5000%  | 0.0000% | $500000.00         | $41325.94          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-03-01      | 2.5000%  | 0.0000% | $1370000.00        | $604922.51         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-10-01      | 3.5000%  | 0.0000% | $12000.00          | $4275.14           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-11-01      | 3.0000%  | 0.0000% | $19099936.00       | $11828133.80       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-02-01      | 3.0000%  | 0.0000% | $1203084.00        | $734181.27         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-08-01      | 4.0000%  | 0.0000% | $8400000.00        | $5181489.94        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-03-01      | 5.0000%  | 0.0000% | $4954150.00        | $4654135.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-05-01      | 5.5000%  | 0.0000% | $1997000.00        | $1704064.36        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-12-01      | 5.0000%  | 0.0000% | $141665024.00      | $136503762.79      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-12-01      | 5.5000%  | 0.0000% | $153315072.00      | $154405991.00      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-09-01      | 5.0000%  | 0.0000% | $34121472.00       | $32979224.87       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-04-01      | 5.0000%  | 0.0000% | $55811200.00       | $54584744.23       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $903.45            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-02-01      | 4.5000%  | 0.0000% | $200000.00         | $25489.60          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-04-01      | 4.0000%  | 0.0000% | $1592530.00        | $218429.70         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2032-03-01      | 3.5000%  | 0.0000% | $16000000.00       | $248240.28         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-03-01      | 3.5000%  | 0.0000% | $8000.00           | $1186.78           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-07-01      | 5.0000%  | 0.0000% | $16244096.00       | $14906976.37       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 3.5000%  | 0.0000% | $8607936.00        | $7492683.13        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-08-01      | 5.5000%  | 0.0000% | $3353848.00        | $3266043.51        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-08-01      | 5.5000%  | 0.0000% | $789926.00         | $766075.12         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-08-01      | 4.0000%  | 0.0000% | $39553720.00       | $35493865.21       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-11-01      | 2.0000%  | 0.0000% | $21225184.00       | $15915233.31       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-01-01      | 6.5000%  | 0.0000% | $65360128.00       | $65901643.59       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-04-01      | 2.5000%  | 0.0000% | $32636288.00       | $26672014.74       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-01-01      | 4.0000%  | 0.0000% | $17827936.00       | $16168624.82       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-08-01      | 4.0000%  | 0.0000% | $8483248.00        | $7813949.22        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-11-01      | 2.0000%  | 0.0000% | $19691584.00       | $17141338.66       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-04-01      | 5.5000%  | 0.0000% | $69775360.00       | $70680191.09       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2048-03-01      | 3.5000%  | 0.0000% | $41164416.00       | $33065487.00       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-02-01      | 6.0000%  | 0.0000% | $25468800.00       | $22659004.78       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-04-01      | 5.0000%  | 0.0000% | $99599616.00       | $92037864.04       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-12-01      | 6.5000%  | 0.0000% | $17424352.00       | $12911264.64       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-02-01      | 6.0000%  | 0.0000% | $25284128.00       | $20790654.90       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-05-01      | 5.5000%  | 0.0000% | $10741552.00       | $9912234.96        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-02-01      | 4.0000%  | 0.0000% | $7137656.00        | $6212658.80        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-06-01      | 5.5000%  | 0.0000% | $76187648.00       | $71954669.30       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-06-01      | 6.0000%  | 0.0000% | $25000000.00       | $20265604.67       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-01-01      | 4.5000%  | 0.0000% | $2500000.00        | $2222755.90        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-10-01      | 5.5000%  | 0.0000% | $313010.00         | $290384.31         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-07-01      | 6.0000%  | 0.0000% | $89032832.00       | $83718176.41       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-08-01      | 6.0000%  | 0.0000% | $12044032.00       | $11452065.09       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-07-01      | 6.0000%  | 0.0000% | $25000000.00       | $21261168.99       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-10-01      | 6.5000%  | 0.0000% | $18255616.00       | $16026433.31       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-01-01      | 2.0000%  | 0.0000% | $541783.00         | $335702.85         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2042-03-01      | 2.0000%  | 0.0000% | $10792656.00       | $6549810.45        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-06-01      | 4.0000%  | 0.0000% | $40117824.00       | $28167963.03       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-07-01      | 3.5000%  | 0.0000% | $303902720.00      | $216036887.75      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-07-01      | 4.0000%  | 0.0000% | $175000.00         | $87614.02          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-03-01      | 4.0000%  | 0.0000% | $44216160.00       | $34387723.10       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-08-01      | 6.0000%  | 0.0000% | $8550448.00        | $6123208.53        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1473.57           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-12-01      | 6.0000%  | 0.0000% | $52225792.00       | $37604484.16       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-03-01      | 5.5000%  | 0.0000% | $2025000.00        | $1618621.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-06-01      | 5.5000%  | 0.0000% | $279000.00         | $248026.63         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-01-01      | 6.0000%  | 0.0000% | $55000.00          | $49014.12          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-09-01      | 6.0000%  | 0.0000% | $130000.00         | $110885.50         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-01-01      | 5.0000%  | 0.0000% | $1472250.00        | $1449818.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-01-01      | 6.5000%  | 0.0000% | $1055620.00        | $1111785.26        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-02-01      | 5.0000%  | 0.0000% | $13634608.00       | $13383080.51       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-11-01      | 5.0000%  | 0.0000% | $407185.00         | $405238.04         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2041-03-01      | 5.0000%  | 0.0000% | $1964428.00        | $1945141.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-03-01      | 5.0000%  | 0.0000% | $9422176.00        | $9320330.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-02-01      | 5.5000%  | 0.0000% | $3345740.00        | $3386941.25        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-03-01      | 5.5000%  | 0.0000% | $35089664.00       | $35058958.54       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-03-01      | 6.5000%  | 0.0000% | $1088640.00        | $1157031.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-03-01      | 5.0000%  | 0.0000% | $2207232.00        | $2185119.31        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-04-01      | 6.0000%  | 0.0000% | $4526528.00        | $4644722.63        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-04-01      | 6.5000%  | 0.0000% | $1041130.00        | $1093748.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-04-01      | 7.0000%  | 0.0000% | $1716000.00        | $1827007.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-05-01      | 5.0000%  | 0.0000% | $1095160.00        | $1084929.87        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-05-01      | 6.0000%  | 0.0000% | $1786000.00        | $1842192.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-02-01      | 6.5000%  | 0.0000% | $42330752.00       | $36111279.10       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-06-01      | 2.5000%  | 0.0000% | $84196096.00       | $66275344.40       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-05-01      | 6.5000%  | 0.0000% | $87550720.00       | $74289715.21       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-06-01      | 5.0000%  | 0.0000% | $14655648.00       | $13758878.10       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-12-01      | 6.5000%  | 0.0000% | $18678208.00       | $14505820.87       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-08-01      | 4.5000%  | 0.0000% | $2680576.00        | $177339.96         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-08-01      | 6.0000%  | 0.0000% | $1468200.00        | $1467037.40        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-09-01      | 6.0000%  | 0.0000% | $19185568.00       | $16678720.08       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2040-10-01      | 2.0000%  | 0.0000% | $41163328.00       | $19028358.96       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2036-06-01      | 2.0000%  | 0.0000% | $3611748.00        | $1667174.09        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2035-08-01      | 5.5000%  | 0.0000% | $671094.00         | $544288.41         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-02-01      | 5.0000%  | 0.0000% | $30242.00          | $24754.48          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-06-01      | 6.0000%  | 0.0000% | $1434510.00        | $702372.41         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2041-01-01      | 5.5000%  | 0.0000% | $2083088.00        | $2100973.04        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2041-03-01      | 4.5000%  | 0.0000% | $1325464.00        | $1306192.01        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2049-11-01      | 3.0000%  | 0.0000% | $1615946.00        | $368064.40         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-09-01      | 6.0000%  | 0.0000% | $79000.00          | $420.22            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-10-01      | 5.0000%  | 0.0000% | $580000.00         | $7418.29           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-12-01      | 4.0000%  | 0.0000% | $4090000.00        | $155249.73         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-12-01      | 5.5000%  | 0.0000% | $23000.00          | $752.83            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-12-01      | 5.5000%  | 0.0000% | $870000.00         | $794134.00         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-12-01      | 5.0000%  | 0.0000% | $29167328.00       | $26378060.50       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-04-01      | 2.5000%  | 0.0000% | $4044184.00        | $3067063.25        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-01-01      | 2.5000%  | 0.0000% | $3455000.00        | $2073871.99        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-04-01      | 2.5000%  | 0.0000% | $39502016.00       | $20981883.86       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-09-01      | 2.5000%  | 0.0000% | $193000.00         | $111916.57         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-04-01      | 3.0000%  | 0.0000% | $5950000.00        | $3944286.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-10-01      | 6.5000%  | 0.0000% | $1199716.00        | $1130751.97        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-11-01      | 5.5000%  | 0.0000% | $2454984.00        | $2473049.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-04-01      | 5.0000%  | 0.0000% | $1880578.00        | $1859754.12        | Agency Mortgage-Backed Securities |

### Security 220: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 952JMUII9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 952JMUII9_3.61_0601
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 - JPM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-09-01      | NA       | 0.0000% | $191287600.00      | $189528901.81      | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-07-31      | 3.8100%  | 0.0000% | $130843400.00      | $131276370.31      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.7500%  | 0.0000% | $8484700.00        | $8445984.64        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 2.3750%  | 0.0000% | $55813500.00       | $55063396.29       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-29      | NA       | 0.0000% | $1248569600.00     | $1229718696.18     | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-27      | NA       | 0.0000% | $1973091200.00     | $1955966741.48     | U.S. Treasuries (including strips) |

### Security 221: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 3.619900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_3.62_0601
- **C.18 - Value (incl. sponsor support):** $5850000000.00
- **C.18.a - Value (excl. sponsor support):** $5850000000.00
- **C.19 - Percentage of Net Assets:** 2.5700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 - NORTHERN TRUST

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $1573045700.00     | $1585472072.80     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $600000000.00      | $611186815.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $1240428400.00     | $1283536688.27     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $100000000.00      | $96976562.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $1621950000.00     | $1658432631.65     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $377588100.00      | $381567368.25      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-15      | 3.8750%  | 0.0000% | $350000000.00      | $349827861.35      | U.S. Treasuries (including strips) |

### Security 222: Fixed Income Clearing Corp. Tri Party Repo - CITI

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - CITI 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 956ZCJ003, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 956ZCJ003_3.61_0601
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 - CITI

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2042-08-15      | 2.7500%  | 0.0000% | $2348200.00        | $1803005.69        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 5.5000%  | 0.0000% | $200.00            | $209.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $63.28             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $1318900.00        | $645303.86         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $1000300.00        | $629018.64         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-11-15      | 1.6250%  | 0.0000% | $300.00            | $155.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $200.00            | $128.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $69.52             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $2957200.00        | $2147846.82        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 1.7500%  | 0.0000% | $25900.00          | $17387.04          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $1866600.00        | $1017521.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $182500.00         | $149919.45         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $4000.00           | $3177.93           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $9483100.00        | $9313135.02        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $96.42             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $66588800.00       | $60748754.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $768800.00         | $759607.61         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 4.6250%  | 0.0000% | $1700.00           | $1628.53           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $400.00            | $345.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $400.00            | $390.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $136000.00         | $139113.27         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $400.00            | $401.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $3546700.00        | $2519673.52        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-11-27      | NA       | 0.0000% | $1000.00           | $981.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $31513100.00       | $22102065.49       | U.S. Treasuries (including strips) |

### Security 223: TD Securities USA LLC Tri Party Repo

- **C.1 - Title:** TD Securities USA LLC Tri Party Repo 3.630000%
- **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: 976GZG002, C.3 - LEI: 5493006RJSLS5DA4PD75, C.5 - Other ID: 976GZG002_3.63_0601
- **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):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC REMICS                    | 2055-11-25      | 2.3379%  | 0.0000% | $67753450.00       | $4375429.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-25      | 2.7879%  | 0.0000% | $52796000.00       | $3981868.14        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-03-25      | 1.4379%  | 0.0000% | $89813013.00       | $3798311.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-25      | 1.9179%  | 0.0000% | $10840957.00       | $772559.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-25      | 1.1379%  | 0.0000% | $200000000.00      | $3931585.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-25      | 3.5879%  | 0.0000% | $55928263.00       | $3999453.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-25      | 3.4879%  | 0.0000% | $87500000.00       | $4233149.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-25      | 1.9379%  | 0.0000% | $143452033.00      | $4222594.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-25      | 1.9379%  | 0.0000% | $50000000.00       | $3876749.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-25      | 2.5379%  | 0.0000% | $103484644.00      | $4346813.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-25      | 1.7879%  | 0.0000% | $187027625.00      | $3950986.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 2.2879%  | 0.0000% | $50000000.00       | $3718881.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 1.4879%  | 0.0000% | $38065222.00       | $1374904.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-10-25      | 2.3734%  | 0.0000% | $38298943.00       | $3845861.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-25      | 2.2279%  | 0.0000% | $100000000.00      | $3570852.09        | Agency Mortgage-Backed Securities |

### Security 224: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.499900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985SRR000_3.50_0601
- **C.18 - Value (incl. sponsor support):** $122000.00
- **C.18.a - Value (excl. sponsor support):** $122000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $125100.00         | $124513.15         | U.S. Treasuries (including strips) |

### Security 225: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.619900%
- **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: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.62_0601
- **C.18 - Value (incl. sponsor support):** $145000000.00
- **C.18.a - Value (excl. sponsor support):** $145000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL | 2055-12-20      | 5.5000%  | 0.0000% | $11398771.00       | $11593762.52       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-01-20      | 5.5000%  | 0.0000% | $58516201.00       | $58424426.46       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-12-20      | 6.0000%  | 0.0000% | $57799917.00       | $58412442.59       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-04-20      | 4.5000%  | 0.0000% | $20219598.00       | $19469368.63       | Agency Mortgage-Backed Securities |

### Security 226: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.699900%
- **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: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.70_0828
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2056-04-25      | NA       | 0.0000% | $250000.00         | $157.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-05-25      | 3.1879%  | 0.0000% | $17185088.00       | $1399317.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-25      | 1.3379%  | 0.0000% | $100000000.00      | $1882742.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-25      | NA       | 0.0000% | $144044.00         | $60.34             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-25      | 2.1379%  | 0.0000% | $32165330.00       | $1396603.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-25      | 8.2121%  | 0.0000% | $1200000.00        | $890194.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-25      | 3.3879%  | 0.0000% | $28500000.00       | $1577363.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-25      | 3.3879%  | 0.0000% | $21556049.00       | $1813217.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-25      | 4.5621%  | 0.0000% | $500000.00         | $485883.14         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2052-06-25      | 5.5000%  | 0.0000% | $35980271.00       | $2493213.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-25      | 2.1879%  | 0.0000% | $61422874.00       | $2117694.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-25      | 4.5621%  | 0.0000% | $2000000.00        | $1783193.07        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2050-05-25      | 4.0000%  | 0.0000% | $1123590.00        | $888086.42         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-02-25      | 1.4379%  | 0.0000% | $89668390.00       | $1701253.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-25      | 6.0000%  | 0.0000% | $3843970.00        | $679613.62         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-11-25      | 1.0879%  | 0.0000% | $85250000.00       | $2137193.60        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-02-25      | 1.4879%  | 0.0000% | $100000000.00      | $2256709.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 4.6121%  | 0.0000% | $2500000.00        | $1959229.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 4.6121%  | 0.0000% | $2400000.00        | $1335610.28        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-02-25      | 8.2621%  | 0.0000% | $10416557.00       | $824806.70         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-02-25      | 8.9621%  | 0.0000% | $7692308.00        | $832224.25         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-02-25      | 8.9121%  | 0.0000% | $7142857.00        | $787130.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 3.4379%  | 0.0000% | $2000000.00        | $120207.48         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-02-25      | 0.4879%  | 0.0000% | $100000000.00      | $640062.21         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-02-25      | 0.3879%  | 0.0000% | $100000000.00      | $645319.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 6.0000%  | 0.0000% | $6214820.00        | $798373.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-25      | 0.3000%  | 0.0000% | $27035232.00       | $125327.09         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-12-25      | 1.4379%  | 0.0000% | $124000000.00      | $1848270.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 2.1879%  | 0.0000% | $87000000.00       | $1959599.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-25      | 2.2879%  | 0.0000% | $76587639.00       | $1386230.80        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-08-25      | 2.1879%  | 0.0000% | $83097177.00       | $1955034.83        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-08-25      | 1.4379%  | 0.0000% | $100000000.00      | $1095954.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-08-25      | 2.1379%  | 0.0000% | $50000000.00       | $990611.36         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-08-25      | 1.5379%  | 0.0000% | $100000000.00      | $1280190.06        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-08-25      | 3.4879%  | 0.0000% | $40000000.00       | $1349992.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-25      | 1.6379%  | 0.0000% | $67000000.00       | $913297.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-25      | 1.5379%  | 0.0000% | $70000000.00       | $987832.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-03-25      | 2.0000%  | 0.0000% | $4850000.00        | $480570.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-25      | 2.0000%  | 0.0000% | $7523616.00        | $806473.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-25      | 5.5000%  | 0.0000% | $91248.00          | $105305.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-25      | NA       | 0.0000% | $60720216.00       | $33649974.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-25      | 1.8379%  | 0.0000% | $8997496.00        | $512249.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-25      | 2.0879%  | 0.0000% | $78498283.00       | $1744835.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-25      | NA       | 0.0000% | $8531436.00        | $4058707.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-25      | 1.3879%  | 0.0000% | $75000000.00       | $815568.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-25      | 2.3879%  | 0.0000% | $50000000.00       | $936834.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-25      | NA       | 0.0000% | $19230770.00       | $6719404.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-25      | 0.4500%  | 0.0000% | $50000000.00       | $296605.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-25      | 2.3579%  | 0.0000% | $50000000.00       | $1120849.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-25      | 2.5879%  | 0.0000% | $44058832.00       | $1470911.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-12-25      | 3.3079%  | 0.0000% | $48069226.00       | $1751134.46        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2056-05-25      | 5.0000%  | 0.0000% | $592214.00         | $468523.96         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2056-05-25      | 4.5000%  | 0.0000% | $201005.00         | $141024.94         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2056-05-25      | 6.0000%  | 0.0000% | $18482286.00       | $3405411.26        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2056-06-25      | 0.8568%  | 0.0000% | $50000000.00       | $1004310.06        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2056-06-25      | 0.5512%  | 0.0000% | $110000000.00      | $2199586.52        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2056-06-25      | NA       | 0.0000% | $100000000.00      | $499900.00         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP                 | 2052-04-25      | 2.0000%  | 0.0000% | $1388303.00        | $113267.14         | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS               | 2053-10-25      | 1.3879%  | 0.0000% | $25000000.00       | $449891.25         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP                 | 2053-09-25      | 5.5000%  | 0.0000% | $136435604.00      | $22145384.46       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2046-07-25      | 5.0000%  | 0.0000% | $1100000.00        | $145119.39         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-12-25      | 5.5000%  | 0.0000% | $14181354.00       | $2517136.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-25      | 4.0000%  | 0.0000% | $48552.00          | $53792.37          | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2056-03-25      | 0.7379%  | 0.0000% | $40000000.00       | $698920.70         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2056-04-25      | 5.5000%  | 0.0000% | $4615193.00        | $705442.77         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2056-04-25      | 5.0000%  | 0.0000% | $767130.00         | $607275.23         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-04-25      | 5.5000%  | 0.0000% | $474545.00         | $89635.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-04-25      | 1.3879%  | 0.0000% | $50000000.00       | $1202839.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-04-25      | 0.3079%  | 0.0000% | $113417306.00      | $1122914.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-25      | 3.2379%  | 0.0000% | $36192859.00       | $1833461.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-25      | 2.1379%  | 0.0000% | $22000000.00       | $596959.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-25      | 3.3879%  | 0.0000% | $11200000.00       | $469971.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-25      | 4.7621%  | 0.0000% | $300000.00         | $194022.09         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2044-05-25      | 5.5000%  | 0.0000% | $16492411.00       | $2314834.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-25      | 4.8121%  | 0.0000% | $200000.00         | $138940.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 4.6121%  | 0.0000% | $2200000.00        | $1138316.63        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-01-25      | 2.1379%  | 0.0000% | $32822000.00       | $1085608.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-25      | 6.0000%  | 0.0000% | $97669143.00       | $12904986.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-25      | 2.2879%  | 0.0000% | $78932469.00       | $1906019.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-01-25      | 5.0000%  | 0.0000% | $44052956.00       | $4652772.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-25      | 2.8079%  | 0.0000% | $35000000.00       | $1306240.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-25      | 4.8621%  | 0.0000% | $400000.00         | $282010.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 3.4379%  | 0.0000% | $33500000.00       | $1844035.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 4.5621%  | 0.0000% | $2000000.00        | $1496531.13        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-02-25      | 9.6621%  | 0.0000% | $11571429.00       | $1298433.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-25      | 1.4879%  | 0.0000% | $83088919.00       | $1580570.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-25      | 4.7621%  | 0.0000% | $3146621.00        | $1707781.85        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2051-06-25      | 6.0000%  | 0.0000% | $26213708.00       | $1086528.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-25      | 4.4821%  | 0.0000% | $700000.00         | $525519.94         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-04-25      | 2.3879%  | 0.0000% | $47194831.00       | $2207618.84        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-12-25      | 1.4879%  | 0.0000% | $70000000.00       | $1480716.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-25      | 4.7621%  | 0.0000% | $400000.00         | $224573.52         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-01-25      | 1.5573%  | 0.0000% | $72226975.00       | $1878171.25        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP                 | 2054-05-25      | 3.4379%  | 0.0000% | $50000000.00       | $1284494.96        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2067-02-16      | 0.8869%  | 0.0000% | $207684662.00      | $16216095.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 4.8121%  | 0.0000% | $400000.00         | $264747.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-25      | 4.5621%  | 0.0000% | $400000.00         | $259820.07         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-11-25      | 6.9121%  | 0.0000% | $17670720.00       | $1736477.32        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-10-25      | 1.3879%  | 0.0000% | $90000000.00       | $1686343.49        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-09-25      | 6.9121%  | 0.0000% | $16053779.00       | $1414326.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 2.2879%  | 0.0000% | $128411411.00      | $2258872.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-01-25      | 6.0000%  | 0.0000% | $5246197.00        | $170770.31         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP                 | 2053-10-25      | NA       | 0.0000% | $86085853.00       | $36594699.09       | Agency Mortgage-Backed Securities |
| FHLMC STRUCTURED PASS THROUGH    | 2032-08-01      | 4.5320%  | 0.0000% | $1499668.00        | $280.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-25      | 2.0000%  | 0.0000% | $58300000.00       | $5663094.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-25      | 3.5000%  | 0.0000% | $800000.00         | $72607.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-25      | 3.5000%  | 0.0000% | $1080000.00        | $131353.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-02-25      | 2.0000%  | 0.0000% | $454316766.00      | $176184147.06      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-12-25      | NA       | 0.0000% | $30232137.00       | $372900.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-04-25      | 2.0000%  | 0.0000% | $18525000.00       | $1291397.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-12-25      | 3.0000%  | 0.0000% | $19000000.00       | $2207189.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-25      | 3.0000%  | 0.0000% | $1500000.00        | $82148.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-01-25      | 2.0000%  | 0.0000% | $12500000.00       | $913626.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-01-25      | 2.6879%  | 0.0000% | $5495615.00        | $355128.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-25      | 3.0000%  | 0.0000% | $19310978.00       | $2069653.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-25      | 1.5000%  | 0.0000% | $19872000.00       | $2986468.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-25      | 2.0000%  | 0.0000% | $77221.00          | $34235.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-25      | 1.5000%  | 0.0000% | $219650.00         | $82610.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-03-25      | 1.5000%  | 0.0000% | $3333333.00        | $242305.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-25      | 3.5000%  | 0.0000% | $4304585.00        | $93813.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-05-25      | 4.5000%  | 0.0000% | $60000000.00       | $3461685.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-06-25      | 5.0000%  | 0.0000% | $80851779.00       | $4249703.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-06-25      | 2.5000%  | 0.0000% | $75454016.00       | $3619414.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-07-25      | 2.3234%  | 0.0000% | $27425571.00       | $2040238.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-25      | 3.5000%  | 0.0000% | $707479.00         | $43703.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-25      | 3.0000%  | 0.0000% | $1079309.00        | $92470.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-10-25      | 2.0000%  | 0.0000% | $9375000.00        | $692642.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-10-25      | 2.5000%  | 0.0000% | $40500000.00       | $3938579.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-25      | 0.4879%  | 0.0000% | $12500000.00       | $270733.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-25      | NA       | 0.0000% | $100997031.00      | $9216.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-05-25      | NA       | 0.0000% | $83936714.00       | $213851.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-25      | 2.0000%  | 0.0000% | $23667726.00       | $2284688.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-07-25      | 2.5000%  | 0.0000% | $4989853.00        | $368464.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-25      | 4.5000%  | 0.0000% | $100304477.00      | $9968841.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-04-25      | 3.0000%  | 0.0000% | $20592013.00       | $2585173.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-25      | 3.0000%  | 0.0000% | $870000.00         | $54972.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-03-25      | 2.0000%  | 0.0000% | $900000.00         | $96124.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-10-25      | NA       | 0.0000% | $4344464.00        | $2480414.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-25      | 3.0000%  | 0.0000% | $8075000.00        | $888147.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-25      | 3.0000%  | 0.0000% | $24780470.00       | $2864366.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-25      | 2.5000%  | 0.0000% | $3000000.00        | $2250162.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-25      | 3.5000%  | 0.0000% | $23202878.00       | $3713876.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-01-25      | 3.0000%  | 0.0000% | $900000.00         | $72555.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-25      | 2.1379%  | 0.0000% | $20500000.00       | $545021.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-25      | 2.9879%  | 0.0000% | $50000000.00       | $1401455.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-25      | NA       | 0.0000% | $1071429.00        | $360543.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-02-25      | 3.3879%  | 0.0000% | $49804670.00       | $1917232.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-25      | 2.7879%  | 0.0000% | $9500000.00        | $326901.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-25      | 3.3879%  | 0.0000% | $14000000.00       | $586175.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-25      | 2.1379%  | 0.0000% | $25000000.00       | $519864.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-25      | 0.2500%  | 0.0000% | $20509788.00       | $67089.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-25      | 0.3000%  | 0.0000% | $30254955.00       | $110381.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-25      | 2.2379%  | 0.0000% | $35000000.00       | $994139.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-25      | 2.3234%  | 0.0000% | $8000000.00        | $281842.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 1.0879%  | 0.0000% | $34000000.00       | $544505.18         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-11-25      | 1.5379%  | 0.0000% | $100000000.00      | $2334472.45        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-11-25      | 2.2879%  | 0.0000% | $56294386.00       | $1667532.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-25      | 1.5379%  | 0.0000% | $99180488.00       | $1575904.83        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-12-25      | 1.4379%  | 0.0000% | $100000000.00      | $1696365.48        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-12-25      | 0.0500%  | 0.0000% | $50000000.00       | $40006.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-25      | 3.4879%  | 0.0000% | $50000000.00       | $2292176.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-25      | 1.4379%  | 0.0000% | $159000000.00      | $2098475.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-25      | 1.4879%  | 0.0000% | $166000000.00      | $2150851.38        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-12-25      | 2.2379%  | 0.0000% | $62975811.00       | $2115280.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-01-25      | 6.0000%  | 0.0000% | $9719801.00        | $488653.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-25      | 4.6121%  | 0.0000% | $700000.00         | $468531.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-25      | 1.5379%  | 0.0000% | $29500000.00       | $459093.57         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-11-25      | 1.0379%  | 0.0000% | $100000000.00      | $1407737.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-25      | 4.7121%  | 0.0000% | $200000.00         | $166552.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-25      | 0.2500%  | 0.0000% | $100000000.00      | $588847.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-25      | 6.0000%  | 0.0000% | $4166667.00        | $751641.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-25      | 4.8121%  | 0.0000% | $1200000.00        | $1160553.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-25      | 0.1500%  | 0.0000% | $45000000.00       | $64130.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-25      | 1.6379%  | 0.0000% | $42614500.00       | $1186673.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-25      | 4.0000%  | 0.0000% | $28755679.00       | $1593618.93        | Agency Mortgage-Backed Securities |

### Security 227: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.71_0902
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE                     | 2053-05-20      | 2.5249%  | 0.0000% | $20000000.00       | $293784.31         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-05-20      | 1.8749%  | 0.0000% | $125000000.00      | $1836535.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 2.4749%  | 0.0000% | $38833331.00       | $1184118.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.8749%  | 0.0000% | $50000000.00       | $1019989.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.8249%  | 0.0000% | $100000000.00      | $1431086.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.8249%  | 0.0000% | $100000000.00      | $1491727.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 1.8749%  | 0.0000% | $60000000.00       | $879423.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 2.4549%  | 0.0000% | $91300568.00       | $2769160.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.7749%  | 0.0000% | $114387549.00      | $2593635.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 2.5249%  | 0.0000% | $30000000.00       | $1026435.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 2.3749%  | 0.0000% | $125000000.00      | $2212896.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 2.4249%  | 0.0000% | $51000000.00       | $932738.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 2.3749%  | 0.0000% | $45000000.00       | $1045483.60        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-06-20      | 1.6749%  | 0.0000% | $100000000.00      | $2045648.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 0.1000%  | 0.0000% | $25576073.00       | $46407.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 0.1000%  | 0.0000% | $46848773.00       | $99086.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 6.5000%  | 0.0000% | $500102.00         | $960.86            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 1.6749%  | 0.0000% | $50000000.00       | $1045640.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-06-20      | 0.1500%  | 0.0000% | $20000000.00       | $29307.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 0.1000%  | 0.0000% | $25000000.00       | $21826.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.9049%  | 0.0000% | $50000000.00       | $541417.98         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-07-20      | 1.4549%  | 0.0000% | $40000000.00       | $840004.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.6249%  | 0.0000% | $100000000.00      | $1461837.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 2.0949%  | 0.0000% | $70000000.00       | $1308986.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-08-20      | 6.5000%  | 0.0000% | $777590.00         | $40165.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-08-20      | 6.5000%  | 0.0000% | $777590.00         | $40179.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-11-20      | 2.6829%  | 0.0000% | $14100000.00       | $18999.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-05-20      | 2.0183%  | 0.0000% | $56469109.00       | $207155.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-04-20      | 1.7341%  | 0.0000% | $236400.00         | $2019.02           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-05-20      | 2.1543%  | 0.0000% | $43358045.00       | $147863.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-11-20      | 2.2667%  | 0.0000% | $61741854.00       | $344815.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-03-20      | 4.0000%  | 0.0000% | $19907536.00       | $1835851.60        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-03-20      | 2.4749%  | 0.0000% | $100000000.00      | $2705280.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 2.5000%  | 0.0000% | $285000.00         | $30421.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 2.0249%  | 0.0000% | $141771787.00      | $4298809.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 4.5000%  | 0.0000% | $46146.00          | $40009.37          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.9249%  | 0.0000% | $150000000.00      | $2898831.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.9249%  | 0.0000% | $130000000.00      | $3117124.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.8249%  | 0.0000% | $100000000.00      | $1430955.17        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-05-20      | 1.7449%  | 0.0000% | $40000000.00       | $877824.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 0.0500%  | 0.0000% | $8823868.00        | $8759.13           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 2.6449%  | 0.0000% | $86905000.00       | $1798887.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 2.0049%  | 0.0000% | $83400000.00       | $1292927.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.9749%  | 0.0000% | $150000000.00      | $2409325.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 2.0749%  | 0.0000% | $100000000.00      | $3731751.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 5.5000%  | 0.0000% | $25126.00          | $26588.92          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.9749%  | 0.0000% | $50000000.00       | $1492983.89        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-04-20      | 1.1749%  | 0.0000% | $50000000.00       | $710813.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 45.8482% | 0.0000% | $3393175.00        | $3300288.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.9749%  | 0.0000% | $200000000.00      | $4815938.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | NA       | 0.0000% | $9090910.00        | $4816218.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 2.0749%  | 0.0000% | $50000000.00       | $2816500.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 1.9649%  | 0.0000% | $52749312.00       | $1658030.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 2.3449%  | 0.0000% | $100000000.00      | $4113612.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 1.4449%  | 0.0000% | $10000000.00       | $199540.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 2.4549%  | 0.0000% | $50000000.00       | $687896.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.8249%  | 0.0000% | $50000000.00       | $715609.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 2.5749%  | 0.0000% | $50000000.00       | $748835.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.8749%  | 0.0000% | $130000000.00      | $1910125.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 0.0500%  | 0.0000% | $24969221.00       | $38992.28          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 2.5249%  | 0.0000% | $21012650.00       | $1664671.53        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-05-20      | 1.3025%  | 0.0000% | $105000000.00      | $4232091.23        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-05-20      | NA       | 0.0000% | $250000.00         | $1249.25           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-05-20      | 6.0000%  | 0.0000% | $15709.00          | $15341.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | NA       | 0.0000% | $150000000.00      | $1051321.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | 1.8849%  | 0.0000% | $54862753.00       | $3459405.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 1.9249%  | 0.0000% | $50000000.00       | $681152.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-12-20      | 2.0142%  | 0.0000% | $92415946.00       | $2007943.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 0.1305%  | 0.0000% | $6851664.00        | $36566.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-08-20      | 0.9408%  | 0.0000% | $17021329.00       | $1470257.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-06-20      | NA       | 0.0000% | $24794506.00       | $8.49              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-08-20      | 0.8932%  | 0.0000% | $1670100.00        | $108899.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-08-20      | 1.0219%  | 0.0000% | $51417388.00       | $1978757.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-09-20      | 0.8752%  | 0.0000% | $23373901.00       | $1965817.84        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-11-20      | 2.6749%  | 0.0000% | $27500714.00       | $395003.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 1.8749%  | 0.0000% | $25000000.00       | $339449.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 0.5249%  | 0.0000% | $100000000.00      | $1662386.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | NA       | 0.0000% | $30000000.00       | $92808.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | NA       | 0.0000% | $84088575.00       | $23868.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | NA       | 0.0000% | $150000000.00      | $760009.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 3.0000%  | 0.0000% | $9169880.00        | $963028.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 2.0249%  | 0.0000% | $29507903.00       | $1539067.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | 3.0000%  | 0.0000% | $44480.00          | $25980.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | NA       | 0.0000% | $50000000.00       | $45524.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 4.0000%  | 0.0000% | $32222222.00       | $1594995.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 0.1249%  | 0.0000% | $58619846.00       | $571616.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 2.5249%  | 0.0000% | $13083619.00       | $928240.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-10-20      | 0.8128%  | 0.0000% | $38952479.00       | $2293322.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-07-20      | 0.2722%  | 0.0000% | $61561973.00       | $911786.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-01-20      | 1.2752%  | 0.0000% | $74000000.00       | $5225981.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-04-20      | 0.0070%  | 0.0000% | $50000000.00       | $1417.01           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | NA       | 0.0000% | $127754768.00      | $709003.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | NA       | 0.0000% | $83953899.00       | $423259.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 2.3749%  | 0.0000% | $65000000.00       | $3938169.08        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 1.7249%  | 0.0000% | $18100000.00       | $807949.11         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-10-20      | 1.1249%  | 0.0000% | $173533715.00      | $5612278.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 0.0749%  | 0.0000% | $187482306.00      | $2412071.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $20750663.00       | $138013.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $54906266.00       | $326997.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $150000000.00      | $242252.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $125000000.00      | $684647.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 2.5000%  | 0.0000% | $600000.00         | $57621.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-10-20      | 2.5000%  | 0.0000% | $67644528.00       | $2443141.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $28015543.00       | $153654.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $30595930.00       | $200728.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $25000000.00       | $47790.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $13613510.00       | $52400.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $63959920.00       | $108856.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-05-16      | 0.7360%  | 0.0000% | $10337547.00       | $483003.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $53855000.00       | $6150.19           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | NA       | 0.0000% | $30654000.00       | $29901.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | NA       | 0.0000% | $300000000.00      | $7431.01           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 0.6249%  | 0.0000% | $74747961.00       | $930257.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 3.5000%  | 0.0000% | $1390000.00        | $150811.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $9269669.00        | $1006873.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 2.5000%  | 0.0000% | $12276294.00       | $1340496.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 3.0000%  | 0.0000% | $9145000.00        | $1132547.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.5000%  | 0.0000% | $40575448.00       | $2829725.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-08-20      | 0.4245%  | 0.0000% | $70902317.00       | $1122527.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-16      | 2.5000%  | 0.0000% | $1200000.00        | $156533.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 2.0000%  | 0.0000% | $75000000.00       | $5138547.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 2.5000%  | 0.0000% | $1000000.00        | $68715.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.0000%  | 0.0000% | $17375000.00       | $1455747.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $549984.00         | $41659.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $45988001.00       | $4880518.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | 3.0000%  | 0.0000% | $22099324.00       | $1341077.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | 2.6329%  | 0.0000% | $6064222.00        | $488320.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | 2.5829%  | 0.0000% | $35599353.00       | $1321701.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | 3.0000%  | 0.0000% | $16124171.00       | $1485627.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 2.0000%  | 0.0000% | $110000000.00      | $3036147.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 2.0749%  | 0.0000% | $150000000.00      | $4470234.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | NA       | 0.0000% | $570392.00         | $266003.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.9749%  | 0.0000% | $50000000.00       | $1221450.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 6.5000%  | 0.0000% | $3548218.00        | $186669.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 6.0000%  | 0.0000% | $31874.00          | $33573.52          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 6.0000%  | 0.0000% | $2582919.00        | $181484.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 6.5000%  | 0.0000% | $2884614.00        | $196629.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $28157352.00       | $3589840.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | NA       | 0.0000% | $100000000.00      | $91938.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $43048333.00       | $3270253.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | NA       | 0.0000% | $407300000.00      | $6884.53           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $33333333.00       | $3107792.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | NA       | 0.0000% | $250000000.00      | $176127.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 0.1749%  | 0.0000% | $43152691.00       | $638684.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | NA       | 0.0000% | $150000000.00      | $7222.93           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-12-20      | 2.0000%  | 0.0000% | $100000000.00      | $2838381.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 3.0000%  | 0.0000% | $260000.00         | $31407.84          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 6.0000%  | 0.0000% | $25407180.00       | $4607725.77        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2045-09-20      | 1.1341%  | 0.0000% | $162953049.00      | $5691903.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 2.3249%  | 0.0000% | $50000000.00       | $3804076.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 2.3749%  | 0.0000% | $24204330.00       | $1825012.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.1249%  | 0.0000% | $100000000.00      | $1749000.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-03-20      | 1.6249%  | 0.0000% | $140000000.00      | $1723066.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 4.5000%  | 0.0000% | $2690500.00        | $2313762.33        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 1.8249%  | 0.0000% | $50000000.00       | $3621055.85        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-05-20      | NA       | 0.0000% | $250000.00         | $1248.50           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-03-20      | NA       | 0.0000% | $250000.00         | $1.24              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-03-20      | 1.3749%  | 0.0000% | $65000000.00       | $2377979.52        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-03-20      | 4.7500%  | 0.0000% | $1208115.00        | $948608.11         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2048-04-20      | 6.0000%  | 0.0000% | $20000000.00       | $2343063.30        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-04-20      | NA       | 0.0000% | $250000.00         | $1240.47           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-04-20      | 2.6749%  | 0.0000% | $25000000.00       | $1749423.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-10-20      | 5.0000%  | 0.0000% | $4000000.00        | $377739.92         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-10-20      | 4.7500%  | 0.0000% | $2341.00           | $2318.45           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2076-03-20      | 1.7564%  | 0.0000% | $38716980.00       | $2438309.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 5.0000%  | 0.0000% | $13020665.00       | $1178985.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 2.5000%  | 0.0000% | $20178825.00       | $1749469.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | NA       | 0.0000% | $35546109.00       | $39401.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 2.5000%  | 0.0000% | $3268294.00        | $295245.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.5000%  | 0.0000% | $15000000.00       | $1165486.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | NA       | 0.0000% | $30000000.00       | $116743.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.0000%  | 0.0000% | $1000.00           | $456.08            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $4405.00           | $2552.17           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.5829%  | 0.0000% | $37934856.00       | $1589800.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.5829%  | 0.0000% | $17579799.00       | $592426.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | NA       | 0.0000% | $102670443.00      | $49141.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | NA       | 0.0000% | $150000000.00      | $103729.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 3.0000%  | 0.0000% | $67833332.00       | $5640567.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 0.4829%  | 0.0000% | $90437500.00       | $1328233.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 3.0000%  | 0.0000% | $2766667.00        | $215869.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 0.4329%  | 0.0000% | $39514522.00       | $439423.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 3.0000%  | 0.0000% | $76683405.00       | $3006917.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 2.4329%  | 0.0000% | $34072324.00       | $2245050.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 3.0000%  | 0.0000% | $4268994.00        | $358335.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 0.0329%  | 0.0000% | $48426531.00       | $47659.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-20      | 3.5000%  | 0.0000% | $24566517.00       | $1972753.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-20      | 3.0000%  | 0.0000% | $40337355.00       | $3412692.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | NA       | 0.0000% | $45581644.00       | $52294.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | NA       | 0.0000% | $31281637.00       | $59966.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 2.5000%  | 0.0000% | $2210082.00        | $194630.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 2.5829%  | 0.0000% | $20513623.00       | $1239914.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 2.0000%  | 0.0000% | $580000.00         | $41964.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 2.0000%  | 0.0000% | $200000.00         | $12803.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 2.0000%  | 0.0000% | $205000.00         | $15320.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-01-20      | 3.5000%  | 0.0000% | $9416164.00        | $175805.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-03-20      | 2.3829%  | 0.0000% | $16705945.00       | $541143.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 1.0863%  | 0.0000% | $32572799.00       | $286117.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-05-20      | 2.3829%  | 0.0000% | $46753246.00       | $2047297.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-05-20      | 2.3329%  | 0.0000% | $5856000.00        | $304989.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-02-20      | 2.2829%  | 0.0000% | $18566000.00       | $473990.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 3.5000%  | 0.0000% | $26643762.00       | $335932.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 2.5000%  | 0.0000% | $11000000.00       | $165589.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 3.0000%  | 0.0000% | $4837813.00        | $331109.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 3.0000%  | 0.0000% | $5000000.00        | $78320.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 3.0000%  | 0.0000% | $7800777.00        | $539964.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | NA       | 0.0000% | $9244444.00        | $38548.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | NA       | 0.0000% | $9236502.00        | $39755.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | 0.0249%  | 0.0000% | $41130613.00       | $244596.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 0.5045%  | 0.0000% | $100000.00         | $3728.05           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-04-20      | 2.1919%  | 0.0000% | $100000.00         | $1906.75           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-06-20      | 0.7433%  | 0.0000% | $22881775.00       | $1561679.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-06-16      | 4.5000%  | 0.0000% | $2927296.00        | $89556.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-02-20      | 5.0000%  | 0.0000% | $31592027.00       | $769239.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-12-20      | 3.5000%  | 0.0000% | $2715715.00        | $27468.00          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-09-20      | 6.0000%  | 0.0000% | $6250000.00        | $579176.61         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 5.0000%  | 0.0000% | $2869657.00        | $110376.30         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 1.6749%  | 0.0000% | $16000000.00       | $764928.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-06-20      | 1.2539%  | 0.0000% | $28211035.00       | $204294.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-20      | 2.2829%  | 0.0000% | $173295441.00      | $1373831.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-11-20      | 2.3829%  | 0.0000% | $15277666.00       | $488573.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-20      | 2.3329%  | 0.0000% | $85616740.00       | $592178.80         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-07-16      | 1.0135%  | 0.0000% | $11531029.00       | $930454.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 0.1500%  | 0.0000% | $70000000.00       | $93099.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 1.3749%  | 0.0000% | $180000000.00      | $3788248.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 0.1500%  | 0.0000% | $70000000.00       | $93272.76          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 5.5000%  | 0.0000% | $8353815.00        | $1726018.49        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 5.5000%  | 0.0000% | $13509091.00       | $2452946.70        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 1.8749%  | 0.0000% | $43849424.00       | $1688904.92        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2065-12-20      | 1.1749%  | 0.0000% | $82000000.00       | $2053564.82        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2065-12-20      | 1.8749%  | 0.0000% | $70898064.00       | $2127250.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 2.8249%  | 0.0000% | $28680755.00       | $1649841.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 2.8749%  | 0.0000% | $65227031.00       | $5723220.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 0.1000%  | 0.0000% | $133333333.00      | $284902.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 4.5751%  | 0.0000% | $200000.00         | $140153.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 0.6749%  | 0.0000% | $78488102.00       | $649906.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 2.1749%  | 0.0000% | $26974458.00       | $2019625.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 2.2749%  | 0.0000% | $32825239.00       | $1826130.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 0.6749%  | 0.0000% | $200000000.00      | $1716530.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 2.9749%  | 0.0000% | $73706305.00       | $4913966.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 3.0249%  | 0.0000% | $72780201.00       | $5027657.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-10-20      | 1.7749%  | 0.0000% | $70000000.00       | $2850893.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-10-20      | 2.3749%  | 0.0000% | $54300000.00       | $2877332.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | NA       | 0.0000% | $250000.00         | $0.25              | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | NA       | 0.0000% | $250000.00         | $153.85            | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 1.8749%  | 0.0000% | $75000000.00       | $4877687.45        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 1.1249%  | 0.0000% | $100630531.00      | $2910779.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 6.5000%  | 0.0000% | $21543692.00       | $1343619.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 4.5000%  | 0.0000% | $40000.00          | $28129.56          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 1.8249%  | 0.0000% | $85400255.00       | $5704116.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 3.5749%  | 0.0000% | $46400000.00       | $5279237.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 1.1749%  | 0.0000% | $65483403.00       | $1861189.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 1.5749%  | 0.0000% | $51305924.00       | $2113850.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 3.4749%  | 0.0000% | $18136909.00       | $1710534.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 3.4749%  | 0.0000% | $17088670.00       | $1689478.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 6.5000%  | 0.0000% | $11265536.00       | $2350647.20        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 1.5899%  | 0.0000% | $200000000.00      | $5608713.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 0.6749%  | 0.0000% | $150000000.00      | $1441392.90        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | NA       | 0.0000% | $250000.00         | $4.12              | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 1.7249%  | 0.0000% | $92951981.00       | $4425549.54        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 1.7249%  | 0.0000% | $52703413.00       | $2922732.25        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 5.0000%  | 0.0000% | $56180.00          | $42592.25          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2064-03-20      | 0.0300%  | 0.0000% | $20321073.00       | $14169.13          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-03-20      | 6.0000%  | 0.0000% | $16704790.00       | $1753078.24        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 6.0000%  | 0.0000% | $3194030.00        | $297675.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 1.5249%  | 0.0000% | $39000000.00       | $1588290.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 1.5549%  | 0.0000% | $75000000.00       | $3225386.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 0.7749%  | 0.0000% | $350000000.00      | $3595345.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 1.5249%  | 0.0000% | $134452243.00      | $5465501.08        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | NA       | 0.0000% | $250000.00         | $2.14              | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | NA       | 0.0000% | $250000.00         | $3.11              | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 2.8749%  | 0.0000% | $53219918.00       | $2958569.44        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2065-06-20      | 6.5000%  | 0.0000% | $4533313.00        | $235131.23         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-04-20      | 6.0000%  | 0.0000% | $12196268.00       | $1230628.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-10-16      | 0.5648%  | 0.0000% | $15665691.00       | $320986.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-16      | 0.5000%  | 0.0000% | $21918996.00       | $232093.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-03-16      | 0.5000%  | 0.0000% | $20568348.00       | $423129.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-16      | 0.7150%  | 0.0000% | $562430.00         | $34547.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-03-16      | 5.0000%  | 0.0000% | $14910.00          | $13031.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-02-16      | 0.7568%  | 0.0000% | $50349118.00       | $2746224.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 1.9749%  | 0.0000% | $22833729.00       | $709903.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.1749%  | 0.0000% | $37340902.00       | $1563796.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 6.5000%  | 0.0000% | $3577155.00        | $446072.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 6.0000%  | 0.0000% | $1266822.00        | $161447.13         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 0.6749%  | 0.0000% | $100000000.00      | $635856.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 0.6249%  | 0.0000% | $450000000.00      | $4250048.83        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 2.8749%  | 0.0000% | $156348766.00      | $4526659.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 2.2249%  | 0.0000% | $42397559.00       | $1857980.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 2.2749%  | 0.0000% | $105000000.00      | $5581873.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 2.3249%  | 0.0000% | $40000000.00       | $2749702.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 3.1749%  | 0.0000% | $55862101.00       | $5269421.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 3.1749%  | 0.0000% | $34117646.00       | $3334465.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-02-20      | 1.3749%  | 0.0000% | $68293333.00       | $1923425.75        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-02-20      | 5.5000%  | 0.0000% | $9223023.00        | $2005886.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 2.0249%  | 0.0000% | $24917297.00       | $2396110.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 1.6249%  | 0.0000% | $87160912.00       | $2013451.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 6.5000%  | 0.0000% | $122256.00         | $22470.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 1.5449%  | 0.0000% | $50000000.00       | $1946392.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 2.3749%  | 0.0000% | $27579258.00       | $1270619.72        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 3.4749%  | 0.0000% | $45000000.00       | $2543989.73        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | NA       | 0.0000% | $3801.00           | $1850.25           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 4.5000%  | 0.0000% | $1000.00           | $823.55            | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 5.0000%  | 0.0000% | $1000.00           | $992.88            | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-04-20      | 4.0000%  | 0.0000% | $24131714.00       | $4532849.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 1.6749%  | 0.0000% | $42433001.00       | $1951770.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 3.4249%  | 0.0000% | $37693943.00       | $3061613.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 1.5249%  | 0.0000% | $300000000.00      | $3474784.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 2.1749%  | 0.0000% | $50000000.00       | $2211813.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 2.2249%  | 0.0000% | $37818434.00       | $1683524.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 0.9249%  | 0.0000% | $50000000.00       | $935322.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 1.0649%  | 0.0000% | $101000000.00      | $1309616.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 0.8749%  | 0.0000% | $116666667.00      | $1259291.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 0.5249%  | 0.0000% | $50000000.00       | $357721.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 1.7249%  | 0.0000% | $78954475.00       | $1718764.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 7.0000%  | 0.0000% | $857142.00         | $133173.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 2.3249%  | 0.0000% | $41000000.00       | $1751387.65        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 0.5749%  | 0.0000% | $100000000.00      | $881943.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 2.0000%  | 0.0000% | $27337372.00       | $2863040.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 2.5000%  | 0.0000% | $21978059.00       | $2505435.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 1.1749%  | 0.0000% | $100000000.00      | $2432685.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 1.7949%  | 0.0000% | $50000000.00       | $1160003.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 7.0000%  | 0.0000% | $22560384.00       | $3385191.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 7.0000%  | 0.0000% | $14454550.00       | $3343858.64        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.1249%  | 0.0000% | $24000000.00       | $855901.54         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.1749%  | 0.0000% | $100000000.00      | $2714584.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 1.7949%  | 0.0000% | $150000000.00      | $4666253.42        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 2.4249%  | 0.0000% | $76514873.00       | $4396099.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 6.5000%  | 0.0000% | $23443323.00       | $5118700.12        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 1.7749%  | 0.0000% | $118297992.00      | $3770028.66        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 2.2749%  | 0.0000% | $59480865.00       | $2691417.16        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 1.0749%  | 0.0000% | $100000000.00      | $2093548.78        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 1.3749%  | 0.0000% | $40000000.00       | $1104607.39        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 2.8249%  | 0.0000% | $29879841.00       | $2242787.76        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 1.5749%  | 0.0000% | $80000000.00       | $1414977.68        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 7.0000%  | 0.0000% | $13059209.00       | $1598360.73        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 2.4249%  | 0.0000% | $52255055.00       | $2704672.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 2.4749%  | 0.0000% | $42630928.00       | $2542896.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 2.4449%  | 0.0000% | $100000000.00      | $4968693.34        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-20      | 2.2649%  | 0.0000% | $100000000.00      | $5215445.23        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-20      | 0.7249%  | 0.0000% | $160349095.00      | $1846548.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 2.9549%  | 0.0000% | $2000000.00        | $103200.22         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 2.9249%  | 0.0000% | $70000000.00       | $1520128.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 3.0249%  | 0.0000% | $15293742.00       | $1139788.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 3.0249%  | 0.0000% | $40217423.00       | $3263320.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 1.7249%  | 0.0000% | $301072000.00      | $5632837.74        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 1.7749%  | 0.0000% | $47530298.00       | $1761667.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-01-20      | 1.1558%  | 0.0000% | $25495276.00       | $841453.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-08-20      | 1.5175%  | 0.0000% | $86681134.00       | $2464340.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-08-20      | 1.7554%  | 0.0000% | $41456342.00       | $1238411.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-11-16      | 0.2000%  | 0.0000% | $164134453.00      | $90223.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-03-20      | 2.3329%  | 0.0000% | $32043075.00       | $540121.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-04-20      | 2.3329%  | 0.0000% | $60000000.00       | $1120138.69        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 1.4749%  | 0.0000% | $165039690.00      | $4855605.44        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | NA       | 0.0000% | $250000.00         | $10.37             | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 5.2500%  | 0.0000% | $12192282.00       | $792340.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 3.5000%  | 0.0000% | $23573914.00       | $3536348.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 1.5249%  | 0.0000% | $74005558.00       | $2202927.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-11-20      | NA       | 0.0000% | $160104000.00      | $258572.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-11-20      | 2.4329%  | 0.0000% | $70000000.00       | $947705.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-03-20      | 2.4829%  | 0.0000% | $18790181.00       | $167386.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-10-20      | 2.4829%  | 0.0000% | $46351320.00       | $1232886.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-10-20      | 0.1229%  | 0.0000% | $50000000.00       | $83001.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-02-16      | 2.3605%  | 0.0000% | $571000.00         | $11767.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-20      | 5.0000%  | 0.0000% | $1500000.00        | $3207.84           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 2.3829%  | 0.0000% | $30250352.00       | $625671.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 2.3829%  | 0.0000% | $22067475.00       | $423335.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 2.3329%  | 0.0000% | $14442000.00       | $179775.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-04-16      | 0.2500%  | 0.0000% | $55000000.00       | $496375.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-03-16      | 0.2000%  | 0.0000% | $515756477.00      | $3670174.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-06-16      | 1.4330%  | 0.0000% | $5000000.00        | $349287.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-02-16      | 0.9877%  | 0.0000% | $24900000.00       | $1660573.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-08-16      | 0.9366%  | 0.0000% | $50000000.00       | $788197.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-11-20      | NA       | 0.0000% | $453085.00         | $10.27             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-05-20      | 1.0998%  | 0.0000% | $38062061.00       | $109672.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-12-20      | 2.4329%  | 0.0000% | $22197834.00       | $200337.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-11-20      | 3.5000%  | 0.0000% | $9000000.00        | $17421.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-20      | 2.4829%  | 0.0000% | $38234932.00       | $736053.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-09-20      | 1.2525%  | 0.0000% | $51268769.00       | $289379.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-20      | 4.0000%  | 0.0000% | $17500000.00       | $26846.21          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-06-16      | 0.5529%  | 0.0000% | $100000000.00      | $1171745.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-01-16      | 0.4438%  | 0.0000% | $100000000.00      | $1414194.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-02-16      | 0.5965%  | 0.0000% | $72336090.00       | $325826.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-16      | 2.5105%  | 0.0000% | $11000000.00       | $246244.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 1.9829%  | 0.0000% | $31638377.00       | $878878.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-04-20      | 1.4315%  | 0.0000% | $27361184.00       | $893605.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-02-20      | 2.4068%  | 0.0000% | $146045000.00      | $1761014.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-04-20      | 1.9355%  | 0.0000% | $52421984.00       | $1596141.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-04-20      | 1.6976%  | 0.0000% | $75000000.00       | $1377867.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-05-20      | 1.4101%  | 0.0000% | $50000000.00       | $949985.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-05-20      | 1.5669%  | 0.0000% | $53620824.00       | $989143.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-10-20      | 1.8411%  | 0.0000% | $103600.00         | $3124.44           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-10-20      | 2.3602%  | 0.0000% | $57500000.00       | $558128.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-06-20      | 1.3424%  | 0.0000% | $76072526.00       | $1597748.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-08-20      | 1.8299%  | 0.0000% | $26224679.00       | $234236.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-08-20      | 1.3690%  | 0.0000% | $50000000.00       | $1146143.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-10-20      | 2.2320%  | 0.0000% | $49857711.00       | $2274595.06        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 1.7249%  | 0.0000% | $50000000.00       | $2088195.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 3.6249%  | 0.0000% | $49225156.00       | $3967250.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 1.7749%  | 0.0000% | $86475950.00       | $1690163.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.3249%  | 0.0000% | $100000000.00      | $4780984.60        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-20      | 7.0000%  | 0.0000% | $16750242.00       | $2874496.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 1.5149%  | 0.0000% | $50000000.00       | $667692.94         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 2.0249%  | 0.0000% | $30000000.00       | $1019384.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 3.0249%  | 0.0000% | $313000000.00      | $3248255.65        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 2.3549%  | 0.0000% | $100000000.00      | $5129635.99        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2061-06-16      | 0.0500%  | 0.0000% | $5270563.00        | $13376.25          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2065-07-16      | 0.8763%  | 0.0000% | $23131130.00       | $831263.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-07-16      | 0.8013%  | 0.0000% | $70848056.00       | $5365223.35        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-02-16      | 4.5000%  | 0.0000% | $12087.00          | $9987.37           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 2.2749%  | 0.0000% | $38726229.00       | $1864060.39        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 6.5000%  | 0.0000% | $10010.00          | $11204.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 2.3249%  | 0.0000% | $81995768.00       | $3749680.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 3.0149%  | 0.0000% | $100000000.00      | $3921858.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 2.1249%  | 0.0000% | $107227777.00      | $1465775.27        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-02-20      | 2.5000%  | 0.0000% | $40225643.00       | $4601610.70        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 3.0249%  | 0.0000% | $70929155.00       | $3581255.53        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 2.3749%  | 0.0000% | $79379697.00       | $3709370.62        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.3749%  | 0.0000% | $30000000.00       | $559474.84         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 6.0000%  | 0.0000% | $833333.00         | $21997.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 1.8749%  | 0.0000% | $100000000.00      | $3976444.77        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-02-20      | 6.5000%  | 0.0000% | $25068524.00       | $1774983.64        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 2.2249%  | 0.0000% | $100000000.00      | $4255610.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 4.0000%  | 0.0000% | $30729356.00       | $4135388.36        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 1.7249%  | 0.0000% | $100000000.00      | $2624807.75        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 1.0749%  | 0.0000% | $50000000.00       | $1419678.82        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 6.0000%  | 0.0000% | $27777777.00       | $3536459.70        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2047-02-16      | 2.3605%  | 0.0000% | $36876188.00       | $2627293.11        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 1.7249%  | 0.0000% | $133425000.00      | $5381789.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 4.0000%  | 0.0000% | $1733426.00        | $1064040.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 1.8949%  | 0.0000% | $40096536.00       | $1803487.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 1.6949%  | 0.0000% | $100000000.00      | $1223161.23        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-06-20      | 6.5000%  | 0.0000% | $122294.00         | $146474.28         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-06-20      | 3.6749%  | 0.0000% | $50000000.00       | $4164085.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 1.8749%  | 0.0000% | $126473828.00      | $4750675.60        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 4.5000%  | 0.0000% | $1174180.00        | $1171148.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-16      | 0.1062%  | 0.0000% | $56721504.00       | $25534.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-04-16      | 0.4617%  | 0.0000% | $3000000.00        | $8057.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-16      | 0.6906%  | 0.0000% | $155038000.00      | $76442.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-01-16      | 4.0000%  | 0.0000% | $20843968.00       | $224992.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-07-16      | 1.8605%  | 0.0000% | $42500768.00       | $410779.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-07-20      | 1.8829%  | 0.0000% | $13407092.00       | $244003.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-10-20      | 0.9574%  | 0.0000% | $53418228.00       | $95991.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-06-20      | 1.3448%  | 0.0000% | $5468030.00        | $174880.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-01-16      | 3.7638%  | 0.0000% | $507232.00         | $21465.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-10-16      | 6.0000%  | 0.0000% | $59818491.00       | $778299.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-16      | 0.3044%  | 0.0000% | $154228210.00      | $23828.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-08-20      | 1.9329%  | 0.0000% | $107142857.00      | $1655660.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-06-20      | 5.4010%  | 0.0000% | $528007.00         | $1684.99           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-12-20      | 5.0000%  | 0.0000% | $6012000.00        | $109321.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-09-16      | 0.9643%  | 0.0000% | $100000000.00      | $765111.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-09-16      | 0.6794%  | 0.0000% | $75000000.00       | $730209.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-04-16      | 0.5255%  | 0.0000% | $1765000.00        | $4230.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-12-16      | 0.5029%  | 0.0000% | $94209686.00       | $773665.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-12-16      | 0.8362%  | 0.0000% | $51789407.00       | $335370.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-08-20      | 1.1810%  | 0.0000% | $3934450.00        | $2302249.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-02-20      | 2.3829%  | 0.0000% | $39655507.00       | $1215278.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-02-20      | 2.3829%  | 0.0000% | $69088880.00       | $1318242.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-02-20      | 5.5000%  | 0.0000% | $2896118.00        | $32163.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-12-20      | 4.5000%  | 0.0000% | $54318666.00       | $930071.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-11-20      | 4.0000%  | 0.0000% | $2754000.00        | $47498.52          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-02-20      | 2.5956%  | 0.0000% | $55970020.00       | $673344.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-10-20      | 2.2733%  | 0.0000% | $61491000.00       | $933554.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-08-16      | 2.2605%  | 0.0000% | $153333333.00      | $150921.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-16      | NA       | 0.0000% | $78550000.00       | $9.48              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-09-16      | 0.8071%  | 0.0000% | $190823480.00      | $986259.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-06-16      | 0.8805%  | 0.0000% | $391916445.00      | $5029194.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-08-16      | 0.5991%  | 0.0000% | $130000000.00      | $826135.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-09-16      | 0.7595%  | 0.0000% | $190495167.00      | $1338317.09        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2074-11-20      | 0.8004%  | 0.0000% | $8070550.00        | $28201.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-01-20      | 1.5221%  | 0.0000% | $95993262.00       | $257917.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-05-20      | 3.5000%  | 0.0000% | $9835714.00        | $52201.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-02-20      | 1.9629%  | 0.0000% | $150000000.00      | $346298.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-02-20      | 2.5329%  | 0.0000% | $297074000.00      | $987116.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-04-20      | 2.0129%  | 0.0000% | $200250000.00      | $458247.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 0.0500%  | 0.0000% | $50000000.00       | $38948.70          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.6249%  | 0.0000% | $33162715.00       | $3362814.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.0749%  | 0.0000% | $150000000.00      | $1676568.72        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-09-20      | 2.1249%  | 0.0000% | $50000000.00       | $576408.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.1249%  | 0.0000% | $84660210.00       | $3960073.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 0.1500%  | 0.0000% | $74660210.00       | $256166.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 0.2000%  | 0.0000% | $84660210.00       | $319740.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-06-16      | 1.0068%  | 0.0000% | $37500000.00       | $552834.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-02-16      | 0.8758%  | 0.0000% | $83000000.00       | $849859.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-05-16      | 1.0292%  | 0.0000% | $41614760.00       | $1346988.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-01-16      | 0.9873%  | 0.0000% | $31000000.00       | $814343.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-09-16      | 1.2712%  | 0.0000% | $5000000.00        | $376723.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-02-20      | 1.4111%  | 0.0000% | $47142008.00       | $1857556.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-07-20      | 1.6880%  | 0.0000% | $45898210.00       | $1279744.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-08-20      | 1.9740%  | 0.0000% | $47400000.00       | $1910266.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-07-20      | 1.9174%  | 0.0000% | $29000000.00       | $1199160.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-09-20      | 1.6639%  | 0.0000% | $49834163.00       | $1345819.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-02-20      | 0.8907%  | 0.0000% | $44500000.00       | $1134483.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-08-16      | 0.8264%  | 0.0000% | $123770784.00      | $4397974.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-09-16      | 0.2500%  | 0.0000% | $110300000.00      | $1305673.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-12-16      | 0.2500%  | 0.0000% | $164409580.00      | $1227170.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-09-20      | 1.0853%  | 0.0000% | $28190974.00       | $109041.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-20      | 5.0000%  | 0.0000% | $1534000.00        | $68658.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 1.3749%  | 0.0000% | $88105482.00       | $2506402.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 1.4749%  | 0.0000% | $100000000.00      | $1777726.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-05-20      | 2.4829%  | 0.0000% | $9517000.00        | $151054.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-06-20      | 2.4829%  | 0.0000% | $34291573.00       | $1044430.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-08-20      | 1.1732%  | 0.0000% | $68850447.00       | $328025.45         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 2.2249%  | 0.0000% | $100000000.00      | $2587385.56        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-12-20      | 2.1186%  | 0.0000% | $125129269.00      | $2432509.28        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2071-09-20      | 0.4378%  | 0.0000% | $26800373.00       | $405486.92         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2073-02-20      | 0.7857%  | 0.0000% | $138296.00         | $3688.08           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-10-20      | 1.9669%  | 0.0000% | $21984030.00       | $1461551.07        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2072-03-20      | 0.3235%  | 0.0000% | $258163.00         | $2648.62           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.7215%  | 0.0000% | $75482194.00       | $2008638.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 2.3599%  | 0.0000% | $100000000.00      | $3036430.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 3.6249%  | 0.0000% | $11579196.00       | $1040572.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 2.3349%  | 0.0000% | $60000000.00       | $3839673.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 2.3749%  | 0.0000% | $100000000.00      | $1775293.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 1.7249%  | 0.0000% | $100000.00         | $3045.16           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 6.5000%  | 0.0000% | $384615.00         | $850.50            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 0.0500%  | 0.0000% | $29000000.00       | $11400.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 0.0500%  | 0.0000% | $129000000.00      | $50646.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 0.0500%  | 0.0000% | $60000000.00       | $48845.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 0.0300%  | 0.0000% | $50000000.00       | $17313.41          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $38238.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 2.2749%  | 0.0000% | $100000000.00      | $1647164.79        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 3.4749%  | 0.0000% | $26962927.00       | $3562300.29        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-04-20      | 1.5749%  | 0.0000% | $117922779.00      | $2240799.50        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2064-05-20      | 1.5249%  | 0.0000% | $106613707.00      | $1766763.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 1.5749%  | 0.0000% | $34287696.00       | $1233806.83        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-05-20      | 1.4249%  | 0.0000% | $50000000.00       | $613474.65         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-05-20      | 3.5249%  | 0.0000% | $40000000.00       | $1634341.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 5.7500%  | 0.0000% | $150753.00         | $155685.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 1.6249%  | 0.0000% | $115000000.00      | $2500309.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 2.3249%  | 0.0000% | $63000000.00       | $1401396.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-03-20      | 0.1000%  | 0.0000% | $9000000.00        | $5659.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-03-20      | 0.0500%  | 0.0000% | $19000000.00       | $5973.99           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-03-20      | 0.1000%  | 0.0000% | $19000000.00       | $11943.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 1.7249%  | 0.0000% | $110000000.00      | $4334395.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 0.0500%  | 0.0000% | $60000000.00       | $64843.40          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2064-03-20      | 2.1749%  | 0.0000% | $70000000.00       | $1787670.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 0.1000%  | 0.0000% | $100000000.00      | $111803.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 0.1000%  | 0.0000% | $75000000.00       | $83888.62          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-02-20      | 3.0000%  | 0.0000% | $11966168.00       | $1522799.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 1.5749%  | 0.0000% | $73515000.00       | $1648794.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-08-20      | 2.2829%  | 0.0000% | $137447297.00      | $512902.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-05-16      | 2.2605%  | 0.0000% | $60000000.00       | $81078.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-07-20      | 2.8329%  | 0.0000% | $99725577.00       | $329030.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-09-16      | 2.8605%  | 0.0000% | $33333333.00       | $430245.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-02-16      | 2.0209%  | 0.0000% | $15000000.00       | $2946553.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-05-20      | 1.6629%  | 0.0000% | $154000000.00      | $386265.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-05-16      | 2.1846%  | 0.0000% | $44705211.00       | $5401572.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-10-16      | 2.3605%  | 0.0000% | $38948969.00       | $474389.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-11-16      | 2.9605%  | 0.0000% | $51189624.00       | $513465.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-16      | 0.2351%  | 0.0000% | $49480000.00       | $32623.28          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-16      | NA       | 0.0000% | $401151813.00      | $168.96            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-01-20      | 0.8980%  | 0.0000% | $135000000.00      | $81921.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-09-20      | 1.0829%  | 0.0000% | $50000000.00       | $44897.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-11-20      | 1.7500%  | 0.0000% | $230000.00         | $17083.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-08-20      | 2.3829%  | 0.0000% | $50739057.00       | $729372.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-10-16      | 3.5000%  | 0.0000% | $13695000.00       | $471695.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-11-16      | 0.2007%  | 0.0000% | $65000000.00       | $22437.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-04-20      | 3.5000%  | 0.0000% | $800000.00         | $4470.50           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-16      | 0.2452%  | 0.0000% | $103923000.00      | $65447.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-16      | 0.1684%  | 0.0000% | $97070000.00       | $15467.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-16      | 0.0618%  | 0.0000% | $219029999.00      | $36026.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-20      | 0.6707%  | 0.0000% | $59421165.00       | $90750.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-09-20      | 1.8168%  | 0.0000% | $58621766.00       | $139404.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-02-20      | 1.3276%  | 0.0000% | $98902101.00       | $2562813.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-08-20      | 2.5122%  | 0.0000% | $39264290.00       | $422449.01         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 0.7249%  | 0.0000% | $43300000.00       | $559174.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 1.6749%  | 0.0000% | $80000000.00       | $2201892.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-08-20      | 2.3329%  | 0.0000% | $65000000.00       | $473258.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-08-20      | 2.4329%  | 0.0000% | $100002.00         | $756.26            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 2.1249%  | 0.0000% | $50000000.00       | $1505077.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 2.2749%  | 0.0000% | $75000000.00       | $2430188.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 1.6749%  | 0.0000% | $75000000.00       | $941151.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | 3.5000%  | 0.0000% | $31300538.00       | $3136092.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 6.0000%  | 0.0000% | $1250000.00        | $27572.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 2.2249%  | 0.0000% | $31000000.00       | $1154842.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 2.2249%  | 0.0000% | $30000000.00       | $1117589.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-02-20      | 0.0086%  | 0.0000% | $8530883.00        | $10859.57          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-02-20      | 1.5249%  | 0.0000% | $150000000.00      | $4802207.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 6.0000%  | 0.0000% | $6250000.00        | $753007.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 1.5749%  | 0.0000% | $100000000.00      | $1132285.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 6.5000%  | 0.0000% | $9230769.00        | $521947.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-11-20      | 6.0000%  | 0.0000% | $2247430.00        | $178137.78         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-02-20      | 2.8249%  | 0.0000% | $50000000.00       | $510461.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | 6.5000%  | 0.0000% | $1538461.00        | $6950.41           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 6.0000%  | 0.0000% | $11095387.00       | $1839472.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 2.2749%  | 0.0000% | $50000000.00       | $769495.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 7.0000%  | 0.0000% | $24336223.00       | $952235.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 1.4749%  | 0.0000% | $40000000.00       | $1163680.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 4.0000%  | 0.0000% | $36677515.00       | $5651478.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 1.8249%  | 0.0000% | $100000000.00      | $918450.26         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-11-20      | 1.8749%  | 0.0000% | $100000000.00      | $885785.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 7.0000%  | 0.0000% | $4056048.00        | $645710.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 1.6249%  | 0.0000% | $100000000.00      | $1154152.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 3.0000%  | 0.0000% | $3234000.00        | $416363.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 2.3149%  | 0.0000% | $150000000.00      | $2343211.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 3.4249%  | 0.0000% | $60000000.00       | $1830231.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 2.7749%  | 0.0000% | $75000000.00       | $1835295.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 2.1249%  | 0.0000% | $30000000.00       | $742262.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 2.1749%  | 0.0000% | $50000000.00       | $997999.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 2.2249%  | 0.0000% | $50000000.00       | $1640528.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 1.8749%  | 0.0000% | $45000000.00       | $1224136.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 1.7249%  | 0.0000% | $300000000.00      | $3512723.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 3.3249%  | 0.0000% | $110000000.00      | $3113518.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 2.7249%  | 0.0000% | $185000000.00      | $5273731.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 6.5000%  | 0.0000% | $769230.00         | $67906.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 6.5000%  | 0.0000% | $769230.00         | $66127.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 1.7749%  | 0.0000% | $100000000.00      | $1204080.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-03-20      | 7.0000%  | 0.0000% | $14285714.00       | $137040.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-01-16      | 5.0000%  | 0.0000% | $113000.00         | $9660.98           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-08-20      | 8.5569%  | 0.0000% | $3962708.00        | $88743.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-06-20      | 38.7774% | 0.0000% | $1265154.00        | $40738.45          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-05-16      | 6.0000%  | 0.0000% | $100000.00         | $285537.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-07-16      | 2.7605%  | 0.0000% | $131297989.00      | $400867.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-12-16      | 4.5000%  | 0.0000% | $269500000.00      | $866771.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-06-16      | 2.9605%  | 0.0000% | $27991368.00       | $128785.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-08-20      | 2.2829%  | 0.0000% | $4685000.00        | $34062.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-12-20      | 3.0829%  | 0.0000% | $83333333.00       | $7082.29           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-05-20      | 3.0829%  | 0.0000% | $130000000.00      | $83122.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-06-16      | 10.0208% | 0.0000% | $10165768.00       | $288954.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-01-20      | NA       | 0.0000% | $250000.00         | $0.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-02-20      | NA       | 0.0000% | $30000.00          | $0.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-05-20      | NA       | 0.0000% | $50078.00          | $0.01              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-01-20      | 1.7809%  | 0.0000% | $70138490.00       | $965265.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 2.5000%  | 0.0000% | $325000.00         | $31443.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 0.1749%  | 0.0000% | $143296246.00      | $1122754.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 2.0000%  | 0.0000% | $4135142.00        | $2980440.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | NA       | 0.0000% | $30000000.00       | $39584.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 2.4049%  | 0.0000% | $38552400.00       | $2140934.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 0.3549%  | 0.0000% | $100000000.00      | $612207.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 0.2549%  | 0.0000% | $50915713.00       | $515420.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 0.2549%  | 0.0000% | $49084287.00       | $392284.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | NA       | 0.0000% | $15000000.00       | $3635.06           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | 0.5549%  | 0.0000% | $100000000.00      | $1892897.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | 2.4249%  | 0.0000% | $42307692.00       | $2095462.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 2.4249%  | 0.0000% | $70000000.00       | $4648931.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 2.4049%  | 0.0000% | $11000000.00       | $563222.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 1.0749%  | 0.0000% | $50000000.00       | $382644.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $320000.00         | $34555.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 1.2749%  | 0.0000% | $22426123.00       | $417154.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 3.2749%  | 0.0000% | $59688092.00       | $1818105.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 2.5749%  | 0.0000% | $100000000.00      | $1118846.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 6.0000%  | 0.0000% | $2813676.00        | $268050.06         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-11-20      | 1.8749%  | 0.0000% | $30000000.00       | $271586.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 6.0000%  | 0.0000% | $2499998.00        | $35658.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 3.4249%  | 0.0000% | $50114968.00       | $1434830.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-05-16      | 2.7890%  | 0.0000% | $35000000.00       | $298.50            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-03-20      | 3.1829%  | 0.0000% | $92412000.00       | $8919.95           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-12-20      | 9.9151%  | 0.0000% | $20000000.00       | $158190.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-09-20      | 5.5000%  | 0.0000% | $1000000.00        | $209717.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-03-20      | NA       | 0.0000% | $200000.00         | $0.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.6249%  | 0.0000% | $100000000.00      | $1802561.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 7.0000%  | 0.0000% | $428571.00         | $2307.13           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 2.1249%  | 0.0000% | $100000000.00      | $1896647.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-11-20      | 6.0000%  | 0.0000% | $387700.00         | $252.70            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.4249%  | 0.0000% | $85875000.00       | $1946616.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 1.8749%  | 0.0000% | $100000000.00      | $859589.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $11300000.00       | $1778942.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.7202%  | 0.0000% | $162000000.00      | $1488951.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 2.0249%  | 0.0000% | $100000000.00      | $1077425.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.8249%  | 0.0000% | $80000000.00       | $1552302.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 3.0000%  | 0.0000% | $3304881.00        | $379826.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-10-20      | NA       | 0.0000% | $3251039.00        | $561321.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 23.6241% | 0.0000% | $940279.00         | $931254.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.9249%  | 0.0000% | $100000000.00      | $1602174.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-10-20      | 1.8249%  | 0.0000% | $55000000.00       | $571036.20         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-10-20      | 1.7249%  | 0.0000% | $25000000.00       | $245703.54         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-05-20      | 2.6249%  | 0.0000% | $44733204.00       | $4413796.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.8249%  | 0.0000% | $85714288.00       | $851845.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 2.5749%  | 0.0000% | $100000000.00      | $1132524.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-11-20      | 1.4749%  | 0.0000% | $200000000.00      | $1495714.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 1.9749%  | 0.0000% | $100000000.00      | $1060880.92        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-10-20      | 1.8749%  | 0.0000% | $50000000.00       | $532850.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.0249%  | 0.0000% | $95000000.00       | $1596345.99        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-07-20      | 2.4249%  | 0.0000% | $52032447.00       | $672238.07         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-08-20      | 2.3749%  | 0.0000% | $150000000.00      | $1806367.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.8249%  | 0.0000% | $156300507.00      | $1432386.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.9249%  | 0.0000% | $65000000.00       | $1016907.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.0749%  | 0.0000% | $59830436.00       | $771792.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 12.4578% | 0.0000% | $3698076.00        | $1436601.47        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-09-20      | 2.9249%  | 0.0000% | $50000000.00       | $763646.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-12-20      | 2.4329%  | 0.0000% | $101033250.00      | $881813.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-05-20      | 1.2300%  | 0.0000% | $97967676.00       | $122766.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-05-20      | 3.5000%  | 0.0000% | $9017000.00        | $184568.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-05-20      | 3.5000%  | 0.0000% | $1400000.00        | $26946.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-11-20      | 0.7829%  | 0.0000% | $294507360.00      | $589971.25         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-05-20      | 5.5000%  | 0.0000% | $50000.00          | $48355.49          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-05-20      | 1.3365%  | 0.0000% | $44210926.00       | $2223240.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-05-20      | 2.0008%  | 0.0000% | $22263773.00       | $2237335.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-05-20      | 1.9915%  | 0.0000% | $88826308.00       | $5373003.44        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2050-01-25      | 3.0000%  | 0.0000% | $37265131.00       | $4355957.50        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2053-06-25      | 5.0000%  | 0.0000% | $25000000.00       | $4446924.18        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2052-06-25      | 3.0000%  | 0.0000% | $883419.00         | $106154.91         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2052-11-25      | 3.0000%  | 0.0000% | $879519.00         | $85429.48          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2053-05-25      | 5.0000%  | 0.0000% | $132705.00         | $22205.15          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2052-05-25      | 3.0000%  | 0.0000% | $312201.00         | $45565.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-01-16      | 1.1060%  | 0.0000% | $1758402.00        | $0.84              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-01-16      | 0.7364%  | 0.0000% | $10382172.00       | $37.04             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.7749%  | 0.0000% | $50000000.00       | $696439.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 0.0500%  | 0.0000% | $2000000.00        | $2016.71           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 3.5000%  | 0.0000% | $34629440.00       | $4218822.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 4.5751%  | 0.0000% | $249207.00         | $123796.21         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 0.1500%  | 0.0000% | $65303762.00       | $326600.99         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 1.7249%  | 0.0000% | $50000000.00       | $2197586.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-04-20      | 4.5000%  | 0.0000% | $23498296.00       | $98291.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-02-16      | 4.5000%  | 0.0000% | $2005888.00        | $30591.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 2.3329%  | 0.0000% | $67533929.00       | $823187.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 0.7529%  | 0.0000% | $40000000.00       | $209375.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 2.3829%  | 0.0000% | $28862988.00       | $673268.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | NA       | 0.0000% | $65207928.00       | $103303.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-06-20      | 1.0514%  | 0.0000% | $78080820.00       | $474116.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | 2.3829%  | 0.0000% | $28514769.00       | $840119.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | NA       | 0.0000% | $130000000.00      | $237481.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 0.7829%  | 0.0000% | $30000000.00       | $203863.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 2.3329%  | 0.0000% | $23561122.00       | $623055.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-01-20      | 5.0000%  | 0.0000% | $46445040.00       | $2600951.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-11-20      | 4.5000%  | 0.0000% | $26325333.00       | $1180366.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-09-16      | 2.4105%  | 0.0000% | $612000.00         | $15414.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-12-20      | 4.5000%  | 0.0000% | $11249982.00       | $145558.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | NA       | 0.0000% | $70000000.00       | $44921.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-04-16      | 1.2136%  | 0.0000% | $143848293.00      | $1704014.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-11-16      | 0.7936%  | 0.0000% | $123320915.00      | $2264137.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-08-16      | 1.2376%  | 0.0000% | $101553292.00      | $423026.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-07-16      | 0.9073%  | 0.0000% | $179111909.00      | $3556437.06        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2074-02-20      | 0.5349%  | 0.0000% | $10645067.00       | $133074.92         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2076-03-20      | 0.7443%  | 0.0000% | $28399451.00       | $1372322.76        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-04-20      | 0.2188%  | 0.0000% | $225224345.00      | $1315944.12        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2076-04-20      | 0.1753%  | 0.0000% | $522761.00         | $3789.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2076-05-20      | 0.7925%  | 0.0000% | $20751000.00       | $877292.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-04-20      | 1.2049%  | 0.0000% | $100000000.00      | $2403547.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-04-20      | 1.2049%  | 0.0000% | $210752.00         | $6630.92           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-05-20      | NA       | 0.0000% | $250000.00         | $1243.75           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-05-20      | NA       | 0.0000% | $250000.00         | $1246.50           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-05-20      | 1.2955%  | 0.0000% | $100000000.00      | $4016386.75        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-07-16      | 1.0683%  | 0.0000% | $3225783.00        | $280901.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-01-20      | 0.7762%  | 0.0000% | $139681000.00      | $965212.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-04-20      | 5.0000%  | 0.0000% | $67500450.00       | $1498299.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-04-20      | 2.3829%  | 0.0000% | $37820831.00       | $632923.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-04-20      | NA       | 0.0000% | $20157487.00       | $3038.66           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 3.6249%  | 0.0000% | $34615926.00       | $3870749.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 3.6249%  | 0.0000% | $37256685.00       | $4681501.88        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | NA       | 0.0000% | $250000.00         | $7.25              | Agency Mortgage-Backed Securities |

### Security 228: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.739900%
- **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: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.74_0717
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE I POOL       | 2061-04-15      | 4.6200%  | 0.0000% | $3826880.00        | $3674935.93        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL      | 2056-03-20      | 4.5000%  | 0.0000% | $1000.00           | $961.25            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL      | 2056-05-20      | 4.5000%  | 0.0000% | $345064228.00      | $332876559.47      | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL      | 2056-03-20      | 5.0000%  | 0.0000% | $129566.00         | $127980.05         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL      | 2056-04-20      | 4.5000%  | 0.0000% | $6778502.00        | $6526991.99        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL      | 2056-03-20      | 5.0000%  | 0.0000% | $2806.00           | $2778.56           | Agency Mortgage-Backed Securities |
| FANNIEMAE GRANTOR TRUST | 2032-07-25      | 3.9188%  | 0.0000% | $61993429.00       | $76644.07          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL       | 2061-03-15      | 5.1600%  | 0.0000% | $2093958.00        | $2087834.92        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL       | 2061-05-15      | 5.3000%  | 0.0000% | $3737000.00        | $3794255.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL       | 2061-05-15      | 4.4500%  | 0.0000% | $3760000.00        | $3575711.54        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL       | 2060-11-15      | 5.8000%  | 0.0000% | $2054819.00        | $2153473.09        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL       | 2055-07-15      | 5.8000%  | 0.0000% | $2988988.00        | $3110687.95        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL       | 2066-08-15      | 6.1000%  | 0.0000% | $2826348.00        | $3012520.80        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL       | 2066-02-15      | 5.5000%  | 0.0000% | $3190819.00        | $3284302.91        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL       | 2055-05-15      | 7.7500%  | 0.0000% | $2663543.00        | $2895106.22        | Agency Mortgage-Backed Securities |

### Security 229: Fixed Income Clearing Corp. Tri Party Repo - ING

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - ING 3.619900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 990ABKBQ5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 990ABKBQ5_3.62_0601
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 - ING

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $1000.00           | $993.13            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $24999900.00       | $25092981.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $20000000.00       | $20468529.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.6250%  | 0.0000% | $100.00            | $99.42             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $25000000.00       | $24280998.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $200.00            | $190.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-15      | 1.7500%  | 0.0000% | $150000000.00      | $138993714.13      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $25000000.00       | $23840757.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $524000000.00      | $518673303.63      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $26990000.00       | $25589041.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $17000000.00       | $16883890.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $104500000.00      | $96905523.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $370801000.00      | $370535721.26      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 4.3750%  | 0.0000% | $10699900.00       | $10844318.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 4.6250%  | 0.0000% | $34360100.00       | $35300694.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $180490000.00      | $184621725.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $25000000.00       | $25738940.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $107535000.00      | $107499952.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $177069400.00      | $178132097.97      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $168000000.00      | $169440867.15      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $25000000.00       | $24744954.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $200.00            | $199.10            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $26200000.00       | $25881331.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $200.00            | $198.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.3750%  | 0.0000% | $350000000.00      | $352868796.15      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-03-31      | 4.2500%  | 0.0000% | $43999900.00       | $44253695.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-04-30      | 4.1250%  | 0.0000% | $46600900.00       | $46330739.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $125000000.00      | $127241543.96      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $36999900.00       | $37450533.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $22999900.00       | $23135724.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $214480000.00      | $212831758.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $100.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $100.00            | $101.20            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-08-15      | 4.2500%  | 0.0000% | $24999900.00       | $25001863.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $1030000000.00     | $1058393594.59     | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-11      | NA       | 0.0000% | $100.00            | $99.90             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-03      | NA       | 0.0000% | $30000000.00       | $29718780.00       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-04      | NA       | 0.0000% | $124999000.00      | $124961500.30      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-23      | NA       | 0.0000% | $50000000.00       | $49738000.00       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-20      | NA       | 0.0000% | $116000000.00      | $115073972.00      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-27      | NA       | 0.0000% | $100.00            | $99.13             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-08      | NA       | 0.0000% | $25000000.00       | $24676625.00       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-22      | NA       | 0.0000% | $275000000.00      | $271045775.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-02-15      | 4.6250%  | 0.0000% | $4999900.00        | $5021087.23        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $65400000.00       | $47921321.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $35313587.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $50000000.00       | $31162196.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $88000000.00       | $41477615.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $64400000.00       | $44770168.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $76470000.00       | $43588864.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $24041000.00       | $17612763.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $30000000.00       | $28899271.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $186000000.00      | $167088736.71      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 4.6250%  | 0.0000% | $24999900.00       | $23948816.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2056-02-15      | 4.7500%  | 0.0000% | $30900000.00       | $30212079.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2056-05-15      | 5.0000%  | 0.0000% | $16699900.00       | $16789063.67       | U.S. Treasuries (including strips) |

### Security 230: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 3.619900%
- **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: 996JWN000, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: 996JWN000_3.62_0601
- **C.18 - Value (incl. sponsor support):** $539000000.00
- **C.18.a - Value (excl. sponsor support):** $539000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL             | 2053-06-20      | 5.5000%  | 0.0000% | $2745660.00        | $1859255.95        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2052-08-20      | 4.5000%  | 0.0000% | $1000.00           | $697.15            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2046-12-20      | 3.5000%  | 0.0000% | $1000.00           | $130.43            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2048-08-20      | 4.0000%  | 0.0000% | $1000.00           | $88.01             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2047-07-20      | 4.5000%  | 0.0000% | $1000.00           | $83.98             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2048-05-20      | 6.5000%  | 0.0000% | $1000.00           | $129.58            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2048-06-20      | 4.0000%  | 0.0000% | $1000.00           | $83.29             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2048-10-20      | 4.0000%  | 0.0000% | $1001.00           | $86.30             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2049-07-20      | 3.0000%  | 0.0000% | $1000.00           | $127.43            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2051-02-20      | 2.0000%  | 0.0000% | $1023.00           | $485.76            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2052-04-20      | 3.5000%  | 0.0000% | $1000.00           | $651.74            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2051-03-20      | 3.5000%  | 0.0000% | $1000.00           | $369.59            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2051-03-20      | 2.0000%  | 0.0000% | $5438874.00        | $2626926.11        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2051-08-20      | 2.0000%  | 0.0000% | $1024.00           | $547.24            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2051-09-20      | 2.5000%  | 0.0000% | $1000.00           | $557.50            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2051-12-20      | 2.0000%  | 0.0000% | $1000.00           | $575.21            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2052-01-20      | 3.0000%  | 0.0000% | $1024.00           | $610.14            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-03-20      | 5.0000%  | 0.0000% | $1024.00           | $736.53            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $273.79            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-09-20      | 4.5000%  | 0.0000% | $1100.00           | $962.15            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-02-20      | 6.0000%  | 0.0000% | $49684136.00       | $25322584.03       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2050-08-20      | 3.0000%  | 0.0000% | $1216880.00        | $403197.54         | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2065-12-15      | 5.8500%  | 0.0000% | $321750.00         | $332470.71         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-05-20      | 4.5000%  | 0.0000% | $1008.00           | $897.76            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-10-20      | 5.0000%  | 0.0000% | $1000.00           | $860.32            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $905.37            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2051-07-01      | 3.0000%  | 0.0000% | $42390200.00       | $23296359.80       | Agency Mortgage-Backed Securities  |
| FANNIEMAE-ACES                 | 2032-09-25      | 3.7557%  | 0.0000% | $3004.00           | $2837.34           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 7.0000%  | 0.0000% | $1007.00           | $1061.83           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2030-11-01      | 1.6100%  | 0.0000% | $44584.00          | $39738.22          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2030-09-01      | 4.2500%  | 0.0000% | $1088.00           | $1086.22           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2032-12-01      | 4.3000%  | 0.0000% | $19999000.00       | $19718482.91       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $30800281.00       | $28033850.75       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 5.0000%  | 0.0000% | $15205322.00       | $14958887.48       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2051-12-01      | 3.5000%  | 0.0000% | $80208.00          | $50418.99          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-05-01      | 6.5000%  | 0.0000% | $6750944.00        | $5416578.93        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 5.0000%  | 0.0000% | $1032.00           | $999.31            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2051-10-01      | 2.5000%  | 0.0000% | $7677616.00        | $4487667.14        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2053-11-01      | 5.0000%  | 0.0000% | $2509252.00        | $2168290.27        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-09-20      | 7.0000%  | 0.0000% | $1540996.00        | $1213831.54        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $545.69            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $882.21            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-09-20      | 7.0000%  | 0.0000% | $1008.00           | $721.05            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1042.28           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $606.54            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1050.44           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-09-20      | 7.0000%  | 0.0000% | $1000.00           | $920.77            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1014.43           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 7.0000%  | 0.0000% | $2418480.00        | $2557842.17        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 5.5000%  | 0.0000% | $1006.00           | $1013.51           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.83           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1048.79           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1055.60           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-03-20      | 5.5000%  | 0.0000% | $3417780.00        | $3535547.88        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.94           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 7.0000%  | 0.0000% | $1000.00           | $1065.58           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1061.58           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1062.65           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1063.07           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $1024.00           | $1022.39           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-11-20      | 4.5000%  | 0.0000% | $1280.00           | $1126.99           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-03-20      | 5.5000%  | 0.0000% | $1024.00           | $723.81            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $804.58            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-06-20      | 6.0000%  | 0.0000% | $142134272.00      | $97183254.97       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-07-20      | 3.5000%  | 0.0000% | $1008.00           | $890.28            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 3.5000%  | 0.0000% | $2007220.00        | $1801033.22        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $990.22            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-04-20      | 5.0000%  | 0.0000% | $1000.00           | $994.54            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1042.45           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1055.37           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.56           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1055.36           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.41           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2044-01-15      | 3.0000%  | 0.0000% | $1000.00           | $411.69            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2049-02-20      | 4.0000%  | 0.0000% | $1000.00           | $568.84            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2040-09-15      | 5.0000%  | 0.0000% | $1000.00           | $45.08             | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2055-08-20      | 4.7051%  | 0.0000% | $717976.00         | $673724.19         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 5.0751%  | 0.0000% | $1004.00           | $370.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 3.6249%  | 0.0000% | $11774283.00       | $445783.00         | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2054-10-20      | 2.4249%  | 0.0000% | $21136544.00       | $916524.31         | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2055-06-20      | 2.2749%  | 0.0000% | $2491832.00        | $94438.48          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $981.06            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.5000%  | 0.0000% | $1797.00           | $1804.09           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-03-01      | 5.0000%  | 0.0000% | $2058.00           | $2030.18           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1044.95           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $967.24            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-08-20      | 7.0000%  | 0.0000% | $1493140.00        | $1230518.47        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $782.86            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-07-20      | 5.5000%  | 0.0000% | $1115712.00        | $1126347.62        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 5.0000%  | 0.0000% | $6088032.00        | $6003138.16        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.0000%  | 0.0000% | $37774465.00       | $36894853.09       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2030-07-20      | 3.5000%  | 0.0000% | $1000.00           | $46.98             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2047-04-20      | 4.0000%  | 0.0000% | $1000.00           | $83.71             | Agency Mortgage-Backed Securities  |
| STRIPS                         | 2035-11-15      | NA       | 0.0000% | $23645762.42       | $15453286.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2042-05-15      | 3.2500%  | 0.0000% | $51513600.00       | $42317207.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2045-11-15      | 4.6250%  | 0.0000% | $36349600.00       | $34821335.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-02-15      | 1.8750%  | 0.0000% | $82832600.00       | $73557497.87       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2033-07-15      | 1.3750%  | 0.0000% | $18916300.00       | $20114602.37       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2034-01-15      | 1.7500%  | 0.0000% | $32897500.00       | $35221472.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-06-30      | 4.2500%  | 0.0000% | $40222400.00       | $41114979.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-05-31      | 3.6250%  | 0.0000% | $1000.00           | $1010.63           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-11-30      | 4.1250%  | 0.0000% | $4748000.00        | $4851655.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-12-15      | 4.0000%  | 0.0000% | $1000.00           | $1018.62           | U.S. Treasuries (including strips) |

### Security 231: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDJN000, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDJN000_3.62_0610
- **C.18 - Value (incl. sponsor support):** $740000000.00
- **C.18.a - Value (excl. sponsor support):** $740000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $468000000.00      | $421738077.91      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $52937500.00       | $51701260.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $273012400.00      | $281360717.97      | U.S. Treasuries (including strips) |

### Security 232: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.619900%
- **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: 99VDKE008, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDKE008_3.62_0601
- **C.18 - Value (incl. sponsor support):** $3764000000.00
- **C.18.a - Value (excl. sponsor support):** $3764000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL               | 2064-08-20      | 4.5000%  | 0.0000% | $374447.00         | $355299.40         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-04-20      | 5.5000%  | 0.0000% | $1012910.00        | $1028240.79        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $899527.00         | $587002.83         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.5000%  | 0.0000% | $391511.00         | $303220.02         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-12-20      | 6.5000%  | 0.0000% | $933748.00         | $985079.59         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 6.5000%  | 0.0000% | $815538.00         | $749980.30         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-05-20      | 5.5000%  | 0.0000% | $145353216.00      | $149021026.78      | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2041-01-15      | 4.0000%  | 0.0000% | $120524.00         | $9627.93           | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2040-12-15      | 4.0000%  | 0.0000% | $246057.00         | $24810.72          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2041-01-15      | 4.0000%  | 0.0000% | $928728.00         | $88595.42          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2041-01-15      | 4.0000%  | 0.0000% | $1735322.00        | $104805.02         | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2037-05-20      | 4.7500%  | 0.0000% | $41591000.00       | $42258262.90       | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL        | 2055-08-01      | 5.3670%  | 0.0000% | $135563.00         | $114363.92         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL            | 2039-12-01      | 4.5000%  | 0.0000% | $2815000.00        | $69833.15          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL            | 2038-10-01      | 6.5000%  | 0.0000% | $1261224.00        | $9537.35           | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL        | 2037-09-01      | 6.0200%  | 0.0000% | $1018258.00        | $240821.97         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2032-04-01      | 6.0000%  | 0.0000% | $7256448.00        | $15232.86          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2041-09-01      | 4.5000%  | 0.0000% | $5730000.00        | $370120.75         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2043-04-01      | 3.0000%  | 0.0000% | $1120886.00        | $255267.39         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2044-01-01      | 3.5000%  | 0.0000% | $43032.00          | $7282.79           | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL        | 2047-06-01      | 3.1990%  | 0.0000% | $2072284.00        | $545545.54         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2037-06-01      | 4.0000%  | 0.0000% | $13269968.00       | $2309401.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2056-05-20      | 0.4572%  | 0.0000% | $50000000.00       | $535714.38         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2048-04-01      | 3.5000%  | 0.0000% | $50240512.00       | $15454065.35       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2047-12-01      | 3.5000%  | 0.0000% | $495000.00         | $48522.19          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2032-12-01      | 6.0000%  | 0.0000% | $24602748.00       | $32108.49          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2037-05-01      | 6.0000%  | 0.0000% | $9679904.00        | $52496.89          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2041-04-01      | 4.0000%  | 0.0000% | $464751.00         | $46600.98          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2033-06-01      | 3.5000%  | 0.0000% | $634848.00         | $49483.96          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2033-01-01      | 3.0000%  | 0.0000% | $690000.00         | $124158.04         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2039-08-01      | 4.0000%  | 0.0000% | $2225556.00        | $522694.48         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-04-20      | 5.5000%  | 0.0000% | $1170856.00        | $1187513.14        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-04-20      | 6.0000%  | 0.0000% | $1096928.00        | $1141811.47        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-02-20      | 6.0000%  | 0.0000% | $3460916.00        | $3583780.46        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-05-20      | 6.0000%  | 0.0000% | $4367288.00        | $4524421.57        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2066-03-15      | 5.8400%  | 0.0000% | $191573.00         | $199972.56         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-05-20      | 5.5000%  | 0.0000% | $13300880.00       | $13499911.42       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2053-12-01      | 7.0000%  | 0.0000% | $78893.00          | $82123.47          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-08-01      | 6.0000%  | 0.0000% | $50000000.00       | $34217515.54       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-10-01      | 6.0000%  | 0.0000% | $1078750.00        | $206246.93         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-09-01      | 4.5000%  | 0.0000% | $1236344.00        | $1164354.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-02-01      | 5.0000%  | 0.0000% | $984337.00         | $831914.78         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2039-01-01      | 5.0000%  | 0.0000% | $543284.00         | $24939.58          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2038-07-01      | 6.0000%  | 0.0000% | $812055.00         | $9079.84           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2037-03-01      | 6.5000%  | 0.0000% | $1490000.00        | $20855.98          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2040-02-01      | 5.5000%  | 0.0000% | $4611336.00        | $167328.80         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2050-09-01      | 2.0000%  | 0.0000% | $685000.00         | $316943.77         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-06-01      | 5.5000%  | 0.0000% | $48568256.00       | $35285310.02       | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2057-07-15      | 2.6900%  | 0.0000% | $7961288.00        | $6668142.23        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2057-08-15      | 3.2700%  | 0.0000% | $5741160.00        | $5001494.57        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-07-01      | 5.0000%  | 0.0000% | $859568.00         | $650639.02         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-01-01      | 5.5000%  | 0.0000% | $4519592.00        | $3693596.50        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-01-01      | 6.0000%  | 0.0000% | $1178772.00        | $1212869.91        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-03-01      | 5.5000%  | 0.0000% | $1711222.00        | $1728700.76        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-02-01      | 5.0000%  | 0.0000% | $1181022.00        | $1165845.09        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-02-01      | 6.0000%  | 0.0000% | $3557840.00        | $3733850.65        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2048-06-01      | 4.0000%  | 0.0000% | $75000.00          | $30086.48          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2037-02-01      | 5.5000%  | 0.0000% | $775059.00         | $11577.40          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2048-11-20      | 5.0000%  | 0.0000% | $128128256.00      | $7288352.47        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 6.5000%  | 0.0000% | $1143942.00        | $997438.56         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2047-06-01      | 5.0000%  | 0.0000% | $3500392.00        | $744361.61         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2048-07-01      | 4.5000%  | 0.0000% | $58000.00          | $11746.47          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-03-20      | 6.5000%  | 0.0000% | $1956020.00        | $1739976.35        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-05-20      | 5.5000%  | 0.0000% | $1066846.00        | $1084114.80        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-04-20      | 6.5000%  | 0.0000% | $1866084.00        | $1967631.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-05-20      | 6.0000%  | 0.0000% | $3747152.00        | $3886720.92        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-05-20      | 5.5000%  | 0.0000% | $10703232.00       | $10938475.96       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-05-20      | 5.5000%  | 0.0000% | $1191582.00        | $1226420.02        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-03-20      | 6.5000%  | 0.0000% | $2421424.00        | $2545975.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-02-20      | 4.7751%  | 0.0000% | $50000000.00       | $26377837.26       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-05-20      | 4.8751%  | 0.0000% | $1000000.00        | $613750.17         | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2054-09-20      | 4.7251%  | 0.0000% | $100000000.00      | $92498850.94       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2050-04-20      | 3.5000%  | 0.0000% | $50000000.00       | $41251788.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-03-20      | 4.7751%  | 0.0000% | $3000000.00        | $2408619.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-05-20      | 5.0251%  | 0.0000% | $50000000.00       | $40732392.51       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-10-20      | 5.0000%  | 0.0000% | $1250000.00        | $1211026.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-12-20      | 4.4251%  | 0.0000% | $67406464.00       | $66513287.20       | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2049-07-15      | 4.0000%  | 0.0000% | $267000.00         | $32105.59          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2039-01-15      | 5.5000%  | 0.0000% | $200000.00         | $9038.80           | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2039-09-15      | 4.0000%  | 0.0000% | $239000.00         | $12493.00          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2037-09-15      | 4.0000%  | 0.0000% | $106312.00         | $50554.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-10-20      | 4.0971%  | 0.0000% | $80000000.00       | $1167835.37        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-10-20      | 6.5000%  | 0.0000% | $1599796.00        | $1711027.45        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-01-20      | 6.0000%  | 0.0000% | $2192412.00        | $2324301.57        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2061-05-15      | 5.1700%  | 0.0000% | $5837600.00        | $6053299.97        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2048-09-01      | 5.0000%  | 0.0000% | $839000.00         | $139491.72         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2036-12-15      | 6.0000%  | 0.0000% | $905677.00         | $15730.10          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-06-01      | 6.0000%  | 0.0000% | $3358940.00        | $3497995.64        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-09-20      | 6.5000%  | 0.0000% | $533928.00         | $559713.83         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 3.5000%  | 0.0000% | $129069.00         | $113731.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2036-11-01      | 2.0000%  | 0.0000% | $3980560.00        | $2062166.24        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-08-01      | 5.5000%  | 0.0000% | $303747.00         | $288811.08         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2053-07-01      | 5.5000%  | 0.0000% | $1108436.00        | $867787.95         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2053-05-01      | 5.0000%  | 0.0000% | $42208000.00       | $33166519.07       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2051-11-01      | 2.5000%  | 0.0000% | $175000.00         | $123623.59         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-07-01      | 5.5000%  | 0.0000% | $12899536.00       | $11572521.54       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-01-01      | 5.5000%  | 0.0000% | $2574000.00        | $2045694.75        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2052-06-01      | 3.0000%  | 0.0000% | $576999.00         | $396997.33         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2052-08-01      | 5.0000%  | 0.0000% | $3596770.00        | $2535578.37        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2050-02-01      | 3.0000%  | 0.0000% | $1636000.00        | $609672.37         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2050-06-01      | 2.5000%  | 0.0000% | $20000000.00       | $9396672.62        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2050-09-01      | 2.5000%  | 0.0000% | $3447224.00        | $1620685.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-08-01      | 5.5000%  | 0.0000% | $1108970.00        | $995993.05         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-10-01      | 6.0000%  | 0.0000% | $4891216.00        | $4410256.91        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2045-06-01      | 5.0000%  | 0.0000% | $1582354.00        | $1406779.22        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-07-01      | 5.5000%  | 0.0000% | $9675968.00        | $7809978.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-05-25      | 2.5000%  | 0.0000% | $100000.00         | $9996.25           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2041-11-01      | 6.3100%  | 0.0000% | $6035400.00        | $115157.65         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2041-12-01      | 4.5000%  | 0.0000% | $584385.00         | $27794.24          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2042-05-01      | 3.5000%  | 0.0000% | $150000.00         | $19409.22          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2045-09-01      | 4.5000%  | 0.0000% | $250000.00         | $28610.38          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2045-10-01      | 3.5000%  | 0.0000% | $105991.00         | $16638.08          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2047-05-01      | 4.5000%  | 0.0000% | $102051200.00      | $17128702.36       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2034-01-01      | 4.5000%  | 0.0000% | $1172952.00        | $368957.86         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2033-10-01      | 5.5000%  | 0.0000% | $1001098.00        | $11078.21          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-04-20      | 5.5000%  | 0.0000% | $4466056.00        | $4583391.70        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2049-09-20      | 3.5000%  | 0.0000% | $221930000.00      | $24086329.26       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2052-05-20      | 4.0000%  | 0.0000% | $200000000.00      | $135137414.99      | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2051-08-20      | 5.0000%  | 0.0000% | $543000.00         | $138456.35         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2051-05-20      | 3.0000%  | 0.0000% | $105611.00         | $67710.25          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2052-09-20      | 5.5000%  | 0.0000% | $153891840.00      | $92890699.25       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2053-07-20      | 6.5000%  | 0.0000% | $155000.00         | $56634.03          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2052-10-20      | 4.0000%  | 0.0000% | $276900.00         | $222740.50         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-06-20      | 6.5000%  | 0.0000% | $1495689216.00     | $597890975.24      | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2049-05-20      | 4.0000%  | 0.0000% | $64000.00          | $15284.18          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2049-06-20      | 4.0000%  | 0.0000% | $195000.00         | $30769.80          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2050-03-20      | 3.0000%  | 0.0000% | $447409.00         | $155757.20         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2052-01-20      | 3.0000%  | 0.0000% | $240785.00         | $170601.41         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2050-11-20      | 2.0000%  | 0.0000% | $2044412.00        | $900298.99         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2057-07-15      | 2.7400%  | 0.0000% | $419037.00         | $352857.84         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2036-02-15      | 5.0000%  | 0.0000% | $2040324.00        | $50906.20          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2035-12-20      | 6.0000%  | 0.0000% | $1846634.00        | $88834.78          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2034-06-15      | 5.0000%  | 0.0000% | $3282768.00        | $35898.24          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2036-12-15      | 6.0000%  | 0.0000% | $16480352.00       | $568288.55         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2034-12-15      | 5.0000%  | 0.0000% | $10078048.00       | $175298.97         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-01-20      | 6.5000%  | 0.0000% | $817589.00         | $859874.11         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-09-20      | 6.5000%  | 0.0000% | $468423.00         | $490924.96         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-04-01      | 5.0000%  | 0.0000% | $5001240.00        | $4928572.30        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-04-01      | 6.0000%  | 0.0000% | $1382124.00        | $1424923.12        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2041-10-15      | 4.0000%  | 0.0000% | $600000.00         | $7839.12           | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2041-12-15      | 4.0000%  | 0.0000% | $2000000.00        | $183584.74         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2042-11-15      | 3.5000%  | 0.0000% | $2147000.00        | $153463.23         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2046-12-20      | 3.5000%  | 0.0000% | $549361.00         | $71651.06          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2048-04-20      | 4.5000%  | 0.0000% | $721228.00         | $51411.94          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2049-10-20      | 5.0000%  | 0.0000% | $1002000.00        | $125606.29         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2045-07-01      | 5.0000%  | 0.0000% | $681546.00         | $583065.05         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2056-05-01      | 5.0000%  | 0.0000% | $100000000.00      | $98694788.90       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2056-05-01      | 7.0000%  | 0.0000% | $570079.00         | $605612.28         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2040-04-01      | 4.5000%  | 0.0000% | $281594.00         | $15236.83          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2040-08-01      | 4.5000%  | 0.0000% | $475000.00         | $32661.62          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-12-01      | 5.5000%  | 0.0000% | $3238000.00        | $3046854.55        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-03-01      | 6.5000%  | 0.0000% | $1019352.00        | $711844.64         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2042-04-01      | 3.5000%  | 0.0000% | $132000.00         | $20354.16          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2049-07-01      | 4.5000%  | 0.0000% | $460000.00         | $75813.74          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2052-03-01      | 3.0000%  | 0.0000% | $1590000.00        | $961070.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2056-03-20      | NA       | 0.0000% | $99545081.00       | $99511.51          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2041-03-15      | 4.0000%  | 0.0000% | $2967934.00        | $45550.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-06-20      | 4.5000%  | 0.0000% | $900000.00         | $13750.60          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2056-03-20      | 4.5751%  | 0.0000% | $34198016.00       | $33772848.51       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2039-08-20      | 5.0000%  | 0.0000% | $1332217.00        | $20092.30          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2045-11-20      | 4.0000%  | 0.0000% | $41000.00          | $13251.86          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2034-01-15      | 5.5000%  | 0.0000% | $1502242.00        | $51393.85          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2034-07-15      | 6.0000%  | 0.0000% | $1000000.00        | $29984.12          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2037-01-15      | 5.5000%  | 0.0000% | $6007071.00        | $41324.65          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2038-04-15      | 5.5000%  | 0.0000% | $2246120.00        | $13901.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2056-01-20      | 4.4251%  | 0.0000% | $39612352.00       | $38932463.24       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2056-02-20      | 4.5251%  | 0.0000% | $31000000.00       | $30546758.02       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2053-05-20      | 4.5000%  | 0.0000% | $63928512.00       | $59991474.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2056-02-20      | 4.4751%  | 0.0000% | $50000000.00       | $49183624.45       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2054-03-20      | 4.5000%  | 0.0000% | $19166656.00       | $17924005.02       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2056-03-20      | 4.5000%  | 0.0000% | $20913600.00       | $20302648.21       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2056-04-20      | 4.3251%  | 0.0000% | $16860672.00       | $16379568.00       | Agency Mortgage-Backed Securities |
| VENDEE MORTGAGE TRUST            | 2032-01-15      | 6.0000%  | 0.0000% | $18350000.00       | $2822968.78        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-03-20      | 5.5000%  | 0.0000% | $152262.00         | $154137.66         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-05-20      | 6.5000%  | 0.0000% | $1145110.00        | $1209883.78        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-05-20      | 6.0000%  | 0.0000% | $13082784.00       | $13590771.06       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-05-20      | 5.5000%  | 0.0000% | $3070680.00        | $3117562.46        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-05-20      | 5.5000%  | 0.0000% | $2755200.00        | $2817483.44        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 6.5000%  | 0.0000% | $15041280.00       | $12641146.02       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-10-01      | 6.5000%  | 0.0000% | $1388240.00        | $1320486.29        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-10-01      | 6.5000%  | 0.0000% | $2562212.00        | $1849106.81        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-11-01      | 5.0000%  | 0.0000% | $2755816.00        | $2719900.24        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2053-05-01      | 6.0000%  | 0.0000% | $19929000.00       | $15489821.05       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-04-01      | 5.0000%  | 0.0000% | $27352832.00       | $24982518.78       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-08-01      | 6.5000%  | 0.0000% | $415285.00         | $370541.39         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-03-01      | 4.5000%  | 0.0000% | $26630080.00       | $25104568.00       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-01-01      | 5.0000%  | 0.0000% | $13084520.00       | $13003355.76       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2051-04-01      | 5.0000%  | 0.0000% | $18717000.00       | $18528364.20       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-06-01      | 5.5000%  | 0.0000% | $35551616.00       | $31874117.05       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2048-07-01      | 4.0000%  | 0.0000% | $347740672.00      | $107317983.73      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2043-09-01      | 6.1750%  | 0.0000% | $2011000.00        | $284809.74         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2057-06-01      | 3.0000%  | 0.0000% | $3053072.00        | $2285128.38        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2051-07-01      | 2.5000%  | 0.0000% | $400000.00         | $210719.23         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2052-03-01      | 3.0000%  | 0.0000% | $17000.00          | $10709.47          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2052-04-01      | 3.0000%  | 0.0000% | $40198.00          | $24607.92          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2053-06-01      | 4.3230%  | 0.0000% | $2334504.00        | $1621194.94        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2053-05-01      | 5.8820%  | 0.0000% | $1283274.00        | $860891.36         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2034-11-01      | 5.0000%  | 0.0000% | $22933000.00       | $23510014.67       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2028-12-01      | 4.0000%  | 0.0000% | $1401548.00        | $85275.03          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2050-02-01      | 2.5000%  | 0.0000% | $203000.00         | $100190.21         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2041-05-01      | 2.0000%  | 0.0000% | $1125000.00        | $613020.25         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2051-08-01      | 2.5000%  | 0.0000% | $145000.00         | $82992.20          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2051-11-01      | 2.0000%  | 0.0000% | $1661604.00        | $965215.46         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2053-06-01      | 5.5000%  | 0.0000% | $18118848.00       | $13017444.40       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2056-01-01      | 6.0000%  | 0.0000% | $1471822.00        | $1530703.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2056-03-01      | 5.5000%  | 0.0000% | $2056364.00        | $2079146.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2056-04-01      | 5.5000%  | 0.0000% | $2009750.00        | $2053981.48        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2056-05-01      | 6.0000%  | 0.0000% | $5236656.00        | $5369361.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2056-06-01      | 6.0000%  | 0.0000% | $5966320.00        | $6202136.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 5.0000%  | 0.0000% | $26017440.00       | $24702789.65       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-04-01      | 5.5000%  | 0.0000% | $68588288.00       | $63559878.22       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2049-07-01      | 4.5000%  | 0.0000% | $1900000.00        | $274105.86         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2050-10-01      | 2.5000%  | 0.0000% | $600000.00         | $249139.14         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-05-20      | 6.0000%  | 0.0000% | $4677704.00        | $4863720.70        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-05-20      | 6.0000%  | 0.0000% | $4865864.00        | $5048312.82        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-05-20      | 6.0000%  | 0.0000% | $1698940.00        | $1756982.02        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-05-20      | 6.5000%  | 0.0000% | $1047502.00        | $1105492.29        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-05-20      | 6.0000%  | 0.0000% | $1046326.00        | $1090315.29        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-05-20      | 6.5000%  | 0.0000% | $1335270.00        | $1411608.13        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2056-03-15      | 2.9800%  | 0.0000% | $169808.00         | $144683.67         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2044-10-20      | 4.0000%  | 0.0000% | $1045400.00        | $706064.50         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2051-07-20      | 2.5000%  | 0.0000% | $1005646.00        | $754683.78         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2053-05-20      | 4.5000%  | 0.0000% | $32505.00          | $28950.11          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2053-11-20      | 6.0000%  | 0.0000% | $782994.00         | $816095.41         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 6.5000%  | 0.0000% | $361494.00         | $378905.62         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2048-01-01      | 3.5000%  | 0.0000% | $3106984.00        | $1201436.49        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2052-04-01      | 4.0000%  | 0.0000% | $9528592.00        | $5818191.02        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2053-01-01      | 6.0000%  | 0.0000% | $3011712.00        | $1821876.23        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2053-01-01      | 6.0000%  | 0.0000% | $283510.00         | $166549.68         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-04-20      | 6.0000%  | 0.0000% | $1228866.00        | $1271279.74        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-05-20      | 5.5000%  | 0.0000% | $1327466.00        | $1361266.97        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-05-20      | 5.5000%  | 0.0000% | $6918744.00        | $7064575.75        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2038-11-20      | 5.5000%  | 0.0000% | $19065312.00       | $23951.26          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2039-06-15      | 5.0000%  | 0.0000% | $92133.00          | $10046.66          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2041-03-15      | 5.0000%  | 0.0000% | $642420.00         | $24334.20          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2040-12-15      | 4.0000%  | 0.0000% | $1000000.00        | $39396.08          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2039-02-15      | 5.5000%  | 0.0000% | $3550000.00        | $134036.90         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2045-07-15      | 4.0000%  | 0.0000% | $15972256.00       | $3379357.32        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2045-09-15      | 5.5000%  | 0.0000% | $885000.00         | $206162.47         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-03-20      | 6.5000%  | 0.0000% | $1088408.00        | $1146552.01        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2054-11-20      | 5.0000%  | 0.0000% | $118998.00         | $99211.41          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-03-20      | 5.0000%  | 0.0000% | $169570304.00      | $150899936.14      | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-06-20      | 4.0000%  | 0.0000% | $817496.00         | $748396.63         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 6.0000%  | 0.0000% | $1226300.00        | $1126129.71        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-08-20      | 6.5000%  | 0.0000% | $657134592.00      | $684339587.59      | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2056-04-20      | 6.0000%  | 0.0000% | $100000.00         | $102492.57         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-04-20      | 6.5000%  | 0.0000% | $613210.00         | $319387.34         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-05-20      | 6.5000%  | 0.0000% | $905022.00         | $585138.06         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-03-20      | 6.5000%  | 0.0000% | $585943.00         | $578117.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-02-20      | 3.0000%  | 0.0000% | $1872000.00        | $1036653.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-08-20      | 2.5000%  | 0.0000% | $14536464.00       | $12108512.52       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-04-20      | 4.4751%  | 0.0000% | $300000000.00      | $146522508.11      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-07-20      | 4.9251%  | 0.0000% | $71201536.00       | $53150875.64       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2041-02-20      | 1.7500%  | 0.0000% | $1306000.00        | $63397.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-09-20      | 3.0000%  | 0.0000% | $384500.00         | $391624.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-09-20      | 2.7500%  | 0.0000% | $46475000.00       | $9770407.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2058-09-16      | 3.2500%  | 0.0000% | $8084368.00        | $6498732.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-01-16      | 1.2500%  | 0.0000% | $17000000.00       | $6729511.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2062-01-16      | 1.1500%  | 0.0000% | $30500000.00       | $16918285.66       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-01-20      | 3.5000%  | 0.0000% | $2050000.00        | $1849799.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-02-16      | 3.9915%  | 0.0000% | $21600000.00       | $16406094.31       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2062-07-16      | 1.7500%  | 0.0000% | $19500000.00       | $13325420.91       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-11-16      | 1.5000%  | 0.0000% | $63649728.00       | $44632207.76       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-10-16      | 2.0000%  | 0.0000% | $121942912.00      | $97302460.16       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2064-07-16      | 4.0000%  | 0.0000% | $121441280.00      | $106267877.07      | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2068-05-16      | 3.7500%  | 0.0000% | $21822432.00       | $16535307.73       | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2039-07-15      | 6.5000%  | 0.0000% | $174476.00         | $27133.77          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2053-09-20      | 5.5000%  | 0.0000% | $158000.00         | $113134.64         | Agency Mortgage-Backed Securities |

### Security 233: HSBC Securities USA Inc. Tri Party Repo

- **C.1 - Title:** HSBC Securities USA Inc. Tri Party Repo 3.619900%
- **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: 99VDKY004, C.3 - LEI: 1IE8VN30JCEQV1H4R804, C.5 - Other ID: 99VDKY004_3.62_0601
- **C.18 - Value (incl. sponsor support):** $270000000.00
- **C.18.a - Value (excl. sponsor support):** $270000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL | 2053-12-01      | 7.0000%  | 0.0000% | $3872476.00        | $2465426.51        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-01-01      | 2.5000%  | 0.0000% | $355000.00         | $218919.52         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-09-01      | 7.0000%  | 0.0000% | $4989880.00        | $3100132.08        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-10-01      | 3.0000%  | 0.0000% | $500000.00         | $267610.88         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2032-06-01      | 3.5000%  | 0.0000% | $25000.00          | $10759.70          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2030-04-01      | 3.5300%  | 0.0000% | $480343.00         | $413736.82         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-11-01      | 6.0000%  | 0.0000% | $50158799.00       | $37666088.88       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2049-02-01      | 6.0000%  | 0.0000% | $6843288.00        | $7092963.94        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-03-01      | 4.5000%  | 0.0000% | $7212.00           | $5053.16           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2036-10-01      | 1.5000%  | 0.0000% | $293000.00         | $176827.57         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.0000%  | 0.0000% | $6212.00           | $5789.40           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.0000%  | 0.0000% | $37002112.00       | $36088528.08       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2048-10-01      | 4.0000%  | 0.0000% | $2997060.00        | $208923.90         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2048-07-01      | 4.0000%  | 0.0000% | $1176806.00        | $90699.71          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2037-05-01      | 3.0000%  | 0.0000% | $413492.00         | $225841.43         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2032-05-01      | 2.0000%  | 0.0000% | $823604.00         | $354570.79         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-05-01      | 5.5000%  | 0.0000% | $12553008.00       | $12659504.93       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-02-01      | 5.5000%  | 0.0000% | $7608312.00        | $6613972.97        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-04-01      | 6.5000%  | 0.0000% | $2376380.00        | $1572687.82        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 5.5000%  | 0.0000% | $1152814.00        | $1080457.23        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 6.5000%  | 0.0000% | $1216542.00        | $1274818.04        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 6.0000%  | 0.0000% | $1338618.00        | $1368729.61        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 5.5000%  | 0.0000% | $2026684.00        | $1866544.66        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 6.0000%  | 0.0000% | $506000.00         | $395586.94         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 6.0000%  | 0.0000% | $68300000.00       | $54676092.13       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2049-02-01      | 3.0000%  | 0.0000% | $9180560.00        | $8372251.47        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-04-01      | 5.5000%  | 0.0000% | $8203.00           | $7439.75           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-05-01      | 5.0000%  | 0.0000% | $22974624.00       | $22674756.66       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-05-01      | 4.0000%  | 0.0000% | $46687999.00       | $43688577.74       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-10-01      | 5.0000%  | 0.0000% | $1715000.00        | $1495698.20        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2049-08-01      | 3.5000%  | 0.0000% | $2924988.00        | $506517.33         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2049-01-01      | 4.0000%  | 0.0000% | $525000.00         | $86963.09          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-02-01      | 2.5000%  | 0.0000% | $32937216.00       | $19443306.36       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-06-01      | 4.5000%  | 0.0000% | $3681360.00        | $2509345.68        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-01-01      | 6.5000%  | 0.0000% | $65000.00          | $35218.18          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-04-01      | 6.5000%  | 0.0000% | $1798916.00        | $1630098.21        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-02-01      | 5.0000%  | 0.0000% | $5498450.00        | $5049560.87        | Agency Mortgage-Backed Securities |

### Security 234: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.630000%
- **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: 99VDNE005, C.3 - LEI: DWW559HN8WVTCCS4VJ94, C.5 - Other ID: 99VDNE005_3.63_0601
- **C.18 - Value (incl. sponsor support):** $354000000.00
- **C.18.a - Value (excl. sponsor support):** $354000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-11-20      | 1.5749%  | 0.0000% | $25000000.00       | $189584.95         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-09-20      | 1.9749%  | 0.0000% | $134019072.00      | $1463020.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-11-20      | 3.7249%  | 0.0000% | $33333312.00       | $698924.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-12-20      | 2.1749%  | 0.0000% | $150000000.00      | $2302058.64        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-03-20      | 2.3749%  | 0.0000% | $68000000.00       | $3068590.58        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-06-20      | 1.5749%  | 0.0000% | $150000000.00      | $3697975.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-01-20      | 1.9329%  | 0.0000% | $206000000.00      | $1929013.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-08-20      | NA       | 0.0000% | $50000000.00       | $102682.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-10-20      | NA       | 0.0000% | $50000000.00       | $132980.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-10-20      | 0.7829%  | 0.0000% | $30000000.00       | $203863.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-03-20      | NA       | 0.0000% | $85896000.00       | $98619.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-07-20      | 2.5829%  | 0.0000% | $36622016.00       | $2141779.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-08-20      | 2.5829%  | 0.0000% | $33710528.00       | $2669588.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-09-20      | 2.5829%  | 0.0000% | $25000000.00       | $2119869.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-09-20      | 2.5829%  | 0.0000% | $67568640.00       | $5328804.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-01-20      | NA       | 0.0000% | $91096448.00       | $328057.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-11-20      | 0.9749%  | 0.0000% | $50000000.00       | $766695.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-11-20      | 2.5249%  | 0.0000% | $9248816.00        | $81109.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-07-20      | 3.7998%  | 0.0000% | $43571392.00       | $23895379.60       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-06-20      | NA       | 0.0000% | $500000000.00      | $724558.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-02-20      | 1.4249%  | 0.0000% | $50000000.00       | $1105171.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-03-20      | 1.8749%  | 0.0000% | $140000000.00      | $1934157.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-11-20      | 2.5749%  | 0.0000% | $75000000.00       | $2555815.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-20      | 1.7249%  | 0.0000% | $60000000.00       | $2137113.84        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-07-20      | 2.3749%  | 0.0000% | $60000000.00       | $2516472.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-07-20      | 2.9749%  | 0.0000% | $200000000.00      | $4162115.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-10-20      | 1.8249%  | 0.0000% | $333273088.00      | $8858587.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-10-20      | 1.8249%  | 0.0000% | $250000000.00      | $8016037.90        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-10-20      | 1.8249%  | 0.0000% | $81863296.00       | $3515225.87        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-08-20      | 1.6249%  | 0.0000% | $109033600.00      | $2333448.59        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-03-20      | 1.6749%  | 0.0000% | $33000000.00       | $1516552.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-02-20      | 0.7049%  | 0.0000% | $250000000.00      | $2543057.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-03-20      | 1.6749%  | 0.0000% | $315366912.00      | $10353489.60       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-02-20      | 2.2749%  | 0.0000% | $47178624.00       | $1997174.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-20      | 1.0000%  | 0.0000% | $7228904.00        | $140589.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-03-20      | 2.3249%  | 0.0000% | $67000000.00       | $4002185.31        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2052-07-20      | 2.3749%  | 0.0000% | $43596800.00       | $3064560.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-10-20      | 1.7749%  | 0.0000% | $268500000.00      | $13173125.28       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-11-20      | 3.5749%  | 0.0000% | $77563008.00       | $8210601.59        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-12-20      | 1.1249%  | 0.0000% | $180000000.00      | $5175898.06        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 2.8749%  | 0.0000% | $131971072.00      | $9007012.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-04-20      | 1.8749%  | 0.0000% | $67850368.00       | $2568825.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-04-20      | 1.4749%  | 0.0000% | $50000000.00       | $1444577.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-03-20      | 1.3749%  | 0.0000% | $75000000.00       | $4049122.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-03-20      | 0.7606%  | 0.0000% | $175000000.00      | $2105530.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-03-20      | 1.3749%  | 0.0000% | $50000000.00       | $2062238.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-11-15      | 2.2427%  | 0.0000% | $48916672.00       | $879479.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-12-15      | 2.3427%  | 0.0000% | $106139903.00      | $717818.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-01-15      | 2.4427%  | 0.0000% | $50000000.00       | $754127.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-25      | 2.3234%  | 0.0000% | $34828992.00       | $876629.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-25      | 2.0879%  | 0.0000% | $21555680.00       | $1391091.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-25      | 2.9879%  | 0.0000% | $179168256.00      | $3580180.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-25      | 2.3379%  | 0.0000% | $103500000.00      | $2699098.31        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-08-25      | 2.1379%  | 0.0000% | $86449280.00       | $2444714.65        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-09-25      | 2.2879%  | 0.0000% | $100000000.00      | $3280831.74        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 2.2879%  | 0.0000% | $107228000.00      | $2529654.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-25      | 0.8936%  | 0.0000% | $261134720.00      | $3877715.08        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-11-25      | 1.6379%  | 0.0000% | $72974592.00       | $1262245.15        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-12-25      | 2.2379%  | 0.0000% | $65857280.00       | $2191648.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-25      | 1.9546%  | 0.0000% | $150000000.00      | $2930064.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-25      | 3.4379%  | 0.0000% | $21604928.00       | $1189261.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-25      | 0.6879%  | 0.0000% | $307000000.00      | $2633164.08        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-11-25      | 1.2379%  | 0.0000% | $30000000.00       | $814907.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-25      | 1.4379%  | 0.0000% | $339743232.00      | $11124086.87       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-03-25      | 1.4879%  | 0.0000% | $117766528.00      | $3851075.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-05-25      | 1.1331%  | 0.0000% | $155000000.00      | $2757752.86        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP                      | 2053-10-25      | 3.5879%  | 0.0000% | $50000000.00       | $2205850.50        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP                      | 2054-05-25      | 2.2879%  | 0.0000% | $100000000.00      | $1599957.68        | Agency Mortgage-Backed Securities |
| MULTIFAMILY STRUCTURED CREDIT         | 2052-05-28      | 13.1121% | 0.0000% | $7000000.00        | $8298735.73        | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SLST                    | 2034-05-25      | 4.5821%  | 0.0000% | $65000000.00       | $54756928.38       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2035-02-20      | 3.0329%  | 0.0000% | $50012160.00       | $48281.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-06-20      | 2.4029%  | 0.0000% | $20000000.00       | $113778.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-12-16      | 1.8362%  | 0.0000% | $32907456.00       | $216061.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-02-20      | 2.3829%  | 0.0000% | $24630048.00       | $418911.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-08-20      | 0.8829%  | 0.0000% | $70000000.00       | $709560.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-07-20      | 5.2500%  | 0.0000% | $30000000.00       | $25659179.32       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 0.9749%  | 0.0000% | $200000000.00      | $4764373.31        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-05-20      | 2.0000%  | 0.0000% | $20000000.00       | $1260160.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-25      | 0.9881%  | 0.0000% | $20641344.00       | $6982273.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-25      | 2.4734%  | 0.0000% | $42378880.00       | $409376.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-25      | 2.3234%  | 0.0000% | $66211968.00       | $1934727.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-25      | 1.5879%  | 0.0000% | $75000000.00       | $2169322.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-25      | 3.4054%  | 0.0000% | $212000000.00      | $8967746.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-25      | 2.2879%  | 0.0000% | $100000000.00      | $1774079.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-12-25      | 2.3379%  | 0.0000% | $46953856.00       | $1576040.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-25      | 1.4879%  | 0.0000% | $171000000.00      | $2671944.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-02-25      | 2.2379%  | 0.0000% | $50000000.00       | $2534695.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-01-25      | 0.1000%  | 0.0000% | $9999950.00        | $21499.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-25      | 1.5379%  | 0.0000% | $150000000.00      | $2900817.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-25      | 6.0000%  | 0.0000% | $5750000.00        | $492939.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-25      | 0.4641%  | 0.0000% | $77820000.00       | $616619.89         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-12-25      | 1.1601%  | 0.0000% | $180000000.00      | $3471530.35        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-10-25      | 3.5379%  | 0.0000% | $69834624.00       | $6029622.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-25      | 0.9879%  | 0.0000% | $400000000.00      | $10006885.44       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-12-25      | 1.4879%  | 0.0000% | $137324288.00      | $3961939.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-11-25      | 1.5379%  | 0.0000% | $67072256.00       | $1593803.97        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-06-25      | 4.7500%  | 0.0000% | $11386816.00       | $6706359.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-07-25      | 1.8500%  | 0.0000% | $128375808.00      | $5168609.73        | Agency Mortgage-Backed Securities |

### Security 235: Morgan Stanley & Co LLC Tri Party Repo

- **C.1 - Title:** Morgan Stanley & Co LLC Tri Party Repo 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDNM007, C.3 - LEI: 4PQUHN3JPFGFNF3BB653, C.5 - Other ID: 99VDNM007_3.77_0827
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL        | 2029-04-01      | 3.5000%  | 0.0000% | $45000.00          | $2430.12           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2049-08-01      | 4.5000%  | 0.0000% | $2000.00           | $180.01            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2049-11-01      | 3.5000%  | 0.0000% | $6000.00           | $698.70            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2050-02-01      | 3.0000%  | 0.0000% | $2770.00           | $455.55            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2050-03-01      | 3.0000%  | 0.0000% | $10000.00          | $1730.88           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2035-04-01      | 3.5000%  | 0.0000% | $5420.00           | $667.25            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2050-04-01      | 3.5000%  | 0.0000% | $1690.00           | $254.79            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2042-02-01      | 2.0000%  | 0.0000% | $1020.00           | $610.38            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2052-05-01      | 3.0000%  | 0.0000% | $11000.00          | $7470.26           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-06-01      | 3.5000%  | 0.0000% | $1000.00           | $513.79            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2052-08-01      | 3.0000%  | 0.0000% | $1732610.00        | $1214891.68        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2052-08-01      | 5.0000%  | 0.0000% | $1930640.00        | $1307207.83        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2052-11-01      | 3.0000%  | 0.0000% | $4000.00           | $2720.50           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2053-02-01      | 3.5000%  | 0.0000% | $1990.00           | $1480.99           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-12-01      | 7.0000%  | 0.0000% | $400000.00         | $3383.65           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $44.13             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-06-01      | 6.0000%  | 0.0000% | $5000.00           | $72.06             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-06-01      | 5.0000%  | 0.0000% | $1000.00           | $5.51              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-07-01      | 5.5000%  | 0.0000% | $22000.00          | $81.43             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-07-01      | 5.5000%  | 0.0000% | $9000.00           | $37.23             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2052-02-01      | 2.5000%  | 0.0000% | $212000.00         | $128872.78         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1300.49           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2052-03-01      | 2.5000%  | 0.0000% | $7000.00           | $4352.54           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2052-04-01      | 3.0000%  | 0.0000% | $2020.00           | $1383.89           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1054.61           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2052-07-01      | 4.0000%  | 0.0000% | $102000.00         | $68619.90          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2052-07-01      | 4.5000%  | 0.0000% | $25237520.00       | $20024577.05       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $829.71            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-07-01      | 2.5000%  | 0.0000% | $2131000.00        | $1062389.00        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2053-03-01      | 6.5000%  | 0.0000% | $6000000.00        | $3383649.50        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2053-06-01      | 5.5000%  | 0.0000% | $3100.00           | $2424.03           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2053-04-01      | 6.0000%  | 0.0000% | $120000.00         | $79094.84          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2054-02-01      | 6.5000%  | 0.0000% | $3000.00           | $2057.57           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $841.22            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2053-12-01      | 5.5000%  | 0.0000% | $1030.00           | $877.00            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2054-12-01      | 5.0000%  | 0.0000% | $7000.00           | $6332.53           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2055-01-01      | 5.5000%  | 0.0000% | $2080.00           | $2008.73           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1952.35           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2056-04-01      | 5.0000%  | 0.0000% | $1426500.00        | $1425576.80        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2056-04-01      | 5.0000%  | 0.0000% | $2020.00           | $1995.12           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2040-03-01      | 4.5000%  | 0.0000% | $3000.00           | $2793.22           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2039-11-01      | 5.0000%  | 0.0000% | $1000.00           | $764.33            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2054-09-01      | 6.0000%  | 0.0000% | $1020.00           | $817.36            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $687.30            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2055-03-01      | 6.5000%  | 0.0000% | $1003870.00        | $672872.92         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2055-05-01      | 5.5000%  | 0.0000% | $1215940.00        | $1215785.68        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2055-05-01      | 6.0000%  | 0.0000% | $93409.00          | $95629.03          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2031-11-01      | 2.5000%  | 0.0000% | $12810.00          | $1713.34           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $241.99            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2056-06-01      | 3.5000%  | 0.0000% | $1064620.00        | $361100.60         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2056-04-01      | 4.5000%  | 0.0000% | $18210.00          | $5036.05           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2057-01-01      | 4.0000%  | 0.0000% | $798000.00         | $249681.92         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2058-08-01      | 4.5000%  | 0.0000% | $686000.00         | $177722.46         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2038-10-01      | 6.0000%  | 0.0000% | $34000.00          | $386.79            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2039-04-01      | 4.5000%  | 0.0000% | $4000.00           | $48.15             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-12-01      | 6.5000%  | 0.0000% | $12000.00          | $72.35             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-10-01      | 6.5000%  | 0.0000% | $52000.00          | $328.57            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2033-04-01      | 8.0000%  | 0.0000% | $2000.00           | $43.81             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2043-08-01      | 5.0000%  | 0.0000% | $15000.00          | $1014.80           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2034-04-01      | 4.0000%  | 0.0000% | $50000.00          | $3364.19           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2036-07-01      | 6.5000%  | 0.0000% | $1000.00           | $7.03              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2036-11-01      | 6.0000%  | 0.0000% | $67000.00          | $123.48            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-03-01      | 6.0000%  | 0.0000% | $2200.00           | $44.96             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2029-06-01      | 4.1190%  | 0.0000% | $70000000.00       | $63800376.07       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2051-06-01      | 2.0000%  | 0.0000% | $1020.00           | $556.79            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $551.29            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2053-11-01      | 7.0000%  | 0.0000% | $2528070.00        | $1406243.56        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1372.33           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2052-07-01      | 3.0000%  | 0.0000% | $64540.00          | $41350.27          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2053-01-01      | 6.5000%  | 0.0000% | $1301900.00        | $1161770.45        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2053-05-01      | 5.5000%  | 0.0000% | $14700000.00       | $9824969.13        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2052-08-01      | 4.5000%  | 0.0000% | $4980.00           | $3582.78           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2052-08-01      | 4.5000%  | 0.0000% | $6000.00           | $3951.30           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2050-04-01      | 5.5000%  | 0.0000% | $342680.00         | $212918.92         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2027-01-01      | 4.0000%  | 0.0000% | $6000.00           | $6.50              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-02-01      | 1.5000%  | 0.0000% | $2000.00           | $1052.46           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2051-12-01      | 3.0000%  | 0.0000% | $6000.00           | $4018.61           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $709.05            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2053-04-01      | 5.5000%  | 0.0000% | $900000.00         | $580419.87         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1372.54           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2053-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1520.20           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2053-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2303.95           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2054-02-01      | 5.0000%  | 0.0000% | $5000.00           | $4204.21           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2053-12-01      | 5.0000%  | 0.0000% | $1000.00           | $819.74            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2053-12-01      | 5.5000%  | 0.0000% | $56000.00          | $46216.89          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2053-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1407.16           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2053-09-01      | 5.0000%  | 0.0000% | $2876170.00        | $1892778.15        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $820.94            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $668.07            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $777.73            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2052-08-01      | 3.5000%  | 0.0000% | $1020.00           | $800.37            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $735.44            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $818.86            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2054-10-01      | 6.0000%  | 0.0000% | $3000.00           | $2286.55           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2054-12-01      | 6.0000%  | 0.0000% | $2040.00           | $1788.60           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2055-06-01      | 6.0000%  | 0.0000% | $2160.00           | $2056.84           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2056-01-01      | 4.5000%  | 0.0000% | $1020.00           | $975.14            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2055-10-01      | 5.0000%  | 0.0000% | $2060.00           | $1950.22           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2055-10-01      | 6.5000%  | 0.0000% | $2070.00           | $1943.03           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2046-04-01      | 5.0000%  | 0.0000% | $3002.00           | $3002.50           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2036-05-01      | 6.5000%  | 0.0000% | $1000.00           | $6.53              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2036-05-01      | 5.5000%  | 0.0000% | $9000.00           | $79.66             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2036-11-01      | 5.5000%  | 0.0000% | $15000.00          | $180.20            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-08-01      | 6.5000%  | 0.0000% | $11000.00          | $82.41             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1905.21           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2033-07-01      | 3.0000%  | 0.0000% | $8000.00           | $798.31            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2048-09-01      | 3.0000%  | 0.0000% | $714660.00         | $96937.80          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2048-11-01      | 4.0000%  | 0.0000% | $1100.00           | $37.61             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2049-01-01      | 4.0000%  | 0.0000% | $3268000.00        | $202100.16         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $126.22            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2028-01-01      | 3.5000%  | 0.0000% | $4000.00           | $105.01            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2038-03-01      | 3.0000%  | 0.0000% | $1000.00           | $113.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2033-09-01      | 3.5000%  | 0.0000% | $3000.00           | $199.72            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2036-07-01      | 1.5000%  | 0.0000% | $3000.00           | $1524.02           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2036-10-01      | 2.0000%  | 0.0000% | $1000.00           | $521.32            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-07-01      | 5.5000%  | 0.0000% | $2000.00           | $8.64              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-07-01      | 6.0000%  | 0.0000% | $1000.00           | $16.39             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-09-01      | 6.0000%  | 0.0000% | $1000.00           | $5.90              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-10-01      | 6.0000%  | 0.0000% | $15000.00          | $20.59             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-07-01      | 6.0000%  | 0.0000% | $22000.00          | $732.35            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2038-06-01      | 5.5000%  | 0.0000% | $13000.00          | $32.08             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2038-06-01      | 6.0000%  | 0.0000% | $25000.00          | $864.15            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2038-06-01      | 5.5000%  | 0.0000% | $17000.00          | $103.24            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2036-09-01      | 6.0000%  | 0.0000% | $2900.00           | $43.41             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2056-04-01      | 7.0000%  | 0.0000% | $1300100.00        | $1383827.71        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2056-02-01      | 5.5000%  | 0.0000% | $1309218.00        | $1323076.95        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2056-05-01      | 5.0000%  | 0.0000% | $5000.00           | $4956.68           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2056-05-01      | 5.0000%  | 0.0000% | $5000.00           | $4956.68           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2056-05-01      | 5.0000%  | 0.0000% | $4000.00           | $3965.35           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2056-06-01      | 5.0000%  | 0.0000% | $1000.00           | $995.75            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2056-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2974.01           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2056-05-01      | 5.0000%  | 0.0000% | $1640700.00        | $1625881.02        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2056-06-01      | 6.5000%  | 0.0000% | $2323261.00        | $2439817.97        | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL      | 2043-03-15      | 2.5000%  | 0.0000% | $178380.00         | $41313.69          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-02-01      | 5.0000%  | 0.0000% | $1000.00           | $3.83              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-05-01      | 5.5000%  | 0.0000% | $10000.00          | $73.28             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-06-01      | 5.5000%  | 0.0000% | $5000.00           | $19.83             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-02-01      | 6.5000%  | 0.0000% | $11000.00          | $56.24             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2036-12-01      | 6.0000%  | 0.0000% | $7000.00           | $60.15             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2036-11-01      | 5.0000%  | 0.0000% | $4000.00           | $18.01             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-05-01      | 5.5000%  | 0.0000% | $5000.00           | $22.01             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-06-01      | 5.5000%  | 0.0000% | $20000.00          | $44.70             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL     | 2026-10-20      | 3.5000%  | 0.0000% | $2600000.00        | $3194.47           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL      | 2034-08-15      | 5.5000%  | 0.0000% | $30100.00          | $1526.06           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL      | 2028-02-15      | 7.0000%  | 0.0000% | $90000.00          | $66.35             | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL      | 2039-10-15      | 4.0000%  | 0.0000% | $75000.00          | $4680.89           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL      | 2029-02-15      | 7.0000%  | 0.0000% | $39000.00          | $197.58            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2055-12-01      | 5.5000%  | 0.0000% | $1020.00           | $1004.20           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2056-03-01      | 5.5000%  | 0.0000% | $2040.00           | $2038.73           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2047-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1786.98           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2056-02-01      | 5.5000%  | 0.0000% | $2047.00           | $2068.25           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2039-06-01      | 4.5000%  | 0.0000% | $10000.00          | $1552.67           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2049-08-01      | 3.5000%  | 0.0000% | $8000.00           | $990.15            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2049-06-01      | 3.5000%  | 0.0000% | $7000.00           | $1086.98           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $198.90            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2038-11-01      | 4.5000%  | 0.0000% | $24000.00          | $4185.86           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2035-05-01      | 3.5000%  | 0.0000% | $6000.00           | $605.85            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2040-04-01      | 3.5000%  | 0.0000% | $3000.00           | $912.57            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2049-03-01      | 4.0000%  | 0.0000% | $36240.00          | $5134.07           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2055-08-01      | 6.0000%  | 0.0000% | $6990.00           | $5371.38           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2041-01-01      | 6.0000%  | 0.0000% | $1000.00           | $927.18            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2040-03-01      | 4.5000%  | 0.0000% | $45000.00          | $899.86            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2033-11-01      | 4.5000%  | 0.0000% | $28000.00          | $465.48            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $2410.70           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2055-03-01      | 6.5000%  | 0.0000% | $7861760.00        | $5057519.77        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2055-03-01      | 6.5000%  | 0.0000% | $3752540.00        | $3096209.32        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2055-05-01      | 5.5000%  | 0.0000% | $1150.00           | $837.64            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2055-03-01      | 6.0000%  | 0.0000% | $1030.00           | $923.98            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2054-12-01      | 5.0000%  | 0.0000% | $4070.00           | $3658.99           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2052-01-01      | 3.0000%  | 0.0000% | $71120.00          | $42409.55          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $514.86            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2041-04-01      | 5.0000%  | 0.0000% | $2414.00           | $2424.11           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2041-05-01      | 5.0000%  | 0.0000% | $1009930.00        | $1026051.40        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2056-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1973.90           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2056-05-01      | 5.5000%  | 0.0000% | $4000.00           | $4102.86           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2054-06-01      | 6.5000%  | 0.0000% | $1020.00           | $725.81            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2055-06-01      | 6.0000%  | 0.0000% | $2060.00           | $1834.71           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2042-02-01      | 4.0000%  | 0.0000% | $7100.00           | $560.29            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2027-01-01      | 3.0000%  | 0.0000% | $4000.00           | $11.30             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2042-05-01      | 4.0000%  | 0.0000% | $4000.00           | $171.02            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $160.73            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2028-04-01      | 2.5000%  | 0.0000% | $25000.00          | $562.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $106.40            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $136.71            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL      | 2028-12-15      | 6.0000%  | 0.0000% | $25000.00          | $53.87             | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL      | 2030-07-15      | 7.5000%  | 0.0000% | $520000.00         | $72.24             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2056-03-01      | 4.5000%  | 0.0000% | $1970.00           | $1894.38           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2056-01-01      | 7.0000%  | 0.0000% | $1222390.00        | $1301320.34        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2056-03-01      | 5.0000%  | 0.0000% | $1046580.00        | $1035365.00        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2053-03-01      | 3.5000%  | 0.0000% | $12000.00          | $8897.18           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2038-08-01      | 5.5000%  | 0.0000% | $9000.00           | $4430.77           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2038-10-01      | 5.0000%  | 0.0000% | $8110.00           | $4544.30           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2038-12-01      | 6.0000%  | 0.0000% | $1000.00           | $408.77            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2039-07-01      | 5.0000%  | 0.0000% | $6000.00           | $3477.34           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2054-10-01      | 6.0000%  | 0.0000% | $101600.00         | $66222.54          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2040-02-01      | 5.0000%  | 0.0000% | $5000.00           | $3167.84           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2040-05-01      | 5.0000%  | 0.0000% | $1000.00           | $618.93            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2040-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2277.67           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2056-04-01      | 5.0000%  | 0.0000% | $2312180.00        | $2298960.33        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1201.99           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-12-01      | 5.5000%  | 0.0000% | $1000.00           | $9.38              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2056-05-01      | 5.0000%  | 0.0000% | $1170.00           | $1164.15           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL     | 2035-06-20      | 5.5000%  | 0.0000% | $25000.00          | $337.11            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2054-06-01      | 4.0000%  | 0.0000% | $1030.00           | $885.67            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2038-02-01      | 5.0000%  | 0.0000% | $16000.00          | $312.89            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $81.42             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2036-01-01      | 5.5000%  | 0.0000% | $35000.00          | $99.42             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $758.30            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2055-04-01      | 6.0000%  | 0.0000% | $1020.00           | $891.84            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2056-01-01      | 5.0000%  | 0.0000% | $3000.00           | $2925.69           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2052-08-01      | 3.0000%  | 0.0000% | $2150.00           | $1913.24           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2053-11-01      | 6.5000%  | 0.0000% | $1970.00           | $1424.52           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2054-04-01      | 6.5000%  | 0.0000% | $299000.00         | $200231.49         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2054-05-01      | 5.5000%  | 0.0000% | $1020.00           | $827.37            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2038-11-01      | 6.5000%  | 0.0000% | $46000.00          | $290.33            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2041-07-01      | 4.5000%  | 0.0000% | $10000.00          | $203.82            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL      | 2042-01-15      | 3.5000%  | 0.0000% | $5200.00           | $394.66            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL     | 2044-06-20      | 3.5000%  | 0.0000% | $3640000.00        | $231574.11         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL     | 2050-05-20      | 4.5000%  | 0.0000% | $2496990.00        | $449894.67         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL     | 2050-10-20      | 5.5000%  | 0.0000% | $89000.00          | $26746.48          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL     | 2037-01-20      | 1.5000%  | 0.0000% | $26260.00          | $13275.31          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL     | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $33646546.58       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL     | 2039-07-20      | 6.5000%  | 0.0000% | $190690.00         | $132077.45         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL     | 2053-08-20      | 7.0000%  | 0.0000% | $3091760.00        | $1539520.56        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL     | 2041-01-20      | 5.5000%  | 0.0000% | $67200.00          | $66804.03          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL     | 2053-01-20      | 6.0000%  | 0.0000% | $1080.00           | $832.72            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL     | 2065-04-20      | 7.0000%  | 0.0000% | $1187940.00        | $278838.47         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL     | 2046-07-20      | 3.0000%  | 0.0000% | $186000.00         | $57595.21          | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL      | 2032-07-15      | 7.0000%  | 0.0000% | $25000.00          | $178.78            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL      | 2032-10-15      | 6.0000%  | 0.0000% | $65500.00          | $708.97            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL     | 2027-09-20      | 8.0000%  | 0.0000% | $600000.00         | $38.28             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL     | 2027-11-20      | 7.5000%  | 0.0000% | $720000.00         | $174.98            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL     | 2029-06-20      | 7.5000%  | 0.0000% | $240000.00         | $69.02             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL     | 2030-02-20      | 8.0000%  | 0.0000% | $210000.00         | $127.13            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL     | 2030-09-20      | 7.0000%  | 0.0000% | $110000.00         | $109.64            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL     | 2039-02-20      | 5.0000%  | 0.0000% | $100100.00         | $1381.58           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL     | 2039-03-20      | 5.0000%  | 0.0000% | $75000.00          | $1426.42           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL     | 2040-12-20      | 4.0000%  | 0.0000% | $604000.00         | $9076.98           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2054-09-01      | 5.5000%  | 0.0000% | $5000.00           | $4627.28           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2055-02-01      | 6.0000%  | 0.0000% | $1200.00           | $1081.43           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2054-12-01      | 5.0000%  | 0.0000% | $1980.00           | $1843.06           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2055-09-01      | 5.5000%  | 0.0000% | $1610060.00        | $1568538.80        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2029-04-01      | 4.5000%  | 0.0000% | $1000.00           | $2.39              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2042-10-01      | 2.5000%  | 0.0000% | $1000.00           | $69.15             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2032-01-01      | 7.0000%  | 0.0000% | $9000.00           | $9.26              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2044-07-01      | 3.5000%  | 0.0000% | $1900.00           | $40.26             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2029-06-01      | 3.5000%  | 0.0000% | $1000.00           | $42.33             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2027-01-01      | 3.5000%  | 0.0000% | $25000.00          | $38.04             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $136.95            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $95.81             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $34.50             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2027-01-01      | 4.0000%  | 0.0000% | $20000.00          | $7.55              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2045-06-01      | 3.0000%  | 0.0000% | $2000.00           | $266.87            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2045-09-01      | 3.0000%  | 0.0000% | $1000.00           | $138.49            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $83.44             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2044-08-01      | 4.5000%  | 0.0000% | $2000.00           | $181.20            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2039-06-01      | 5.0000%  | 0.0000% | $6000.00           | $607.90            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2027-09-01      | 4.0000%  | 0.0000% | $190000.00         | $69.84             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2036-08-20      | 5.0000%  | 0.0000% | $317990.00         | $42210.07          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2051-08-01      | 2.0000%  | 0.0000% | $172540.00         | $110202.21         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2051-12-01      | 2.0000%  | 0.0000% | $3185620.00        | $2051654.84        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $475.93            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $884.97            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2031-06-01      | 2.5000%  | 0.0000% | $8000.00           | $3120.16           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2049-07-01      | 3.5000%  | 0.0000% | $1200000.00        | $102843.75         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2049-08-01      | 4.0000%  | 0.0000% | $4000.00           | $637.86            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2051-10-01      | 3.0000%  | 0.0000% | $430000.00         | $235303.80         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2052-04-01      | 4.0000%  | 0.0000% | $1261190.00        | $830100.68         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2051-11-01      | 2.0000%  | 0.0000% | $794990.00         | $466274.89         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $680.26            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1268.06           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2037-03-01      | 2.5000%  | 0.0000% | $138180.00         | $75832.03          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2054-06-01      | 5.5000%  | 0.0000% | $2040.00           | $1709.24           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2054-06-01      | 6.5000%  | 0.0000% | $1103860.00        | $612209.86         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2037-04-01      | 3.0000%  | 0.0000% | $4678900.00        | $2532823.10        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2029-07-01      | 7.0000%  | 0.0000% | $115000.00         | $149.66            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2031-06-01      | 6.5000%  | 0.0000% | $200000.00         | $162.38            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2029-11-01      | 7.0000%  | 0.0000% | $70000.00          | $34.09             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2030-05-01      | 9.0000%  | 0.0000% | $30000.00          | $11.01             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2029-09-01      | 6.0000%  | 0.0000% | $20000.00          | $7.79              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2031-10-01      | 8.0000%  | 0.0000% | $10000.00          | $4.10              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2032-06-01      | 6.5000%  | 0.0000% | $440000.00         | $397.62            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2032-06-01      | 6.5000%  | 0.0000% | $56000.00          | $56.15             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2041-05-01      | 5.0000%  | 0.0000% | $3000.00           | $602.16            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2041-04-01      | 4.5000%  | 0.0000% | $2900.00           | $126.76            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2027-09-01      | 3.0000%  | 0.0000% | $258000.00         | $3014.78           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2034-04-01      | 4.5000%  | 0.0000% | $1000.00           | $48.58             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2043-03-01      | 3.5000%  | 0.0000% | $2000.00           | $301.94            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2042-07-01      | 3.5000%  | 0.0000% | $196277260.00      | $30730585.41       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2048-11-01      | 3.5000%  | 0.0000% | $7000.00           | $1767.71           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2031-04-01      | 7.0000%  | 0.0000% | $20000.00          | $5.16              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2039-05-01      | 6.0000%  | 0.0000% | $3000.00           | $241.50            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2026-07-01      | 4.0000%  | 0.0000% | $2000000.00        | $127.42            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2054-06-01      | 6.5000%  | 0.0000% | $141990.00         | $111709.58         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2049-08-01      | 4.0000%  | 0.0000% | $38000.00          | $3565.95           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2055-01-01      | 6.0000%  | 0.0000% | $1010.00           | $869.99            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $513.92            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2052-07-01      | 4.0000%  | 0.0000% | $1260.00           | $917.39            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $777.59            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2054-07-01      | 6.0000%  | 0.0000% | $16130980.00       | $9188895.31        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2055-04-01      | 6.5000%  | 0.0000% | $865450.00         | $468189.41         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2055-03-01      | 3.5000%  | 0.0000% | $1000.00           | $833.87            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2053-09-01      | 5.0000%  | 0.0000% | $2989640.00        | $2039479.15        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2032-08-01      | 6.0000%  | 0.0000% | $60000.00          | $41.95             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2033-01-01      | 5.5000%  | 0.0000% | $22000.00          | $94.35             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2032-05-01      | 6.5000%  | 0.0000% | $90000.00          | $51.82             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2039-06-01      | 5.0000%  | 0.0000% | $52000.00          | $1675.40           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2028-10-01      | 3.5000%  | 0.0000% | $105000.00         | $3172.54           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2029-03-01      | 3.5000%  | 0.0000% | $1000.00           | $35.47             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2043-12-01      | 4.5000%  | 0.0000% | $2000.00           | $118.93            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $200.79            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2055-01-01      | 5.5000%  | 0.0000% | $1020.00           | $992.71            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2048-01-01      | 3.5000%  | 0.0000% | $19000.00          | $4257.93           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $69.34             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2048-12-01      | 4.5000%  | 0.0000% | $2000.00           | $118.90            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2049-07-01      | 3.5000%  | 0.0000% | $31000.00          | $3424.95           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2049-08-01      | 3.5000%  | 0.0000% | $12000.00          | $1519.39           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2050-06-01      | 3.5000%  | 0.0000% | $1390.00           | $434.08            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2050-09-01      | 3.0000%  | 0.0000% | $7000.00           | $2927.06           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2050-12-01      | 2.5000%  | 0.0000% | $3000.00           | $1596.52           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1049.35           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2051-05-01      | 2.5000%  | 0.0000% | $560030.00         | $341390.21         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2031-08-01      | 6.5000%  | 0.0000% | $20000.00          | $11.99             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2026-07-01      | 6.5000%  | 0.0000% | $1540000.00        | $161.52            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2035-07-01      | 5.0000%  | 0.0000% | $2000.00           | $16.07             | Agency Mortgage-Backed Securities  |
| GINNIE MAE             | 2056-05-20      | 0.4099%  | 0.0000% | $100000000.00      | $1463346.50        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2031-03-01      | 7.0000%  | 0.0000% | $70000.00          | $36.39             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2032-06-01      | 7.0000%  | 0.0000% | $10000.00          | $4.62              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2027-06-01      | 7.5000%  | 0.0000% | $10000.00          | $7.14              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2038-04-01      | 6.0000%  | 0.0000% | $3000.00           | $23.53             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2037-11-01      | 6.0000%  | 0.0000% | $10000.00          | $58.55             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2040-08-01      | 4.5000%  | 0.0000% | $2000.00           | $41.39             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2040-12-01      | 4.0000%  | 0.0000% | $1500.00           | $63.89             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2028-05-01      | 3.0000%  | 0.0000% | $345000.00         | $4260.06           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2029-01-01      | 4.0000%  | 0.0000% | $1833000.00        | $7052.85           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2029-12-01      | 3.5000%  | 0.0000% | $2000.00           | $26.38             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2030-12-01      | 3.5000%  | 0.0000% | $120000.00         | $360.17            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2036-08-01      | 6.5000%  | 0.0000% | $12000.00          | $87.50             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2046-03-01      | 4.5000%  | 0.0000% | $1000.00           | $82.30             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $91.02             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2047-05-01      | 4.0000%  | 0.0000% | $5000.00           | $484.22            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2047-02-01      | 3.5000%  | 0.0000% | $5000.00           | $645.91            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2032-02-01      | 3.0000%  | 0.0000% | $1000.00           | $99.17             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2026-10-01      | 3.0000%  | 0.0000% | $13000.00          | $25.48             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2026-12-01      | 3.0000%  | 0.0000% | $7000.00           | $22.23             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2029-10-01      | 8.0000%  | 0.0000% | $410000.00         | $92.44             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2034-06-01      | 6.0000%  | 0.0000% | $5000.00           | $44.69             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2041-02-01      | 4.5000%  | 0.0000% | $1000.00           | $13.70             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2034-12-01      | 5.5000%  | 0.0000% | $25000.00          | $615.95            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2031-01-01      | 6.5000%  | 0.0000% | $54000.00          | $74.06             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL  | 2029-02-01      | 3.5000%  | 0.0000% | $2000.00           | $74.43             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK | 2033-03-23      | 4.5000%  | 0.0000% | $5295000.00        | $5268826.82        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2036-05-01      | 1.5000%  | 0.0000% | $2990.00           | $1349.04           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2051-10-01      | 2.0000%  | 0.0000% | $881420.00         | $532059.36         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $86.09             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $155.70            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2050-01-01      | 4.0000%  | 0.0000% | $3570.00           | $641.03            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $433.72            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2035-12-01      | 2.5000%  | 0.0000% | $1153860.00        | $755261.82         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2040-02-01      | 6.0000%  | 0.0000% | $1000.00           | $581.75            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2036-05-01      | 2.0000%  | 0.0000% | $6000.00           | $2785.89           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $652.95            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2051-08-01      | 4.0000%  | 0.0000% | $76690.00          | $46424.31          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2052-07-01      | 5.0000%  | 0.0000% | $113000.00         | $73953.64          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $713.58            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2052-04-01      | 3.5000%  | 0.0000% | $1584200.00        | $1071744.04        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $703.38            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2033-01-01      | 4.3050%  | 0.0000% | $9939000.00        | $9803763.34        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2034-08-01      | 5.5000%  | 0.0000% | $5000.00           | $21.23             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2034-06-01      | 5.5000%  | 0.0000% | $13000.00          | $79.44             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2034-06-01      | 6.5000%  | 0.0000% | $15000.00          | $64.54             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2035-04-01      | 5.5000%  | 0.0000% | $5000.00           | $17.53             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2035-08-01      | 4.2500%  | 0.0000% | $2000.00           | $79.71             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2035-09-01      | 5.5000%  | 0.0000% | $6000.00           | $47.02             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2035-12-01      | 5.5000%  | 0.0000% | $1000.00           | $7.54              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2035-12-01      | 5.0000%  | 0.0000% | $6000.00           | $66.89             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2036-04-01      | 5.0000%  | 0.0000% | $3000.00           | $32.07             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2036-02-01      | 5.5000%  | 0.0000% | $3000.00           | $15.51             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2054-03-01      | 7.0000%  | 0.0000% | $1369180.00        | $921811.81         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2054-07-01      | 5.5000%  | 0.0000% | $4861040.00        | $2482067.74        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2054-06-01      | 6.0000%  | 0.0000% | $1100110.00        | $718225.95         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2032-12-01      | 6.5000%  | 0.0000% | $14000.00          | $31.38             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2032-07-01      | 7.0000%  | 0.0000% | $78000.00          | $107.38            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2033-05-01      | 5.5000%  | 0.0000% | $20000.00          | $41.99             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2033-06-01      | 5.5000%  | 0.0000% | $17000.00          | $38.37             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2034-04-01      | 5.5000%  | 0.0000% | $3000.00           | $14.77             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2034-01-01      | 6.5000%  | 0.0000% | $1000.00           | $4.65              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2033-08-01      | 5.5000%  | 0.0000% | $3000.00           | $40.67             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2034-12-01      | 5.5000%  | 0.0000% | $1000.00           | $7.50              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2035-01-01      | 5.5000%  | 0.0000% | $13000.00          | $97.02             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2034-12-01      | 6.5000%  | 0.0000% | $9000.00           | $54.63             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2035-02-01      | 5.5000%  | 0.0000% | $200000.00         | $1373.16           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2035-04-01      | 5.0000%  | 0.0000% | $7000.00           | $61.06             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2035-04-01      | 6.0000%  | 0.0000% | $11000.00          | $86.69             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2033-08-01      | 5.5000%  | 0.0000% | $8000.00           | $79.96             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2033-09-01      | 5.5000%  | 0.0000% | $7000.00           | $58.28             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2036-04-01      | 5.5000%  | 0.0000% | $2000.00           | $14.00             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2034-01-01      | 5.5000%  | 0.0000% | $12000.00          | $61.62             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2034-01-01      | 5.5000%  | 0.0000% | $1000.00           | $24.44             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2034-06-01      | 5.0000%  | 0.0000% | $10000.00          | $52.93             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2034-06-01      | 5.0000%  | 0.0000% | $20000.00          | $184.66            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2042-07-01      | 3.5000%  | 0.0000% | $151267800.00      | $9727368.73        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2029-10-01      | 3.0000%  | 0.0000% | $25000.00          | $995.46            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2030-08-01      | 2.5000%  | 0.0000% | $3000.00           | $434.28            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2046-06-01      | 4.0000%  | 0.0000% | $1000.00           | $101.09            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2046-10-01      | 4.0000%  | 0.0000% | $1000.00           | $162.61            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2037-01-01      | 3.0000%  | 0.0000% | $4000.00           | $815.37            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $88.10             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $64.75             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2043-04-01      | 3.0000%  | 0.0000% | $400000.00         | $60241.41          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $91.47             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2043-09-01      | 4.0000%  | 0.0000% | $1000.00           | $54.98             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2044-03-01      | 4.5000%  | 0.0000% | $2000.00           | $54.17             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2035-07-01      | 2.5000%  | 0.0000% | $1660.00           | $617.96            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2051-02-01      | 2.0000%  | 0.0000% | $3000.00           | $1517.88           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2051-04-01      | 2.5000%  | 0.0000% | $3000.00           | $1709.69           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2051-05-01      | 3.5000%  | 0.0000% | $4000.00           | $1396.03           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2049-10-01      | 4.0000%  | 0.0000% | $4070.00           | $1764.72           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $647.20            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2051-10-01      | 2.5000%  | 0.0000% | $27180.00          | $17817.03          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2049-06-01      | 3.5000%  | 0.0000% | $161000.00         | $82215.48          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2051-10-01      | 2.5000%  | 0.0000% | $1478510.00        | $893530.66         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2051-12-01      | 3.0000%  | 0.0000% | $3000.00           | $1726.13           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2027-09-01      | 4.0000%  | 0.0000% | $25000.00          | $25.99             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2033-05-01      | 3.5000%  | 0.0000% | $2900.00           | $238.86            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2048-09-01      | 4.5000%  | 0.0000% | $5290.00           | $1169.19           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2037-03-01      | 2.5000%  | 0.0000% | $919500.00         | $490590.70         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2039-08-01      | 6.0000%  | 0.0000% | $499020.00         | $341681.20         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2037-10-01      | 3.5000%  | 0.0000% | $1000.00           | $549.69            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2039-02-01      | 5.0000%  | 0.0000% | $10000.00          | $5309.19           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL       | 2040-01-01      | 4.0000%  | 0.0000% | $5000.00           | $4022.46           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $185.32            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $149.59            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2033-07-01      | 4.0000%  | 0.0000% | $1048790.00        | $177922.51         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $164.11            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL        | 2060-01-01      | 3.0000%  | 0.0000% | $1000.00           | $683.04            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B        | 2032-06-30      | 4.0000%  | 0.0000% | $99900.00          | $100378.53         | U.S. Treasuries (including strips) |

### Security 236: Morgan Stanley & Co LLC Tri Party Repo

- **C.1 - Title:** Morgan Stanley & Co LLC Tri Party Repo 3.619900%
- **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: 99VDNY001, C.3 - LEI: 4PQUHN3JPFGFNF3BB653, C.5 - Other ID: 99VDNY001_3.62_0601
- **C.18 - Value (incl. sponsor support):** $6690000000.00
- **C.18.a - Value (excl. sponsor support):** $6690000000.00
- **C.19 - Percentage of Net Assets:** 2.9400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC GOLD POOL                 | 2049-03-01      | 4.5000%  | 0.0000% | $8692260.00        | $1448010.15        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2040-12-01      | 4.4500%  | 0.0000% | $3734910.00        | $3642259.78        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2032-07-01      | 4.1500%  | 0.0000% | $15540000.00       | $15196251.75       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2036-02-01      | 4.4500%  | 0.0000% | $75575000.00       | $73687976.21       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2030-11-01      | 3.9500%  | 0.0000% | $13300000.00       | $13067784.95       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2048-06-01      | 4.0000%  | 0.0000% | $17732530.00       | $3055587.36        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2046-07-01      | 3.0000%  | 0.0000% | $2327590.00        | $407259.85         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2051-02-01      | 2.0000%  | 0.0000% | $1613990.00        | $805024.03         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2051-05-01      | 2.0000%  | 0.0000% | $1020.00           | $570.78            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-10-01      | 5.5000%  | 0.0000% | $1355930.00        | $340380.54         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-05-01      | 7.5000%  | 0.0000% | $1070120.00        | $914015.48         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-09-01      | 6.5000%  | 0.0000% | $1258990.00        | $327223.67         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2039-12-01      | 4.5000%  | 0.0000% | $703870.00         | $647275.52         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-12-01      | 7.0000%  | 0.0000% | $4001.00           | $4259.78           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-12-01      | 4.5000%  | 0.0000% | $521450.00         | $348190.98         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-12-01      | 6.0000%  | 0.0000% | $5210.00           | $3213.99           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-01-01      | 6.5000%  | 0.0000% | $1875810.00        | $1302129.45        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-02-01      | 6.5000%  | 0.0000% | $2595540.00        | $2336615.11        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2026-06-25      | 4.0000%  | 0.0000% | $520000.00         | $54.73             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2043-01-01      | 4.0000%  | 0.0000% | $65408500.00       | $6358123.79        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2043-06-01      | 3.5000%  | 0.0000% | $5020.00           | $832.42            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-06-01      | 3.5000%  | 0.0000% | $1000.00           | $2.78              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-12-01      | 4.0000%  | 0.0000% | $678000.00         | $7463.32           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2041-01-01      | 4.0000%  | 0.0000% | $36400.00          | $2083.53           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2045-03-01      | 3.5000%  | 0.0000% | $168333080.00      | $24434079.51       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-01-01      | 4.0000%  | 0.0000% | $1208000.00        | $156071.90         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $111.27            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-07-01      | 3.5000%  | 0.0000% | $982000.00         | $2494.13           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $114.44            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2046-12-01      | 3.0000%  | 0.0000% | $164060.00         | $41436.01          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2031-06-01      | 3.5000%  | 0.0000% | $124000.00         | $9520.25           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2042-06-01      | 3.5000%  | 0.0000% | $1175000.00        | $118289.36         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2042-08-01      | 3.5000%  | 0.0000% | $7435560.00        | $1096283.62        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2042-09-01      | 3.5000%  | 0.0000% | $43735620.00       | $4769307.69        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2042-10-01      | 4.0000%  | 0.0000% | $487000.00         | $28881.29          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2042-12-01      | 3.5000%  | 0.0000% | $35000.00          | $4605.80           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-01-01      | 4.0000%  | 0.0000% | $10909950.00       | $9548641.22        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2043-01-01      | 3.0000%  | 0.0000% | $2567820.00        | $326871.12         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2043-11-01      | 4.5000%  | 0.0000% | $1000.00           | $67.01             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-12-01      | 3.5000%  | 0.0000% | $5000.00           | $281.89            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2045-07-01      | 3.5000%  | 0.0000% | $1020.00           | $178.90            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2045-04-01      | 3.0000%  | 0.0000% | $998000.00         | $235286.58         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2030-05-01      | 2.5000%  | 0.0000% | $64000.00          | $4331.94           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $178.05            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2045-10-01      | 3.5000%  | 0.0000% | $99984120.00       | $15182792.10       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2046-01-01      | 3.5000%  | 0.0000% | $25000.00          | $5760.15           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2046-08-01      | 3.0000%  | 0.0000% | $2150.00           | $456.06            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2046-08-01      | 3.0000%  | 0.0000% | $6990.00           | $1543.29           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2031-11-01      | 2.5000%  | 0.0000% | $4000.00           | $488.33            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2046-12-01      | 3.0000%  | 0.0000% | $50366970.00       | $12700122.68       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2040-08-20      | 4.0000%  | 0.0000% | $25000.00          | $644.93            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2039-04-20      | 6.0000%  | 0.0000% | $176000.00         | $4218.66           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2050-09-20      | 6.0000%  | 0.0000% | $60000.00          | $9625.57           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2037-01-20      | 1.5000%  | 0.0000% | $41440.00          | $20949.31          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2052-09-20      | 5.0000%  | 0.0000% | $7000.00           | $4097.76           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2053-04-20      | 4.5000%  | 0.0000% | $224000.00         | $171804.01         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2053-06-20      | 5.0000%  | 0.0000% | $200000.00         | $133528.43         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2054-06-20      | 5.5000%  | 0.0000% | $35000000.00       | $25485652.90       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2053-09-20      | 7.0000%  | 0.0000% | $1258990.00        | $828727.85         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2053-10-20      | 7.0000%  | 0.0000% | $1655350.00        | $1036690.39        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-04-20      | 6.5000%  | 0.0000% | $4021300.00        | $2386772.70        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2065-08-20      | 2.0000%  | 0.0000% | $1116030.00        | $854069.90         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-04-20      | 5.5000%  | 0.0000% | $1728254.00        | $1764987.89        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2066-02-20      | 6.0000%  | 0.0000% | $243307.00         | $249936.43         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-10-20      | 3.0000%  | 0.0000% | $2020.00           | $1774.10           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-04-20      | 6.0000%  | 0.0000% | $2060290.00        | $1144290.03        | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2032-06-15      | 7.0000%  | 0.0000% | $45000.00          | $52.12             | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2031-12-15      | 6.0000%  | 0.0000% | $101000.00         | $297.44            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2048-07-20      | 4.0000%  | 0.0000% | $4100.00           | $346.67            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2049-03-20      | 5.5000%  | 0.0000% | $240000.00         | $18141.77          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.5000%  | 0.0000% | $2998.00           | $3042.50           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 6.0000%  | 0.0000% | $4003.00           | $4157.75           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-06-01      | 6.5000%  | 0.0000% | $1002972.00        | $1044444.52        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-07-01      | 5.5000%  | 0.0000% | $999000.00         | $808382.12         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-06-01      | 6.0000%  | 0.0000% | $23253740.00       | $18328358.98       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-07-01      | 5.5000%  | 0.0000% | $1241960.00        | $936701.56         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-08-01      | 7.0000%  | 0.0000% | $1180340.00        | $1086679.39        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-10-01      | 6.0000%  | 0.0000% | $2013470.00        | $1396407.43        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-09-01      | 6.0000%  | 0.0000% | $7000.00           | $7154.32           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-10-01      | 5.5000%  | 0.0000% | $2187317.00        | $2194415.57        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-09-01      | 5.5000%  | 0.0000% | $20862980.00       | $19575939.49       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-10-01      | 6.0000%  | 0.0000% | $1128000.00        | $1160207.36        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-10-01      | 6.0000%  | 0.0000% | $2303830.00        | $2168703.46        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-10-01      | 5.0000%  | 0.0000% | $3080.00           | $2762.46           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2040-06-01      | 6.0000%  | 0.0000% | $5650.00           | $4740.58           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2041-04-01      | 4.0000%  | 0.0000% | $1455380.00        | $1410584.97        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2041-04-01      | 5.0000%  | 0.0000% | $1282120.00        | $1285747.20        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2041-02-01      | 5.0000%  | 0.0000% | $1007438.00        | $1008313.69        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2041-04-01      | 4.5000%  | 0.0000% | $1959300.00        | $1924705.34        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2041-05-01      | 5.0000%  | 0.0000% | $1446447.00        | $1469535.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-10-08      | 0.7500%  | 0.0000% | $150000.00         | $143958.08         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-05-01      | 7.0000%  | 0.0000% | $70000.00          | $57.99             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-03-01      | 6.5000%  | 0.0000% | $41000.00          | $55.48             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2037-04-01      | 5.5000%  | 0.0000% | $4000.00           | $17.35             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2038-10-01      | 6.5000%  | 0.0000% | $11000.00          | $69.70             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2048-10-25      | 3.0000%  | 0.0000% | $3070.00           | $2237.87           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-09-01      | 6.0000%  | 0.0000% | $128000.00         | $901.00            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-02-01      | 6.0000%  | 0.0000% | $950000.00         | $710.86            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2043-01-20      | 2.5000%  | 0.0000% | $279000.00         | $33365.84          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2044-09-20      | 4.5000%  | 0.0000% | $50000.00          | $1297.67           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2047-01-20      | 3.0000%  | 0.0000% | $2787990.00        | $366787.31         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-12-01      | 6.5000%  | 0.0000% | $2930640.00        | $2544354.57        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 5.0000%  | 0.0000% | $55460.00          | $52166.45          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-03-01      | 5.5000%  | 0.0000% | $33000.00          | $26450.18          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-02-01      | 5.0000%  | 0.0000% | $214520.00         | $187640.71         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $731.51            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-09-01      | 6.5000%  | 0.0000% | $720000.00         | $450771.30         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-10-01      | 6.0000%  | 0.0000% | $2860.00           | $2019.38           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2045-03-01      | 3.5000%  | 0.0000% | $2000.00           | $293.41            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2036-01-01      | 4.2080%  | 0.0000% | $18157000.00       | $18143561.80       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2032-12-01      | 4.1890%  | 0.0000% | $79533000.00       | $79475426.94       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2051-12-01      | 2.5000%  | 0.0000% | $760000.00         | $492428.16         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-02-01      | 2.0000%  | 0.0000% | $932580.00         | $589180.98         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-03-01      | 3.0000%  | 0.0000% | $1169060.00        | $752874.59         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-08-01      | 5.0000%  | 0.0000% | $8043200.00        | $6390741.09        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-08-01      | 5.0000%  | 0.0000% | $2882800.00        | $1327702.69        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-09-01      | 5.0000%  | 0.0000% | $2121660.00        | $1620306.25        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-01-01      | 6.0000%  | 0.0000% | $19448750.00       | $11697365.09       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-02-01      | 5.5000%  | 0.0000% | $1136000.00        | $752958.85         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-02-01      | 4.0000%  | 0.0000% | $7106390.00        | $4906330.82        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-08-01      | 6.5000%  | 0.0000% | $1100000.00        | $727539.30         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $754.41            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $681.13            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-02-01      | 6.0000%  | 0.0000% | $7241160.00        | $6334106.25        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-02-01      | 5.5000%  | 0.0000% | $17288990.00       | $14804996.30       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-10-01      | 7.5000%  | 0.0000% | $756971.00         | $800555.51         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-07-01      | 2.5000%  | 0.0000% | $2048.00           | $1714.88           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-06-01      | 5.5000%  | 0.0000% | $1220.00           | $1210.79           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $975.28            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 4.5000%  | 0.0000% | $17447550.00       | $16414236.30       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2036-10-01      | 6.0000%  | 0.0000% | $3300.00           | $37.23             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2041-11-01      | 4.5000%  | 0.0000% | $3000.00           | $188.52            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2039-03-01      | 7.0000%  | 0.0000% | $12546500.00       | $462659.98         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2027-07-01      | 4.0000%  | 0.0000% | $520000.00         | $109.13            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2026-07-01      | 4.0000%  | 0.0000% | $200000.00         | $7.40              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2047-09-01      | 3.5000%  | 0.0000% | $16920.00          | $1864.36           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-09-01      | 6.5000%  | 0.0000% | $999820.00         | $845004.84         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2041-03-01      | 4.0000%  | 0.0000% | $6062950.00        | $5833527.58        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2040-10-01      | 5.5000%  | 0.0000% | $500000.00         | $497492.05         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 5.0000%  | 0.0000% | $3069990.00        | $3024982.25        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-10-01      | 5.0000%  | 0.0000% | $6259330.00        | $6163173.45        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 5.0000%  | 0.0000% | $5814710.00        | $5694397.43        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.0000%  | 0.0000% | $5806930.00        | $5725498.04        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-12-01      | 4.5000%  | 0.0000% | $1362300.00        | $1303899.52        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-12-01      | 5.0000%  | 0.0000% | $9954500.00        | $9754845.01        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2041-04-01      | 4.0000%  | 0.0000% | $3560350.00        | $3380236.75        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2046-09-01      | 3.0000%  | 0.0000% | $24206920.00       | $6023206.04        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-08-01      | 5.5000%  | 0.0000% | $6924990.00        | $1624669.05        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2060-03-01      | 3.5000%  | 0.0000% | $1200.00           | $500.50            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2062-03-01      | 5.0000%  | 0.0000% | $447810.00         | $307160.17         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-02-01      | 5.0000%  | 0.0000% | $1526280.00        | $1174263.20        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-03-01      | 6.5000%  | 0.0000% | $1622860.00        | $830099.23         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2041-02-20      | 4.0000%  | 0.0000% | $85000.00          | $1959.58           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2041-03-20      | 4.0000%  | 0.0000% | $174000.00         | $1830.70           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2041-04-20      | 5.0000%  | 0.0000% | $179000.00         | $5390.69           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2033-07-15      | 5.5000%  | 0.0000% | $25000.00          | $99.56             | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2028-03-15      | 7.0000%  | 0.0000% | $100000.00         | $61.77             | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2033-01-15      | 5.5000%  | 0.0000% | $33000.00          | $727.28            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2028-09-15      | 6.5000%  | 0.0000% | $40000.00          | $19.94             | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2029-06-15      | 7.0000%  | 0.0000% | $40000.00          | $30.59             | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2040-05-15      | 4.5000%  | 0.0000% | $16590000.00       | $257300.57         | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2035-04-15      | 5.0000%  | 0.0000% | $25000.00          | $716.08            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2030-12-15      | 7.0000%  | 0.0000% | $30000.00          | $18.31             | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2031-09-15      | 7.0000%  | 0.0000% | $25000.00          | $114.03            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2038-10-15      | 6.5000%  | 0.0000% | $265000.00         | $921.87            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2038-09-15      | 6.0000%  | 0.0000% | $150000.00         | $374.84            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2039-07-15      | 5.0000%  | 0.0000% | $140500.00         | $2084.14           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2047-01-01      | 3.5000%  | 0.0000% | $1978000.00        | $443399.12         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-06-01      | 3.0000%  | 0.0000% | $4367660.00        | $546343.32         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2047-07-01      | 4.5000%  | 0.0000% | $19998000.00       | $3650515.89        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-08-01      | 3.5000%  | 0.0000% | $3344720.00        | $610103.01         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2043-08-01      | 2.5000%  | 0.0000% | $331500.00         | $49590.82          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2043-09-01      | 4.0000%  | 0.0000% | $4050.00           | $586.21            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $45.12             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2042-01-01      | 4.0000%  | 0.0000% | $15067300.00       | $2399272.72        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-01-01      | 6.0000%  | 0.0000% | $100000.00         | $76.92             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2034-08-01      | 6.0000%  | 0.0000% | $24000.00          | $139.27            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-07-01      | 5.0000%  | 0.0000% | $4285000.00        | $37534.93          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2036-09-01      | 6.5000%  | 0.0000% | $26000.00          | $150.21            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2034-11-01      | 5.5000%  | 0.0000% | $18000.00          | $564.22            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-10-01      | 6.0000%  | 0.0000% | $57780.00          | $36144.51          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-02-01      | 5.0000%  | 0.0000% | $3422550.00        | $3370227.65        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $398.17            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $637.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-04-01      | 6.5000%  | 0.0000% | $73000.00          | $38738.45          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $155.11            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-05-01      | 6.0000%  | 0.0000% | $11423690.00       | $8217614.33        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-10-01      | 5.5000%  | 0.0000% | $709900.00         | $676454.19         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $750.78            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-03-01      | 5.5000%  | 0.0000% | $1872810.00        | $1076976.23        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $434.92            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-04-01      | 6.0000%  | 0.0000% | $2146670.00        | $1337847.93        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 6.0000%  | 0.0000% | $1250343.00        | $1290588.08        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 6.0000%  | 0.0000% | $2809638.00        | $2899291.64        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2051-12-01      | 3.5000%  | 0.0000% | $439720.00         | $254815.18         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-06-01      | 4.0000%  | 0.0000% | $145750880.00      | $103401482.49      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-07-01      | 4.0000%  | 0.0000% | $11096990.00       | $8079610.29        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-04-01      | 2.5000%  | 0.0000% | $580300.00         | $374140.42         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-04-01      | 3.0000%  | 0.0000% | $1070920.00        | $709918.52         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-10-01      | 4.5000%  | 0.0000% | $17781140.00       | $13092669.51       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-08-01      | 3.0000%  | 0.0000% | $81950.00          | $56531.24          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-09-01      | 4.0000%  | 0.0000% | $1081518260.00     | $800163810.60      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-01-01      | 4.0000%  | 0.0000% | $111373630.00      | $85295309.74       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-07-01      | 5.0000%  | 0.0000% | $34815260.00       | $27459870.09       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-12-01      | 4.5000%  | 0.0000% | $1330.00           | $1085.49           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-06-01      | 5.5000%  | 0.0000% | $1382260.00        | $991589.64         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $123.11            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2035-01-01      | 2.5000%  | 0.0000% | $955000.00         | $250368.19         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2037-04-01      | 2.5000%  | 0.0000% | $18495330.00       | $10633264.25       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2037-03-01      | 2.0000%  | 0.0000% | $7000.00           | $3907.22           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2037-09-01      | 4.0000%  | 0.0000% | $4000.00           | $2051.48           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-11-01      | 6.5000%  | 0.0000% | $3566360.00        | $2747129.25        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-05-01      | 6.0000%  | 0.0000% | $457970.00         | $332089.49         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-07-01      | 5.0000%  | 0.0000% | $12364770.00       | $11100420.93       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-08-01      | 5.5000%  | 0.0000% | $7032030.00        | $5015484.01        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-01-01      | 4.6600%  | 0.0000% | $3500000.00        | $3536842.55        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2030-07-01      | 4.9950%  | 0.0000% | $12000000.00       | $12133141.42       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-10-01      | 4.1100%  | 0.0000% | $15705000.00       | $15356406.59       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2030-10-01      | 4.2500%  | 0.0000% | $21730000.00       | $21689616.01       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-12-01      | 4.3000%  | 0.0000% | $100000000.00      | $98597344.40       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2031-05-01      | 4.0700%  | 0.0000% | $56733000.00       | $55856790.36       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-05-01      | 4.3600%  | 0.0000% | $27248000.00       | $26953179.66       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2031-04-01      | 4.2400%  | 0.0000% | $7920000.00        | $7865350.24        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2031-05-01      | 4.2600%  | 0.0000% | $24117000.00       | $23962683.35       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2031-05-01      | 3.8350%  | 0.0000% | $30831000.00       | $30047854.92       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2048-03-01      | 4.0000%  | 0.0000% | $1120.00           | $151.56            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-08-01      | 5.5000%  | 0.0000% | $13350468.00       | $13489069.59       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-02-01      | 5.5000%  | 0.0000% | $104282940.00      | $105167653.29      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-05-01      | 5.5000%  | 0.0000% | $1802.00           | $1817.29           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-01-01      | 5.5000%  | 0.0000% | $1170.00           | $1179.99           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2047-04-01      | 3.0000%  | 0.0000% | $1225000.00        | $262549.69         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2047-02-01      | 4.0000%  | 0.0000% | $1020.00           | $218.69            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2049-09-01      | 3.5000%  | 0.0000% | $973700.00         | $147394.83         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-02-01      | 2.5000%  | 0.0000% | $70000.00          | $10098.84          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-03-01      | 2.5000%  | 0.0000% | $2485000.00        | $868010.51         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-03-01      | 3.0000%  | 0.0000% | $55997000.00       | $19472659.94       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2045-08-01      | 4.0000%  | 0.0000% | $343872380.00      | $92838707.85       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-04-01      | 3.5000%  | 0.0000% | $150000.00         | $25747.04          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-03-01      | 4.0000%  | 0.0000% | $1335890.00        | $230055.38         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-04-01      | 3.5000%  | 0.0000% | $4000.00           | $1095.36           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-07-01      | 4.0000%  | 0.0000% | $72910.00          | $18152.94          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2049-06-01      | 3.5000%  | 0.0000% | $518000.00         | $108604.00         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-10-01      | 3.5000%  | 0.0000% | $26820.00          | $7191.32           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1257.66           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-10-01      | 4.0000%  | 0.0000% | $133475880.00      | $124862502.72      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-07-01      | 3.0000%  | 0.0000% | $108153700.00      | $92974712.19       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2041-02-01      | 5.0000%  | 0.0000% | $4608511.00        | $4622579.15        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2048-04-01      | 4.5000%  | 0.0000% | $3860.00           | $543.50            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2048-10-01      | 4.5000%  | 0.0000% | $6061920.00        | $1776865.68        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2049-04-01      | 4.0000%  | 0.0000% | $99981900.00       | $21890268.38       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2049-08-01      | 3.0000%  | 0.0000% | $136000.00         | $30131.42          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $227.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-03-01      | 4.5000%  | 0.0000% | $100000.00         | $30422.46          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2037-05-01      | 2.5000%  | 0.0000% | $1200.00           | $635.27            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 5.5000%  | 0.0000% | $3145577.00        | $3195448.35        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 5.5000%  | 0.0000% | $4325478.00        | $4383233.66        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2048-03-01      | 3.5000%  | 0.0000% | $648000.00         | $88004.21          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-11-01      | 7.0000%  | 0.0000% | $7000.00           | $6607.35           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2048-02-01      | 4.5000%  | 0.0000% | $4000.00           | $701.01            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-05-01      | 4.8170%  | 0.0000% | $120492610.00      | $120481982.92      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-09-01      | 5.0340%  | 0.0000% | $14088610.00       | $13266151.73       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2049-03-01      | 4.5000%  | 0.0000% | $4998000.00        | $774182.82         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2049-04-01      | 3.5000%  | 0.0000% | $3991990.00        | $713378.15         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-03-01      | 3.5000%  | 0.0000% | $3451760.00        | $1150898.40        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-08-01      | 2.0000%  | 0.0000% | $20265460.00       | $9932792.05        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-09-01      | 2.5000%  | 0.0000% | $8416110.00        | $4850094.68        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-12-01      | 2.0000%  | 0.0000% | $2000000.00        | $1066355.54        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-04-01      | 2.0000%  | 0.0000% | $182493440.00      | $100024895.34      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $55667.27          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-01-01      | 2.0000%  | 0.0000% | $994470.00         | $533855.51         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-02-01      | 4.0350%  | 0.0000% | $19199000.00       | $19172588.57       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-10-01      | 4.7200%  | 0.0000% | $4100000.00        | $4143612.16        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2037-03-01      | 2.0000%  | 0.0000% | $140710.00         | $81447.93          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-08-01      | 2.5000%  | 0.0000% | $3000000.00        | $1786499.72        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-10-01      | 2.5000%  | 0.0000% | $277000.00         | $167823.61         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-11-01      | 1.5000%  | 0.0000% | $5950.00           | $3733.07           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-11-01      | 2.5000%  | 0.0000% | $52100.00          | $33740.06          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $791.44            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-02-01      | 7.5000%  | 0.0000% | $2864720.00        | $1831540.36        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-12-01      | 2.5000%  | 0.0000% | $472000.00         | $283823.87         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-07-01      | 3.0000%  | 0.0000% | $1450.00           | $929.00            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 3.0000%  | 0.0000% | $57130.00          | $34840.24          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2041-01-01      | 4.5000%  | 0.0000% | $8580.00           | $8014.27           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2045-08-01      | 5.0000%  | 0.0000% | $1027430.00        | $1012963.61        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-07-01      | 4.5000%  | 0.0000% | $5000.00           | $2887.76           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2062-06-01      | 4.0000%  | 0.0000% | $59997940.00       | $40775982.26       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 7.5000%  | 0.0000% | $1177500.00        | $285963.73         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-05-01      | 4.5000%  | 0.0000% | $1568550.00        | $1488935.00        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-05-01      | 6.5000%  | 0.0000% | $1143760.00        | $584632.39         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-05-01      | 6.5000%  | 0.0000% | $160530.00         | $50787.90          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-06-01      | 6.5000%  | 0.0000% | $2620.00           | $2547.75           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-05-01      | 5.0000%  | 0.0000% | $1073240.00        | $1069997.62        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-05-01      | 5.5000%  | 0.0000% | $14004.00          | $14204.91          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-05-01      | 4.5000%  | 0.0000% | $1319700.00        | $1270168.40        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-10-01      | 6.0000%  | 0.0000% | $144059170.00      | $119183619.10      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-11-01      | 6.0000%  | 0.0000% | $9119630.00        | $8520277.18        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-01-01      | 5.5000%  | 0.0000% | $793050.00         | $698615.94         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2041-01-01      | 4.5000%  | 0.0000% | $1005350.00        | $976980.61         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 6.5000%  | 0.0000% | $1291440.00        | $1020513.49        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-02-01      | 5.5000%  | 0.0000% | $24284780.00       | $23926386.90       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-02-01      | 5.5000%  | 0.0000% | $9395700.00        | $9340201.75        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 4.5000%  | 0.0000% | $617360.00         | $591520.92         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 5.5000%  | 0.0000% | $1188148.00        | $1199407.63        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-02-01      | 5.5000%  | 0.0000% | $2329395.00        | $2336536.83        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 4.5000%  | 0.0000% | $1524000.00        | $1467618.52        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.5000%  | 0.0000% | $1970354.00        | $1999953.83        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.0000%  | 0.0000% | $5716600.00        | $5597329.84        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-02-01      | 5.0000%  | 0.0000% | $1554100.00        | $1537611.31        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-02-01      | 6.0000%  | 0.0000% | $1999.00           | $2076.55           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 5.0000%  | 0.0000% | $5294030.00        | $5220818.47        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 5.0220%  | 0.0000% | $17904243.00       | $18043805.03       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.0000%  | 0.0000% | $1879490.00        | $1859717.71        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.0000%  | 0.0000% | $1200.00           | $1190.07           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.0000%  | 0.0000% | $1801050.00        | $1783675.60        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 5.0000%  | 0.0000% | $5058340.00        | $5006182.89        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 4.5000%  | 0.0000% | $3030.00           | $2914.52           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.5000%  | 0.0000% | $5254580.00        | $5039142.94        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-07-01      | 5.5000%  | 0.0000% | $25846040.00       | $17726058.91       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-07-01      | 6.0000%  | 0.0000% | $6240.00           | $4110.78           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2038-06-01      | 3.5000%  | 0.0000% | $80440.00          | $49415.02          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $883.05            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-04-01      | 5.5000%  | 0.0000% | $50000000.00       | $44070421.56       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $629.28            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-08-01      | 6.0000%  | 0.0000% | $1040.00           | $858.13            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-12-01      | 1.5000%  | 0.0000% | $100000.00         | $51242.32          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2049-06-01      | 3.5000%  | 0.0000% | $70038300.00       | $2834605.36        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-10-01      | 2.5000%  | 0.0000% | $1056660.00        | $711169.86         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-08-01      | 2.0000%  | 0.0000% | $510000.00         | $299983.25         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-08-01      | 2.5000%  | 0.0000% | $2000.00           | $1219.57           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-01-01      | 2.5000%  | 0.0000% | $1601000.00        | $962440.05         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-11-01      | 2.0000%  | 0.0000% | $150080.00         | $87180.54          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-12-01      | 2.0000%  | 0.0000% | $2876000.00        | $1848140.97        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-01-01      | 2.5000%  | 0.0000% | $8158000.00        | $5041838.95        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-05-01      | 3.0000%  | 0.0000% | $702210.00         | $487974.17         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-02-01      | 3.0000%  | 0.0000% | $3000.00           | $1681.21           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 2.5000%  | 0.0000% | $552000.00         | $369554.84         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-05-01      | 4.0000%  | 0.0000% | $100000.00         | $67082.55          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-07-01      | 5.0000%  | 0.0000% | $79370.00          | $55729.47          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-07-01      | 4.5000%  | 0.0000% | $3752000.00        | $2602354.37        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-09-01      | 4.5000%  | 0.0000% | $143590.00         | $107836.23         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-09-01      | 4.5000%  | 0.0000% | $48000.00          | $36081.09          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1329.64           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2209.04           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-11-01      | 4.5000%  | 0.0000% | $86000.00          | $65749.79          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-11-01      | 5.0000%  | 0.0000% | $11406000.00       | $7597310.42        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-11-01      | 6.5000%  | 0.0000% | $1020.00           | $663.94            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $805.91            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-01-01      | 6.5000%  | 0.0000% | $1586180.00        | $764501.11         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-02-01      | 6.0000%  | 0.0000% | $491000.00         | $340194.86         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-05-01      | 2.5000%  | 0.0000% | $80716640.00       | $36421209.44       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-06-01      | 2.5000%  | 0.0000% | $3516000.00        | $1597020.97        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-07-01      | 2.5000%  | 0.0000% | $3000.00           | $1707.20           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-07-01      | 2.0000%  | 0.0000% | $294581760.00      | $128254655.14      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-08-01      | 2.5000%  | 0.0000% | $7752440.00        | $2987025.48        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2041-02-01      | 4.5000%  | 0.0000% | $1445410.00        | $1416294.89        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-01-01      | 3.5000%  | 0.0000% | $2310.00           | $727.79            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-11-01      | 2.0000%  | 0.0000% | $9126000.00        | $4031986.39        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2036-09-01      | 2.5000%  | 0.0000% | $16839370.00       | $8280051.68        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-12-01      | 2.5000%  | 0.0000% | $64032210.00       | $38145734.13       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-12-01      | 2.0000%  | 0.0000% | $8743730.00        | $5262172.73        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-02-01      | 2.0000%  | 0.0000% | $498100.00         | $283367.68         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-10-01      | 5.5000%  | 0.0000% | $78573070.00       | $79621767.30       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-02-01      | 5.5000%  | 0.0000% | $108201077.00      | $109324396.54      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-10-01      | 2.0000%  | 0.0000% | $7687000.00        | $4615578.80        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2049-09-01      | 3.0000%  | 0.0000% | $2726020.00        | $332193.86         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-07-01      | 6.5000%  | 0.0000% | $35188550.00       | $31607083.39       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-09-01      | 5.5000%  | 0.0000% | $1120.00           | $1095.96           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-10-01      | 4.5000%  | 0.0000% | $6517200.00        | $6158199.14        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-10-01      | 6.5000%  | 0.0000% | $26026500.00       | $23147472.03       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2040-10-01      | 6.0000%  | 0.0000% | $345167.00         | $347011.30         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-11-01      | 6.0000%  | 0.0000% | $145796688.00      | $150017004.41      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-05-01      | 6.0000%  | 0.0000% | $74044539.00       | $76132879.11       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 5.0000%  | 0.0000% | $57357340.00       | $56548731.14       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 5.0000%  | 0.0000% | $6459620.00        | $6389639.55        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.0000%  | 0.0000% | $60725280.00       | $60364530.25       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.5000%  | 0.0000% | $40846840.00       | $40711517.66       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 5.5000%  | 0.0000% | $57298211.00       | $57784316.30       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-05-01      | 5.0000%  | 0.0000% | $99999000.00       | $98921706.49       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-01-01      | 7.0000%  | 0.0000% | $1514610.00        | $759156.01         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $356.13            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 5.0000%  | 0.0000% | $2100.00           | $2079.64           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-11-01      | 5.0000%  | 0.0000% | $55182080.00       | $52839843.07       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-08-01      | 3.5000%  | 0.0000% | $37867960.00       | $34303310.44       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 6.5000%  | 0.0000% | $9139551.00        | $9502681.61        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-05-01      | 2.0000%  | 0.0000% | $80805680.00       | $65244571.10       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-08-01      | 3.0000%  | 0.0000% | $48771540.00       | $43513837.91       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-10-01      | 3.0000%  | 0.0000% | $1680.00           | $1486.10           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-05-01      | 5.5000%  | 0.0000% | $1974.00           | $2008.01           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-05-01      | 5.0000%  | 0.0000% | $1198280.00        | $1188879.36        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-06-01      | 5.5000%  | 0.0000% | $1691632.00        | $1717523.74        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-06-01      | 6.5000%  | 0.0000% | $1111232.00        | $1181603.61        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-06-01      | 5.0000%  | 0.0000% | $6052920.00        | $5991336.92        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-06-01      | 6.5000%  | 0.0000% | $5651150.00        | $5922950.85        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-06-01      | 5.0000%  | 0.0000% | $9958210.00        | $9920756.07        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-05-01      | 5.0000%  | 0.0000% | $65271020.00       | $61227933.50       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-01-01      | 5.5000%  | 0.0000% | $84010490.00       | $80235590.22       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 2.0000%  | 0.0000% | $35256000.00       | $26055300.28       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-10-01      | 3.5000%  | 0.0000% | $51385350.00       | $43975344.38       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-01-01      | 5.0000%  | 0.0000% | $4000.00           | $3716.71           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-08-01      | 5.5000%  | 0.0000% | $92020740.00       | $87887474.13       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-07-01      | 3.5000%  | 0.0000% | $59998000.00       | $51169397.68       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-09-01      | 5.5000%  | 0.0000% | $32756450.00       | $28774567.70       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-08-01      | 3.0000%  | 0.0000% | $38653280.00       | $32376113.42       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-12-01      | 6.0000%  | 0.0000% | $91954740.00       | $88003447.70       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-09-01      | 3.5000%  | 0.0000% | $575570.00         | $510938.48         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-12-01      | 5.0000%  | 0.0000% | $2680.00           | $2600.00           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-11-01      | 5.0000%  | 0.0000% | $1420.00           | $1393.44           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-01-01      | 3.5000%  | 0.0000% | $34155090.00       | $30864058.07       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-08-01      | 3.0000%  | 0.0000% | $38153120.00       | $33285145.94       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 4.0000%  | 0.0000% | $1220.00           | $1137.70           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 4.1910%  | 0.0000% | $5143870.00        | $5062950.80        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-05-01      | 5.0000%  | 0.0000% | $2494070.00        | $2471599.66        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.0000%  | 0.0000% | $13000.00          | $12884.37          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-05-01      | 5.0000%  | 0.0000% | $4682250.00        | $4651663.31        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-06-01      | 5.0000%  | 0.0000% | $1866950.00        | $1854575.65        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-01-01      | 2.5000%  | 0.0000% | $1505900.00        | $140407.24         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-08-01      | 3.0000%  | 0.0000% | $2049900.00        | $68149.10          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2048-11-01      | 4.5000%  | 0.0000% | $7223500.00        | $543226.88         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-02-01      | 3.5000%  | 0.0000% | $4600.00           | $183.23            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2027-12-01      | 2.5000%  | 0.0000% | $2000.00           | $56.18             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2048-06-01      | 3.5000%  | 0.0000% | $366000.00         | $36221.24          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2036-01-01      | 6.0000%  | 0.0000% | $638000.00         | $29049.00          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2037-11-01      | 6.5000%  | 0.0000% | $29700.00          | $362.01            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2038-02-01      | 6.0000%  | 0.0000% | $1000.00           | $6.63              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-01-01      | 6.0000%  | 0.0000% | $739000.00         | $583698.37         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 2.0000%  | 0.0000% | $2022800.00        | $1423863.79        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-05-01      | 6.0000%  | 0.0000% | $1097990.00        | $798329.86         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $809.87            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-03-01      | 5.5000%  | 0.0000% | $88000.00          | $69442.64          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-05-01      | 6.5000%  | 0.0000% | $74725120.00       | $53599632.58       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-09-01      | 4.5000%  | 0.0000% | $399000.00         | $298279.83         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-10-01      | 2.0000%  | 0.0000% | $4050000.00        | $2861937.71        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $883.62            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2247.59           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-12-01      | 5.0000%  | 0.0000% | $93036910.00       | $83401247.77       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-05-01      | 6.0000%  | 0.0000% | $70842760.00       | $70560044.02       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-07-01      | 5.0000%  | 0.0000% | $4060.00           | $3767.40           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-03-01      | 3.5000%  | 0.0000% | $91990.00          | $55713.84          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-11-01      | 3.0000%  | 0.0000% | $1650.00           | $1015.24           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 2.5000%  | 0.0000% | $1532940.00        | $1017905.51        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $600.38            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-01-01      | 4.0000%  | 0.0000% | $68170.00          | $40833.75          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-01-01      | 3.0000%  | 0.0000% | $1350000.00        | $897610.86         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-12-01      | 3.5000%  | 0.0000% | $10803140.00       | $6790886.03        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-11-01      | 4.5000%  | 0.0000% | $3182990.00        | $2380989.51        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-02-01      | 6.0000%  | 0.0000% | $6090.00           | $3262.18           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1462.57           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $757.01            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-05-01      | 5.0000%  | 0.0000% | $294360.00         | $219020.78         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-06-01      | 5.0000%  | 0.0000% | $1030000.00        | $766055.52         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1450.77           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-09-01      | 6.0000%  | 0.0000% | $6906320.00        | $4340297.94        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2037-01-01      | 2.5000%  | 0.0000% | $1000.00           | $656.18            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 2.0000%  | 0.0000% | $1998000.00        | $1382236.63        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2038-11-01      | 5.5000%  | 0.0000% | $1000.00           | $636.00            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-02-01      | 3.0000%  | 0.0000% | $3000.00           | $1495.07           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-08-01      | 3.5000%  | 0.0000% | $43140.00          | $32719.03          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2049-06-01      | 3.5000%  | 0.0000% | $110000.00         | $28634.07          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-02-01      | 2.5000%  | 0.0000% | $770850.00         | $415574.42         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-02-01      | 2.0000%  | 0.0000% | $10648700.00       | $6105381.59        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2036-04-01      | 2.0000%  | 0.0000% | $2177100.00        | $884755.17         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-05-01      | 2.5000%  | 0.0000% | $1919190.00        | $1244552.72        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.5000%  | 0.0000% | $2457520.00        | $1676427.32        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-05-01      | 3.5000%  | 0.0000% | $6991510.00        | $3777487.93        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-03-01      | 2.5000%  | 0.0000% | $2010.00           | $308.55            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-03-01      | 6.0000%  | 0.0000% | $13402870.00       | $9790271.87        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 6.0000%  | 0.0000% | $2512700.00        | $2592577.90        | Agency Mortgage-Backed Securities  |
| FARMER MAC                            | 2031-09-02      | 1.6900%  | 0.0000% | $12000.00          | $10586.13          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL             | 2056-04-01      | 4.9240%  | 0.0000% | $1630440.00        | $1597127.99        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-01-01      | 7.5000%  | 0.0000% | $3449300.00        | $2307368.83        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-03-01      | 7.0000%  | 0.0000% | $20000.00          | $11.22             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2029-05-01      | 3.5000%  | 0.0000% | $8453600.00        | $378736.56         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2038-01-01      | 3.5000%  | 0.0000% | $25000.00          | $14411.57          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-06-01      | 4.0000%  | 0.0000% | $33252960.00       | $26048823.61       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-09-01      | 5.5000%  | 0.0000% | $25020.00          | $17527.19          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-12-01      | 6.0000%  | 0.0000% | $10695240.00       | $7445589.89        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $555.25            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-08-01      | 6.0000%  | 0.0000% | $1550.00           | $1191.08           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-10-01      | 4.5000%  | 0.0000% | $37010.00          | $34740.43          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 3.5000%  | 0.0000% | $6000.00           | $5395.68           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-10-01      | 6.0000%  | 0.0000% | $819240.00         | $682735.16         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2041-03-01      | 5.0000%  | 0.0000% | $36000.00          | $34617.10          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.0000%  | 0.0000% | $35539940.00       | $34760916.59       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.5000%  | 0.0000% | $657080.00         | $652020.61         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-05-01      | 3.5000%  | 0.0000% | $3697060.00        | $3369471.73        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 7.5000%  | 0.0000% | $1330.00           | $1262.14           | Agency Mortgage-Backed Securities  |
| FARMER MAC                            | 2032-04-01      | 4.0500%  | 0.0000% | $3000000.00        | $2965442.50        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2033-01-01      | 4.3000%  | 0.0000% | $51404000.00       | $50558632.64       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-02-01      | 2.5000%  | 0.0000% | $13347180.00       | $2168415.47        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-04-01      | 3.5000%  | 0.0000% | $1690.00           | $254.79            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-07-01      | 3.0000%  | 0.0000% | $5510.00           | $1478.53           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-06-01      | 2.5000%  | 0.0000% | $9000.00           | $2319.12           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-06-01      | 2.5000%  | 0.0000% | $1589000.00        | $509211.48         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-10-01      | 2.5000%  | 0.0000% | $2010.00           | $834.81            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-10-01      | 4.5000%  | 0.0000% | $2000.00           | $499.68            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2046-12-01      | 3.0000%  | 0.0000% | $5420.00           | $911.13            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2047-02-01      | 3.0000%  | 0.0000% | $245000.00         | $48096.10          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2032-01-01      | 7.0000%  | 0.0000% | $5000.00           | $5.15              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2040-12-01      | 4.0000%  | 0.0000% | $37531000.00       | $2116688.70        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2034-08-01      | 6.0000%  | 0.0000% | $75000.00          | $232.26            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2029-04-01      | 4.5000%  | 0.0000% | $1000.00           | $2.39              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2026-12-01      | 4.0000%  | 0.0000% | $39000.00          | $103.84            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL             | 2056-04-01      | 4.6100%  | 0.0000% | $3085310.00        | $3057948.86        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL             | 2056-05-01      | 4.9870%  | 0.0000% | $38596820.00       | $38193157.12       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL             | 2056-03-01      | 3.2460%  | 0.0000% | $44613720.00       | $41496209.48       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2030-12-01      | 3.9000%  | 0.0000% | $27487000.00       | $26856182.50       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-12-01      | 5.5000%  | 0.0000% | $7408314.00        | $7486843.87        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 6.0000%  | 0.0000% | $2754350.00        | $2834091.19        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 5.0000%  | 0.0000% | $1032520.00        | $1021168.33        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-12-01      | 6.0000%  | 0.0000% | $5993018.00        | $6130258.01        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 4.5000%  | 0.0000% | $1217790.00        | $1166669.25        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 5.5000%  | 0.0000% | $2315214.00        | $2336106.74        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 5.5000%  | 0.0000% | $7221200.00        | $6999451.66        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 5.0000%  | 0.0000% | $3751040.00        | $3680678.37        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-04-01      | 6.5000%  | 0.0000% | $1249818.00        | $1288736.96        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2039-09-01      | 6.0000%  | 0.0000% | $24000.00          | $13001.93          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2040-01-01      | 3.5000%  | 0.0000% | $1290.00           | $1081.96           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2040-07-01      | 4.5000%  | 0.0000% | $4000.00           | $2952.47           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-01-01      | 2.5000%  | 0.0000% | $661390.00         | $412350.26         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2051-04-01      | 2.0000%  | 0.0000% | $111880.00         | $76545.31          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-06-01      | 3.5000%  | 0.0000% | $754220.00         | $516386.19         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-09-01      | 5.0000%  | 0.0000% | $3010.00           | $2109.96           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-12-01      | 3.5000%  | 0.0000% | $4000.00           | $2914.27           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-07-01      | 3.5000%  | 0.0000% | $129990.00         | $94288.19          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-02-01      | 6.5000%  | 0.0000% | $38452830.00       | $22660504.88       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2049-02-01      | 3.0000%  | 0.0000% | $1000.00           | $685.41            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-06-01      | 3.5000%  | 0.0000% | $146000.00         | $111217.58         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-10-01      | 2.5000%  | 0.0000% | $290520.00         | $207988.31         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $839.23            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2051-02-01      | 2.5000%  | 0.0000% | $60620.00          | $27239.24          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2048-02-01      | 3.5000%  | 0.0000% | $55580.00          | $7489.30           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2028-12-01      | 3.5000%  | 0.0000% | $20817100.00       | $701385.93         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2045-08-01      | 4.0000%  | 0.0000% | $952000.00         | $76471.14          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2047-02-01      | 4.5000%  | 0.0000% | $9489200.00        | $881324.59         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2026-08-01      | 4.0000%  | 0.0000% | $1000000.00        | $622.03            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2030-03-01      | 3.0000%  | 0.0000% | $28734200.00       | $1938172.58        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2030-10-01      | 3.0000%  | 0.0000% | $65000.00          | $4567.71           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2033-02-01      | 3.0000%  | 0.0000% | $1240.00           | $133.29            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2047-08-01      | 4.0000%  | 0.0000% | $48997950.00       | $7315069.40        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.0000%  | 0.0000% | $25065000.00       | $24671151.89       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 6.0000%  | 0.0000% | $20007447.00       | $20512597.45       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 6.5000%  | 0.0000% | $2848900.00        | $2974728.54        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.0000%  | 0.0000% | $1220980.00        | $1210801.07        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.5000%  | 0.0000% | $802360.00         | $501086.22         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 5.5000%  | 0.0000% | $37308920.00       | $36247356.80       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 5.0000%  | 0.0000% | $30801280.00       | $30158795.89       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 5.0000%  | 0.0000% | $1020.00           | $998.43            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-07-01      | 5.0000%  | 0.0000% | $19845380.00       | $18344086.63       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-06-01      | 6.5000%  | 0.0000% | $137444790.00      | $87567989.91       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 5.0000%  | 0.0000% | $1806700.00        | $1740742.90        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.0000%  | 0.0000% | $58261990.00       | $57501548.04       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 6.5000%  | 0.0000% | $2221540.00        | $2093540.96        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 3.5000%  | 0.0000% | $301460.00         | $273414.63         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.0000%  | 0.0000% | $293000.00         | $287890.86         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.5000%  | 0.0000% | $37527329.00       | $37845702.53       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2040-11-01      | 6.5000%  | 0.0000% | $209660.00         | $202319.18         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2041-05-01      | 3.5000%  | 0.0000% | $8108000.00        | $7768373.90        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2041-05-01      | 4.0000%  | 0.0000% | $16707240.00       | $16255411.26       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-12-01      | 5.5000%  | 0.0000% | $8442180.00        | $8373358.25        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.0000%  | 0.0000% | $8000.00           | $7930.70           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.0000%  | 0.0000% | $12157070.00       | $12069367.55       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.0000%  | 0.0000% | $2436310.00        | $2422339.93        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-06-01      | 5.5000%  | 0.0000% | $58014.00          | $59419.20          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-06-01      | 5.0000%  | 0.0000% | $6726300.00        | $6673107.67        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-06-01      | 5.0000%  | 0.0000% | $1841800.00        | $1826654.67        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-06-01      | 5.5000%  | 0.0000% | $7510505.00        | $7642387.80        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-06-01      | 5.0000%  | 0.0000% | $4679430.00        | $4638170.95        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-06-01      | 5.0000%  | 0.0000% | $5044000.00        | $4994159.68        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-06-01      | 6.0000%  | 0.0000% | $3431088.00        | $3563718.99        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-01-01      | 7.5000%  | 0.0000% | $2651130.00        | $1448371.96        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $944.01            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.5000%  | 0.0000% | $2405006.00        | $2423127.81        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-10-01      | 5.5000%  | 0.0000% | $640400.00         | $560448.18         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-10-01      | 5.5000%  | 0.0000% | $1710.00           | $1374.55           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-07-01      | 6.5000%  | 0.0000% | $24460430.00       | $16437526.77       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-08-01      | 6.5000%  | 0.0000% | $50209450.00       | $31286034.21       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-09-01      | 6.5000%  | 0.0000% | $1159350.00        | $814747.66         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-10-01      | 7.5000%  | 0.0000% | $27803390.00       | $17835358.79       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 5.5000%  | 0.0000% | $243665.00         | $243783.46         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.0000%  | 0.0000% | $10176420.00       | $8949802.45        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 5.0000%  | 0.0000% | $3020.00           | $2859.41           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.5000%  | 0.0000% | $1330.00           | $1158.87           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-03-01      | 5.5000%  | 0.0000% | $431800.00         | $320293.30         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-05-01      | 5.5000%  | 0.0000% | $37183110.00       | $35721496.91       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-07-01      | 6.5000%  | 0.0000% | $19341250.00       | $13002838.70       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-03-01      | 6.5000%  | 0.0000% | $58243970.00       | $37405546.16       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-11-01      | 6.5000%  | 0.0000% | $56830.00          | $40463.38          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.0000%  | 0.0000% | $35557000.00       | $33986254.87       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-02-01      | 4.5000%  | 0.0000% | $1040.00           | $976.78            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $987.37            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.5000%  | 0.0000% | $3070.00           | $3026.09           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-10-01      | 6.0000%  | 0.0000% | $19782740.00       | $19712626.11       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.5000%  | 0.0000% | $88311352.00       | $88746881.35       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.0000%  | 0.0000% | $89798200.00       | $88487998.95       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2051-12-01      | 2.0000%  | 0.0000% | $1990.00           | $1603.31           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.5000%  | 0.0000% | $47648027.00       | $47984833.43       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-06-01      | 6.5000%  | 0.0000% | $22536862.00       | $23829543.86       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-09-01      | 3.5000%  | 0.0000% | $5682300.00        | $5183736.26        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-05-01      | 3.5000%  | 0.0000% | $30552990.00       | $28339646.53       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-06-01      | 5.0000%  | 0.0000% | $46377270.00       | $46268602.91       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-10-01      | 5.5000%  | 0.0000% | $20487411.00       | $20700106.75       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.5000%  | 0.0000% | $56023494.00       | $56605173.49       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.5000%  | 0.0000% | $30190139.00       | $30448046.65       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 6.0000%  | 0.0000% | $1002.00           | $1046.32           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.0000%  | 0.0000% | $1440.00           | $1426.52           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 6.0000%  | 0.0000% | $1726285.00        | $1791658.96        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.0000%  | 0.0000% | $1480770.00        | $1471852.18        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.0000%  | 0.0000% | $4785960.00        | $4761330.60        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.0000%  | 0.0000% | $1500.00           | $1489.72           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.0000%  | 0.0000% | $4529870.00        | $4499015.22        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 6.0000%  | 0.0000% | $2156208.00        | $2237992.25        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.5000%  | 0.0000% | $3122736.00        | $3168168.19        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 6.0000%  | 0.0000% | $2996.00           | $3098.09           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.0000%  | 0.0000% | $1584790.00        | $1581574.29        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.0000%  | 0.0000% | $1291250.00        | $1283845.83        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.5000%  | 0.0000% | $1769488.00        | $1803797.98        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.5000%  | 0.0000% | $7069487.00        | $7179748.22        | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2032-09-15      | 6.5000%  | 0.0000% | $316000.00         | $1810.01           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2027-10-20      | 7.5000%  | 0.0000% | $30000.00          | $5.65              | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2029-09-20      | 8.0000%  | 0.0000% | $170000.00         | $42.80             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2031-09-20      | 6.5000%  | 0.0000% | $2875000.00        | $3255.43           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2032-01-20      | 6.5000%  | 0.0000% | $255000.00         | $487.27            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2032-05-20      | 6.5000%  | 0.0000% | $115000.00         | $223.38            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2038-01-20      | 5.0000%  | 0.0000% | $75000.00          | $747.13            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2038-04-20      | 5.5000%  | 0.0000% | $321200.00         | $3732.94           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2038-12-20      | 5.0000%  | 0.0000% | $30000.00          | $146.28            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2040-03-20      | 5.0000%  | 0.0000% | $110000.00         | $410.60            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2040-04-20      | 5.0000%  | 0.0000% | $65000.00          | $177.68            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2040-07-20      | 4.5000%  | 0.0000% | $610000.00         | $5713.90           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2041-01-01      | 4.0000%  | 0.0000% | $1995800.00        | $25336.47          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2050-04-01      | 3.5000%  | 0.0000% | $16996000.00       | $3297663.48        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-02-01      | 2.5000%  | 0.0000% | $705000.00         | $448384.53         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-01-01      | 2.5000%  | 0.0000% | $64190.00          | $36063.90          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-08-01      | 4.5000%  | 0.0000% | $190960.00         | $127664.97         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-09-01      | 5.5000%  | 0.0000% | $1200.00           | $975.92            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-10-01      | 6.0000%  | 0.0000% | $200000200.00      | $126721574.14      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2046-04-01      | 4.5000%  | 0.0000% | $1000.00           | $974.13            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2044-07-01      | 6.0000%  | 0.0000% | $79000.00          | $43939.53          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2031-10-01      | 2.0000%  | 0.0000% | $10000.00          | $3521.31           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2033-11-01      | 5.5000%  | 0.0000% | $923000.00         | $466170.21         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2050-07-01      | 2.5000%  | 0.0000% | $27488920.00       | $18692070.97       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-04-01      | 5.5000%  | 0.0000% | $2251040.00        | $1173652.70        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-04-01      | 5.5000%  | 0.0000% | $2695050.00        | $2173380.56        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-06-01      | 6.0000%  | 0.0000% | $1002780.00        | $857822.25         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-07-01      | 6.0000%  | 0.0000% | $19398880.00       | $13136675.06       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-06-01      | 6.5000%  | 0.0000% | $1134810.00        | $574850.61         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $872.85            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2040-01-01      | 4.0000%  | 0.0000% | $485490.00         | $417150.33         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2036-02-01      | 2.0000%  | 0.0000% | $5000.00           | $2131.98           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-03-01      | 1.5000%  | 0.0000% | $1020.00           | $563.46            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-05-01      | 2.0000%  | 0.0000% | $28729000.00       | $16922681.42       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-01-01      | 3.0000%  | 0.0000% | $1200.00           | $693.28            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-02-01      | 1.5000%  | 0.0000% | $22226850.00       | $13966716.82       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 2.0000%  | 0.0000% | $211020.00         | $135681.37         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-08-01      | 3.0000%  | 0.0000% | $1646380.00        | $1154427.92        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-09-01      | 3.5000%  | 0.0000% | $448020.00         | $325466.60         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2037-10-01      | 3.0000%  | 0.0000% | $1990.00           | $1221.13           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2036-07-01      | 5.5000%  | 0.0000% | $22000.00          | $302.32            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2041-02-01      | 4.0000%  | 0.0000% | $138000.00         | $5966.29           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2042-09-01      | 3.5000%  | 0.0000% | $40136500.00       | $3916056.61        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2043-06-01      | 3.5000%  | 0.0000% | $3040.00           | $408.04            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2043-06-01      | 3.0000%  | 0.0000% | $2042110.00        | $332184.26         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2031-05-01      | 4.5000%  | 0.0000% | $655000.00         | $15951.39          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-08-01      | 4.0000%  | 0.0000% | $2900.00           | $2132.58           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-09-01      | 2.5000%  | 0.0000% | $1762330.00        | $1118508.47        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-05-01      | 5.5000%  | 0.0000% | $114414820.00      | $108755431.98      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2045-09-01      | 4.0000%  | 0.0000% | $823760.00         | $85544.96          | Agency Mortgage-Backed Securities  |
| STRIP PRINC                           | 2050-05-15      | NA       | 0.0000% | $827100.00         | $243852.24         | U.S. Treasuries (including strips) |

### Security 237: Societe Generale Tri Party Repo

- **C.1 - Title:** Societe Generale Tri Party Repo 3.619900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDPU007, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 99VDPU007_3.62_0601
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $97030100.00       | $97494882.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $336024500.00      | $336005143.89      | U.S. Treasuries (including strips) |

### Security 238: UBS Securities LLC Tri Party Repo

- **C.1 - Title:** UBS Securities LLC Tri Party Repo 3.630000%
- **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: 99VDQX000, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 99VDQX000_3.63_0601
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TENN VALLEY AUTHORITY                 | 2036-04-01      | 5.8800%  | 0.0000% | $1000.00           | $1112.46           | Agency Mortgage-Backed Securities  |
| FEDERAL FARM CREDIT BANK              | 2035-02-23      | 3.2500%  | 0.0000% | $1000.00           | $908.97            | Agency Mortgage-Backed Securities  |
| FEDERAL FARM CREDIT BANK              | 2029-05-03      | 3.8750%  | 0.0000% | $4000.00           | $3986.85           | Agency Mortgage-Backed Securities  |
| FEDERAL FARM CREDIT BANK              | 2041-04-22      | 5.3700%  | 0.0000% | $2000.00           | $1995.31           | Agency Mortgage-Backed Securities  |
| FEDERAL FARM CREDIT BANK              | 2027-05-19      | 3.7500%  | 0.0000% | $5500000.00        | $5498661.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2027-08-15      | NA       | 0.0000% | $3000.00           | $2862.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-09-15      | 6.7500%  | 0.0000% | $3000.00           | $3288.56           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-07-15      | NA       | 0.0000% | $4000.00           | $3659.90           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2027-12-30      | 1.1100%  | 0.0000% | $4000.00           | $3841.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-02-20      | 4.0600%  | 0.0000% | $150000.00         | $149880.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-05-15      | 6.2500%  | 0.0000% | $1000.00           | $1062.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-11-15      | 6.6250%  | 0.0000% | $1000.00           | $1102.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-10-08      | 0.7500%  | 0.0000% | $3000.00           | $2879.16           | Agency Mortgage-Backed Securities  |
| FANNIEMAE                             | 2027-03-23      | NA       | 0.0000% | $3000.00           | $2905.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-09-01      | 6.0800%  | 0.0000% | $3000.00           | $3168.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-08-27      | 0.7000%  | 0.0000% | $1000.00           | $963.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-05-27      | 4.5000%  | 0.0000% | $2125000.00        | $2127730.63        | Agency Mortgage-Backed Securities  |
| FARMER MAC                            | 2027-08-18      | 3.7900%  | 0.0000% | $3000000.00        | $3004991.67        | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP              | 2026-07-15      | NA       | 0.0000% | $1000.00           | $995.00            | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY                 | 2039-09-15      | 5.2500%  | 0.0000% | $2000.00           | $2098.02           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY                 | 2027-02-01      | 2.8750%  | 0.0000% | $2000.00           | $2005.73           | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP               | 2026-11-01      | NA       | 0.0000% | $1000.00           | $983.45            | Agency Mortgage-Backed Securities  |
| FEDERAL FARM CREDIT BANK              | 2027-08-19      | 0.9000%  | 0.0000% | $3000.00           | $2899.56           | Agency Mortgage-Backed Securities  |
| FEDERAL FARM CREDIT BANK              | 2040-06-18      | 2.0900%  | 0.0000% | $3000.00           | $2123.49           | Agency Mortgage-Backed Securities  |
| FEDERAL FARM CREDIT BANK              | 2035-06-22      | 1.7900%  | 0.0000% | $2000.00           | $1600.02           | Agency Mortgage-Backed Securities  |
| FEDERAL FARM CREDIT BANK              | 2030-07-08      | 1.0400%  | 0.0000% | $2000.00           | $1777.79           | Agency Mortgage-Backed Securities  |
| FEDERAL FARM CREDIT BANK              | 2040-05-21      | 2.1250%  | 0.0000% | $2000.00           | $1423.01           | Agency Mortgage-Backed Securities  |
| FEDERAL FARM CREDIT BANK              | 2035-10-26      | 1.7300%  | 0.0000% | $3000.00           | $2355.67           | Agency Mortgage-Backed Securities  |
| FEDERAL FARM CREDIT BANK              | 2029-06-14      | 1.5900%  | 0.0000% | $4000.00           | $3738.71           | Agency Mortgage-Backed Securities  |
| FEDERAL FARM CREDIT BANK              | 2029-02-08      | 1.0000%  | 0.0000% | $88000.00          | $81322.59          | Agency Mortgage-Backed Securities  |
| FEDERAL FARM CREDIT BANK              | 2041-07-15      | 2.5000%  | 0.0000% | $16000.00          | $11719.26          | Agency Mortgage-Backed Securities  |
| FEDERAL FARM CREDIT BANK              | 2031-01-13      | 2.1000%  | 0.0000% | $1000.00           | $919.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK                | 2037-02-18      | 2.9000%  | 0.0000% | $500000.00         | $424382.56         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK                | 2027-05-28      | 3.8750%  | 0.0000% | $15000000.00       | $15001674.58       | Agency Mortgage-Backed Securities  |
| FEDERAL FARM CREDIT BANK              | 2030-01-18      | 3.5000%  | 0.0000% | $3000.00           | $2968.67           | Agency Mortgage-Backed Securities  |
| FEDERAL FARM CREDIT BANK              | 2031-12-01      | 3.5300%  | 0.0000% | $1000.00           | $983.13            | Agency Mortgage-Backed Securities  |
| FED HOME LN DISCOUNT NT               | 2026-11-12      | NA       | 0.0000% | $3300000.00        | $3245071.50        | Agency Mortgage-Backed Securities  |
| FEDERAL FARM CREDIT BANK              | 2026-08-03      | 2.6300%  | 0.0000% | $4000.00           | $4026.66           | Agency Mortgage-Backed Securities  |
| FEDERAL FARM CREDIT BANK              | 2033-12-19      | 3.9800%  | 0.0000% | $10000.00          | $9714.60           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2041-05-15      | 2.2500%  | 0.0000% | $299900.00         | $217820.66         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2041-08-15      | 1.7500%  | 0.0000% | $1600.00           | $1074.10           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2052-02-15      | 0.1250%  | 0.0000% | $2892000.00        | $1791921.42        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2027-01-15      | 2.3750%  | 0.0000% | $883300.00         | $1469767.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2037-02-15      | 4.7500%  | 0.0000% | $200.00            | $208.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2037-05-15      | 5.0000%  | 0.0000% | $2000.00           | $2100.89           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2027-04-15      | 0.1250%  | 0.0000% | $735000.00         | $850070.66         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2032-05-15      | 2.8750%  | 0.0000% | $500.00            | $465.44            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-05-31      | 2.7500%  | 0.0000% | $200.00            | $195.42            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-06-30      | 3.2500%  | 0.0000% | $300.00            | $301.91            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-07-31      | 2.6250%  | 0.0000% | $400.00            | $386.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2032-08-15      | 2.7500%  | 0.0000% | $428700.00         | $397544.48         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-09-30      | 4.1250%  | 0.0000% | $200.00            | $201.79            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2027-10-15      | 1.6250%  | 0.0000% | $5850600.00        | $6576709.45        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-11-30      | 3.8750%  | 0.0000% | $1100.00           | $1119.44           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-01-31      | 3.5000%  | 0.0000% | $300.00            | $297.42            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2033-01-15      | 1.1250%  | 0.0000% | $28159800.00       | $30064214.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-03-31      | 3.6250%  | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $101.06            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2033-07-15      | 1.3750%  | 0.0000% | $10952600.00       | $11646421.02       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2028-07-15      | 0.7500%  | 0.0000% | $425400.00         | $554976.55         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-10-31      | 1.6250%  | 0.0000% | $400.00            | $396.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-11-30      | 1.6250%  | 0.0000% | $200.00            | $199.50            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-03-31      | 0.6250%  | 0.0000% | $500.00            | $487.46            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $97.03             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2030-07-15      | 0.1250%  | 0.0000% | $65200.00          | $79481.20          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2031-01-15      | 0.1250%  | 0.0000% | $3000000.00        | $3561545.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-02-15      | 1.1250%  | 0.0000% | $4700.00           | $4118.73           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-02-29      | 1.1250%  | 0.0000% | $5000.00           | $4773.38           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-05-31      | 0.7500%  | 0.0000% | $3438400.00        | $3451152.31        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2031-07-15      | 0.1250%  | 0.0000% | $1526500.00        | $1749152.47        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-08-15      | 1.2500%  | 0.0000% | $4200.00           | $3646.79           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-09-30      | 0.8750%  | 0.0000% | $500.00            | $496.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-11-30      | 1.2500%  | 0.0000% | $400.00            | $397.50            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $94.08             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2032-01-15      | 0.1250%  | 0.0000% | $410500.00         | $448511.62         | U.S. Treasuries (including strips) |
| STRIPS                                | 2036-08-15      | NA       | 0.0000% | $41.71             | $26.18             | U.S. Treasuries (including strips) |
| STRIPS                                | 2037-02-15      | NA       | 0.0000% | $30999.97          | $18928.98          | U.S. Treasuries (including strips) |
| STRIPS                                | 2032-11-15      | NA       | 0.0000% | $14001.10          | $10642.94          | U.S. Treasuries (including strips) |
| STRIPS                                | 2034-11-15      | NA       | 0.0000% | $19000.00          | $13075.72          | U.S. Treasuries (including strips) |
| STRIPS                                | 2026-08-15      | NA       | 0.0000% | $360.82            | $358.13            | U.S. Treasuries (including strips) |
| STRIPS                                | 2026-11-15      | NA       | 0.0000% | $308.21            | $303.08            | U.S. Treasuries (including strips) |
| STRIPS                                | 2027-05-15      | NA       | 0.0000% | $6791.52           | $6546.41           | U.S. Treasuries (including strips) |
| STRIPS                                | 2027-11-15      | NA       | 0.0000% | $100000.10         | $94448.19          | U.S. Treasuries (including strips) |
| STRIPS                                | 2028-02-15      | NA       | 0.0000% | $160000.00         | $149461.28         | U.S. Treasuries (including strips) |
| STRIPS                                | 2028-05-15      | NA       | 0.0000% | $70740.30          | $65410.51          | U.S. Treasuries (including strips) |
| STRIPS                                | 2028-11-15      | NA       | 0.0000% | $20000.00          | $18110.48          | U.S. Treasuries (including strips) |
| STRIPS                                | 2035-05-15      | NA       | 0.0000% | $20000.00          | $13425.96          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2029-10-15      | 1.6250%  | 0.0000% | $775700.00         | $821365.68         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-11-15      | 4.1250%  | 0.0000% | $1100.00           | $1104.10           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.79            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $102.18            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-12-31      | 4.2500%  | 0.0000% | $300.00            | $305.98            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-01-31      | 4.2500%  | 0.0000% | $300.00            | $305.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-01-31      | 4.1250%  | 0.0000% | $1000.00           | $1015.58           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2035-01-15      | 2.1250%  | 0.0000% | $584000.00         | $622765.98         | U.S. Treasuries (including strips) |
| STRIPS                                | 2039-11-15      | NA       | 0.0000% | $24999.97          | $12993.41          | U.S. Treasuries (including strips) |
| STRIPS                                | 2052-11-15      | NA       | 0.0000% | $1930.83           | $489.32            | U.S. Treasuries (including strips) |
| STRIPS                                | 2040-08-15      | NA       | 0.0000% | $40000.00          | $19839.04          | U.S. Treasuries (including strips) |
| STRIPS                                | 2045-05-15      | NA       | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| STRIPS                                | 2041-08-15      | NA       | 0.0000% | $0.03              | $0.01              | U.S. Treasuries (including strips) |
| STRIPS                                | 2042-08-15      | NA       | 0.0000% | $40000.00          | $17574.44          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2028-01-15      | 1.7500%  | 0.0000% | $1772000.00        | $2823754.04        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2038-02-15      | 4.3750%  | 0.0000% | $3000.00           | $3006.10           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2029-01-15      | 2.5000%  | 0.0000% | $5175700.00        | $8242447.64        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2039-05-15      | 4.2500%  | 0.0000% | $200.00            | $192.82            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2040-02-15      | 2.1250%  | 0.0000% | $45000.00          | $67731.74          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2040-05-15      | 4.3750%  | 0.0000% | $600.00            | $579.24            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2040-11-15      | 4.2500%  | 0.0000% | $900.00            | $852.72            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2041-02-15      | 2.1250%  | 0.0000% | $5971900.00        | $8775113.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2041-08-15      | 3.7500%  | 0.0000% | $400.00            | $358.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2042-05-15      | 3.0000%  | 0.0000% | $300.00            | $237.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2042-08-15      | 2.7500%  | 0.0000% | $300.00            | $230.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $85.85             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2044-02-15      | 3.6250%  | 0.0000% | $700.00            | $597.81            | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2026-08-27      | NA       | 0.0000% | $793000.00         | $786117.55         | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2027-04-15      | NA       | 0.0000% | $4200000.00        | $4065423.60        | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2026-08-04      | NA       | 0.0000% | $10600.00          | $10532.21          | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2026-08-15      | NA       | 0.0000% | $28000.00          | $27802.63          | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2026-11-15      | NA       | 0.0000% | $59900.00          | $58922.07          | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2046-11-15      | NA       | 0.0000% | $200.00            | $70.58             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-11-15      | 6.5000%  | 0.0000% | $300.00            | $304.55            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2028-04-15      | 3.6250%  | 0.0000% | $4729000.00        | $10075772.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-08-15      | 5.5000%  | 0.0000% | $384700.00         | $402665.56         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-11-15      | 5.2500%  | 0.0000% | $300.00            | $309.11            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-02-15      | 5.2500%  | 0.0000% | $4000.00           | $4193.97           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2029-04-15      | 3.8750%  | 0.0000% | $300000.00         | $644929.17         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-02-15      | 5.3750%  | 0.0000% | $1600.00           | $1709.67           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2049-02-15      | 1.0000%  | 0.0000% | $10800.00          | $10093.22          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2049-11-15      | 2.3750%  | 0.0000% | $300.00            | $189.84            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $146.09            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2040-08-15      | 1.1250%  | 0.0000% | $400.00            | $250.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $64.27             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2051-02-15      | 1.8750%  | 0.0000% | $11500.00          | $6391.95           | U.S. Treasuries (including strips) |
| STRIPS                                | 2036-02-15      | NA       | 0.0000% | $5000.00           | $3225.22           | U.S. Treasuries (including strips) |
| STRIPS                                | 2043-05-15      | NA       | 0.0000% | $10000.00          | $4202.15           | U.S. Treasuries (including strips) |
| STRIPS                                | 2043-08-15      | NA       | 0.0000% | $40000.00          | $16541.92          | U.S. Treasuries (including strips) |
| STRIPS                                | 2049-02-15      | NA       | 0.0000% | $351867.88         | $108143.07         | U.S. Treasuries (including strips) |
| STRIPS                                | 2029-08-15      | NA       | 0.0000% | $98.88             | $86.72             | U.S. Treasuries (including strips) |
| STRIPS                                | 2029-11-15      | NA       | 0.0000% | $112936.20         | $97998.35          | U.S. Treasuries (including strips) |
| STRIPS                                | 2030-05-15      | NA       | 0.0000% | $450000.00         | $382188.60         | U.S. Treasuries (including strips) |
| STRIPS                                | 2030-02-15      | NA       | 0.0000% | $50000.00          | $42917.35          | U.S. Treasuries (including strips) |
| STRIPS                                | 2039-08-15      | NA       | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-03-31      | 3.8750%  | 0.0000% | $1000.00           | $1006.56           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-04-30      | 3.7500%  | 0.0000% | $800.00            | $801.53            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-04-30      | 3.8750%  | 0.0000% | $1000.00           | $995.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-05-31      | 3.8750%  | 0.0000% | $600.00            | $611.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-07-31      | 3.8750%  | 0.0000% | $11600.00          | $11739.06          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2035-07-15      | 1.8750%  | 0.0000% | $632700.00         | $649338.67         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-09-30      | 3.5000%  | 0.0000% | $400.00            | $400.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-11-15      | 3.5000%  | 0.0000% | $100.00            | $98.89             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-12-31      | 3.3750%  | 0.0000% | $400.00            | $401.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-02-15      | 3.5000%  | 0.0000% | $400.00            | $398.45            | U.S. Treasuries (including strips) |
| STRIPS                                | 2033-02-15      | NA       | 0.0000% | $169731.76         | $127414.58         | U.S. Treasuries (including strips) |
| STRIPS                                | 2033-08-15      | NA       | 0.0000% | $8000.02           | $5862.48           | U.S. Treasuries (including strips) |
| STRIPS                                | 2034-08-15      | NA       | 0.0000% | $137455.77         | $95824.27          | U.S. Treasuries (including strips) |
| STRIPS                                | 2035-08-15      | NA       | 0.0000% | $138002.11         | $91426.40          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2036-02-15      | 4.5000%  | 0.0000% | $3000.00           | $3070.96           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2041-02-15      | 4.7500%  | 0.0000% | $300.00            | $303.26            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $79.45             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2033-05-15      | 3.3750%  | 0.0000% | $900.00            | $852.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-05-31      | 4.6250%  | 0.0000% | $375500.00         | $392032.84         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-03-15      | 3.8750%  | 0.0000% | $400.00            | $402.36            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-04-30      | 4.6250%  | 0.0000% | $200.00            | $204.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-06-30      | 4.2500%  | 0.0000% | $600.00            | $613.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-06-30      | 4.2500%  | 0.0000% | $200.00            | $204.44            | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2032-02-15      | NA       | 0.0000% | $900.00            | $708.47            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2052-08-15      | 3.0000%  | 0.0000% | $400.00            | $284.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $103.06            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-02-28      | 4.1250%  | 0.0000% | $900.00            | $910.96            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2028-10-15      | 2.3750%  | 0.0000% | $11938900.00       | $13225036.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-11-30      | 4.3750%  | 0.0000% | $79600.00          | $82122.97          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-11-30      | 4.3750%  | 0.0000% | $700.00            | $720.69            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-01-31      | 4.0000%  | 0.0000% | $200.00            | $201.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-03-31      | 4.1250%  | 0.0000% | $800.00            | $804.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2053-02-15      | 1.5000%  | 0.0000% | $1152400.00        | $986289.17         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2043-02-15      | 3.8750%  | 0.0000% | $300.00            | $268.18            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2054-02-15      | 2.1250%  | 0.0000% | $2395400.00        | $2286276.46        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2056-02-15      | 2.3750%  | 0.0000% | $1230400.00        | $1173323.48        | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2027-02-15      | NA       | 0.0000% | $55000.00          | $53531.23          | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2027-05-15      | NA       | 0.0000% | $100000.00         | $96345.90          | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2028-08-15      | NA       | 0.0000% | $300000.00         | $274633.50         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2028-01-15      | 0.5000%  | 0.0000% | $266000.00         | $351312.53         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2029-01-15      | 0.8750%  | 0.0000% | $306300.00         | $395718.91         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2027-01-15      | 0.3750%  | 0.0000% | $913600.00         | $1244594.45        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-05-15      | 2.3750%  | 0.0000% | $300.00            | $295.97            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2044-02-15      | 1.3750%  | 0.0000% | $77700.00          | $91559.38          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2044-08-15      | 3.1250%  | 0.0000% | $6000.00           | $4724.03           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2045-08-15      | 2.8750%  | 0.0000% | $500.00            | $372.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2046-05-15      | 2.5000%  | 0.0000% | $4600.00           | $3143.38           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2047-02-15      | 0.8750%  | 0.0000% | $1400.00           | $1366.62           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $73.92             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2048-02-15      | 1.0000%  | 0.0000% | $250400.00         | $242330.05         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2048-11-15      | 3.3750%  | 0.0000% | $800.00            | $622.90            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-07-31      | 4.1250%  | 0.0000% | $300.00            | $303.67            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2034-07-15      | 1.8750%  | 0.0000% | $13000.00          | $13765.28          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2034-08-15      | 3.8750%  | 0.0000% | $22300.00          | $21813.00          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $98.98             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-08-31      | 3.6250%  | 0.0000% | $3400.00           | $3384.73           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-09-15      | 3.3750%  | 0.0000% | $700.00            | $699.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-10-15      | 3.8750%  | 0.0000% | $900.00            | $903.27            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-10-31      | 4.1250%  | 0.0000% | $1000.00           | $1004.51           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.09            | U.S. Treasuries (including strips) |
| STRIPS                                | 2048-02-15      | NA       | 0.0000% | $1397.10           | $452.00            | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** STATE STREET MASTER FUNDS

**Date:** 2026-06-05

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer